CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 21-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2021 |
21-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2145 |
1.2123 |
-0.0023 |
-0.2% |
1.2234 |
| High |
1.2174 |
1.2187 |
0.0013 |
0.1% |
1.2240 |
| Low |
1.2091 |
1.2122 |
0.0031 |
0.3% |
1.2089 |
| Close |
1.2122 |
1.2173 |
0.0051 |
0.4% |
1.2093 |
| Range |
0.0083 |
0.0066 |
-0.0018 |
-21.1% |
0.0151 |
| ATR |
0.0080 |
0.0079 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
145,166 |
163,178 |
18,012 |
12.4% |
747,510 |
|
| Daily Pivots for day following 21-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2357 |
1.2330 |
1.2209 |
|
| R3 |
1.2291 |
1.2265 |
1.2191 |
|
| R2 |
1.2226 |
1.2226 |
1.2185 |
|
| R1 |
1.2199 |
1.2199 |
1.2179 |
1.2213 |
| PP |
1.2160 |
1.2160 |
1.2160 |
1.2167 |
| S1 |
1.2134 |
1.2134 |
1.2166 |
1.2147 |
| S2 |
1.2095 |
1.2095 |
1.2160 |
|
| S3 |
1.2029 |
1.2068 |
1.2154 |
|
| S4 |
1.1964 |
1.2003 |
1.2136 |
|
|
| 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 |
1.2195 |
1.2068 |
0.0128 |
1.0% |
0.0080 |
0.7% |
82% |
False |
False |
169,198 |
| 10 |
1.2362 |
1.2068 |
0.0295 |
2.4% |
0.0084 |
0.7% |
36% |
False |
False |
165,845 |
| 20 |
1.2368 |
1.2068 |
0.0301 |
2.5% |
0.0078 |
0.6% |
35% |
False |
False |
156,521 |
| 40 |
1.2368 |
1.1833 |
0.0535 |
4.4% |
0.0078 |
0.6% |
63% |
False |
False |
139,423 |
| 60 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0077 |
0.6% |
73% |
False |
False |
93,316 |
| 80 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0074 |
0.6% |
73% |
False |
False |
70,108 |
| 100 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0076 |
0.6% |
73% |
False |
False |
56,147 |
| 120 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0077 |
0.6% |
73% |
False |
False |
46,796 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2465 |
|
2.618 |
1.2358 |
|
1.618 |
1.2293 |
|
1.000 |
1.2253 |
|
0.618 |
1.2227 |
|
HIGH |
1.2187 |
|
0.618 |
1.2162 |
|
0.500 |
1.2154 |
|
0.382 |
1.2147 |
|
LOW |
1.2122 |
|
0.618 |
1.2081 |
|
1.000 |
1.2056 |
|
1.618 |
1.2016 |
|
2.618 |
1.1950 |
|
4.250 |
1.1843 |
|
|
| Fisher Pivots for day following 21-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2166 |
1.2157 |
| PP |
1.2160 |
1.2142 |
| S1 |
1.2154 |
1.2127 |
|