CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 20-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2021 |
20-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2096 |
1.2145 |
0.0049 |
0.4% |
1.2234 |
| High |
1.2160 |
1.2174 |
0.0014 |
0.1% |
1.2240 |
| Low |
1.2068 |
1.2091 |
0.0024 |
0.2% |
1.2089 |
| Close |
1.2141 |
1.2122 |
-0.0020 |
-0.2% |
1.2093 |
| Range |
0.0093 |
0.0083 |
-0.0010 |
-10.3% |
0.0151 |
| ATR |
0.0080 |
0.0080 |
0.0000 |
0.3% |
0.0000 |
| Volume |
228,555 |
145,166 |
-83,389 |
-36.5% |
747,510 |
|
| Daily Pivots for day following 20-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2378 |
1.2333 |
1.2167 |
|
| R3 |
1.2295 |
1.2250 |
1.2144 |
|
| R2 |
1.2212 |
1.2212 |
1.2137 |
|
| R1 |
1.2167 |
1.2167 |
1.2129 |
1.2148 |
| PP |
1.2129 |
1.2129 |
1.2129 |
1.2119 |
| S1 |
1.2084 |
1.2084 |
1.2114 |
1.2065 |
| S2 |
1.2046 |
1.2046 |
1.2106 |
|
| S3 |
1.1963 |
1.2001 |
1.2099 |
|
| S4 |
1.1880 |
1.1918 |
1.2076 |
|
|
| Weekly Pivots for week ending 15-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2593 |
1.2494 |
1.2176 |
|
| R3 |
1.2442 |
1.2343 |
1.2134 |
|
| R2 |
1.2291 |
1.2291 |
1.2120 |
|
| R1 |
1.2192 |
1.2192 |
1.2106 |
1.2166 |
| PP |
1.2140 |
1.2140 |
1.2140 |
1.2127 |
| S1 |
1.2041 |
1.2041 |
1.2079 |
1.2015 |
| S2 |
1.1989 |
1.1989 |
1.2065 |
|
| S3 |
1.1838 |
1.1890 |
1.2051 |
|
| S4 |
1.1687 |
1.1739 |
1.2009 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2240 |
1.2068 |
0.0172 |
1.4% |
0.0084 |
0.7% |
31% |
False |
False |
165,669 |
| 10 |
1.2368 |
1.2068 |
0.0301 |
2.5% |
0.0085 |
0.7% |
18% |
False |
False |
171,029 |
| 20 |
1.2368 |
1.2068 |
0.0301 |
2.5% |
0.0081 |
0.7% |
18% |
False |
False |
161,001 |
| 40 |
1.2368 |
1.1833 |
0.0535 |
4.4% |
0.0077 |
0.6% |
54% |
False |
False |
135,372 |
| 60 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0077 |
0.6% |
66% |
False |
False |
90,608 |
| 80 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0074 |
0.6% |
66% |
False |
False |
68,072 |
| 100 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0076 |
0.6% |
66% |
False |
False |
54,516 |
| 120 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0077 |
0.6% |
66% |
False |
False |
45,436 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2527 |
|
2.618 |
1.2391 |
|
1.618 |
1.2308 |
|
1.000 |
1.2257 |
|
0.618 |
1.2225 |
|
HIGH |
1.2174 |
|
0.618 |
1.2142 |
|
0.500 |
1.2133 |
|
0.382 |
1.2123 |
|
LOW |
1.2091 |
|
0.618 |
1.2040 |
|
1.000 |
1.2008 |
|
1.618 |
1.1957 |
|
2.618 |
1.1874 |
|
4.250 |
1.1738 |
|
|
| Fisher Pivots for day following 20-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2133 |
1.2123 |
| PP |
1.2129 |
1.2122 |
| S1 |
1.2125 |
1.2122 |
|