CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 25-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2021 |
25-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2180 |
1.2183 |
0.0003 |
0.0% |
1.2096 |
| High |
1.2203 |
1.2197 |
-0.0006 |
0.0% |
1.2203 |
| Low |
1.2165 |
1.2129 |
-0.0036 |
-0.3% |
1.2068 |
| Close |
1.2181 |
1.2152 |
-0.0030 |
-0.2% |
1.2181 |
| Range |
0.0039 |
0.0068 |
0.0030 |
76.6% |
0.0136 |
| ATR |
0.0076 |
0.0076 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
136,554 |
156,270 |
19,716 |
14.4% |
673,453 |
|
| Daily Pivots for day following 25-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2363 |
1.2325 |
1.2189 |
|
| R3 |
1.2295 |
1.2257 |
1.2170 |
|
| R2 |
1.2227 |
1.2227 |
1.2164 |
|
| R1 |
1.2189 |
1.2189 |
1.2158 |
1.2174 |
| PP |
1.2159 |
1.2159 |
1.2159 |
1.2152 |
| S1 |
1.2121 |
1.2121 |
1.2145 |
1.2106 |
| S2 |
1.2091 |
1.2091 |
1.2139 |
|
| S3 |
1.2023 |
1.2053 |
1.2133 |
|
| S4 |
1.1955 |
1.1985 |
1.2114 |
|
|
| Weekly Pivots for week ending 22-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2557 |
1.2505 |
1.2256 |
|
| R3 |
1.2422 |
1.2369 |
1.2218 |
|
| R2 |
1.2286 |
1.2286 |
1.2206 |
|
| R1 |
1.2234 |
1.2234 |
1.2193 |
1.2260 |
| PP |
1.2151 |
1.2151 |
1.2151 |
1.2164 |
| S1 |
1.2098 |
1.2098 |
1.2169 |
1.2124 |
| S2 |
1.2015 |
1.2015 |
1.2156 |
|
| S3 |
1.1880 |
1.1963 |
1.2144 |
|
| S4 |
1.1744 |
1.1827 |
1.2106 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2203 |
1.2068 |
0.0136 |
1.1% |
0.0070 |
0.6% |
62% |
False |
False |
165,944 |
| 10 |
1.2240 |
1.2068 |
0.0172 |
1.4% |
0.0075 |
0.6% |
49% |
False |
False |
157,723 |
| 20 |
1.2368 |
1.2068 |
0.0301 |
2.5% |
0.0075 |
0.6% |
28% |
False |
False |
152,613 |
| 40 |
1.2368 |
1.1915 |
0.0454 |
3.7% |
0.0076 |
0.6% |
52% |
False |
False |
146,583 |
| 60 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0077 |
0.6% |
70% |
False |
False |
98,182 |
| 80 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0074 |
0.6% |
70% |
False |
False |
73,761 |
| 100 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0075 |
0.6% |
70% |
False |
False |
59,075 |
| 120 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0076 |
0.6% |
70% |
False |
False |
49,232 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2486 |
|
2.618 |
1.2375 |
|
1.618 |
1.2307 |
|
1.000 |
1.2265 |
|
0.618 |
1.2239 |
|
HIGH |
1.2197 |
|
0.618 |
1.2171 |
|
0.500 |
1.2163 |
|
0.382 |
1.2155 |
|
LOW |
1.2129 |
|
0.618 |
1.2087 |
|
1.000 |
1.2061 |
|
1.618 |
1.2019 |
|
2.618 |
1.1951 |
|
4.250 |
1.1840 |
|
|
| Fisher Pivots for day following 25-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2163 |
1.2162 |
| PP |
1.2159 |
1.2159 |
| S1 |
1.2155 |
1.2155 |
|