CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 26-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2021 |
26-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2183 |
1.2155 |
-0.0028 |
-0.2% |
1.2096 |
| High |
1.2197 |
1.2189 |
-0.0008 |
-0.1% |
1.2203 |
| Low |
1.2129 |
1.2121 |
-0.0009 |
-0.1% |
1.2068 |
| Close |
1.2152 |
1.2178 |
0.0026 |
0.2% |
1.2181 |
| Range |
0.0068 |
0.0069 |
0.0001 |
0.7% |
0.0136 |
| ATR |
0.0076 |
0.0075 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
156,270 |
164,218 |
7,948 |
5.1% |
673,453 |
|
| Daily Pivots for day following 26-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2368 |
1.2341 |
1.2215 |
|
| R3 |
1.2299 |
1.2273 |
1.2196 |
|
| R2 |
1.2231 |
1.2231 |
1.2190 |
|
| R1 |
1.2204 |
1.2204 |
1.2184 |
1.2218 |
| PP |
1.2162 |
1.2162 |
1.2162 |
1.2169 |
| S1 |
1.2136 |
1.2136 |
1.2171 |
1.2149 |
| S2 |
1.2094 |
1.2094 |
1.2165 |
|
| S3 |
1.2025 |
1.2067 |
1.2159 |
|
| S4 |
1.1957 |
1.1999 |
1.2140 |
|
|
| 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 |
1.2091 |
0.0112 |
0.9% |
0.0065 |
0.5% |
77% |
False |
False |
153,077 |
| 10 |
1.2240 |
1.2068 |
0.0172 |
1.4% |
0.0073 |
0.6% |
64% |
False |
False |
159,228 |
| 20 |
1.2368 |
1.2068 |
0.0301 |
2.5% |
0.0076 |
0.6% |
37% |
False |
False |
158,015 |
| 40 |
1.2368 |
1.1918 |
0.0450 |
3.7% |
0.0077 |
0.6% |
58% |
False |
False |
150,595 |
| 60 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0077 |
0.6% |
74% |
False |
False |
100,900 |
| 80 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0074 |
0.6% |
74% |
False |
False |
75,809 |
| 100 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0074 |
0.6% |
74% |
False |
False |
60,716 |
| 120 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0076 |
0.6% |
74% |
False |
False |
50,600 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2480 |
|
2.618 |
1.2368 |
|
1.618 |
1.2300 |
|
1.000 |
1.2258 |
|
0.618 |
1.2231 |
|
HIGH |
1.2189 |
|
0.618 |
1.2163 |
|
0.500 |
1.2155 |
|
0.382 |
1.2147 |
|
LOW |
1.2121 |
|
0.618 |
1.2078 |
|
1.000 |
1.2052 |
|
1.618 |
1.2010 |
|
2.618 |
1.1941 |
|
4.250 |
1.1829 |
|
|
| Fisher Pivots for day following 26-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2170 |
1.2172 |
| PP |
1.2162 |
1.2167 |
| S1 |
1.2155 |
1.2162 |
|