CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 28-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2021 |
28-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2172 |
1.2121 |
-0.0052 |
-0.4% |
1.2096 |
| High |
1.2183 |
1.2155 |
-0.0028 |
-0.2% |
1.2203 |
| Low |
1.2070 |
1.2092 |
0.0023 |
0.2% |
1.2068 |
| Close |
1.2113 |
1.2144 |
0.0031 |
0.3% |
1.2181 |
| Range |
0.0113 |
0.0063 |
-0.0051 |
-44.7% |
0.0136 |
| ATR |
0.0078 |
0.0077 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
284,535 |
199,525 |
-85,010 |
-29.9% |
673,453 |
|
| Daily Pivots for day following 28-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2318 |
1.2293 |
1.2178 |
|
| R3 |
1.2255 |
1.2231 |
1.2161 |
|
| R2 |
1.2193 |
1.2193 |
1.2155 |
|
| R1 |
1.2168 |
1.2168 |
1.2149 |
1.2180 |
| PP |
1.2130 |
1.2130 |
1.2130 |
1.2136 |
| S1 |
1.2106 |
1.2106 |
1.2138 |
1.2118 |
| S2 |
1.2068 |
1.2068 |
1.2132 |
|
| S3 |
1.2005 |
1.2043 |
1.2126 |
|
| S4 |
1.1943 |
1.1981 |
1.2109 |
|
|
| 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 |
1.2070 |
0.0134 |
1.1% |
0.0070 |
0.6% |
55% |
False |
False |
188,220 |
| 10 |
1.2203 |
1.2068 |
0.0136 |
1.1% |
0.0075 |
0.6% |
56% |
False |
False |
178,709 |
| 20 |
1.2368 |
1.2068 |
0.0301 |
2.5% |
0.0078 |
0.6% |
25% |
False |
False |
169,792 |
| 40 |
1.2368 |
1.1963 |
0.0406 |
3.3% |
0.0077 |
0.6% |
45% |
False |
False |
162,252 |
| 60 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0077 |
0.6% |
69% |
False |
False |
108,942 |
| 80 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0075 |
0.6% |
69% |
False |
False |
81,845 |
| 100 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0074 |
0.6% |
69% |
False |
False |
65,555 |
| 120 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0076 |
0.6% |
69% |
False |
False |
54,633 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2420 |
|
2.618 |
1.2318 |
|
1.618 |
1.2256 |
|
1.000 |
1.2217 |
|
0.618 |
1.2193 |
|
HIGH |
1.2155 |
|
0.618 |
1.2131 |
|
0.500 |
1.2123 |
|
0.382 |
1.2116 |
|
LOW |
1.2092 |
|
0.618 |
1.2053 |
|
1.000 |
1.2030 |
|
1.618 |
1.1991 |
|
2.618 |
1.1928 |
|
4.250 |
1.1826 |
|
|
| Fisher Pivots for day following 28-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2137 |
1.2139 |
| PP |
1.2130 |
1.2134 |
| S1 |
1.2123 |
1.2129 |
|