CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 02-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2021 |
02-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2142 |
1.2072 |
-0.0070 |
-0.6% |
1.2183 |
| High |
1.2148 |
1.2099 |
-0.0049 |
-0.4% |
1.2197 |
| Low |
1.2067 |
1.2022 |
-0.0045 |
-0.4% |
1.2070 |
| Close |
1.2078 |
1.2031 |
-0.0048 |
-0.4% |
1.2143 |
| Range |
0.0081 |
0.0077 |
-0.0004 |
-4.9% |
0.0128 |
| ATR |
0.0076 |
0.0076 |
0.0000 |
0.1% |
0.0000 |
| Volume |
182,067 |
194,464 |
12,397 |
6.8% |
1,023,189 |
|
| Daily Pivots for day following 02-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2281 |
1.2233 |
1.2073 |
|
| R3 |
1.2204 |
1.2156 |
1.2052 |
|
| R2 |
1.2127 |
1.2127 |
1.2045 |
|
| R1 |
1.2079 |
1.2079 |
1.2038 |
1.2065 |
| PP |
1.2050 |
1.2050 |
1.2050 |
1.2043 |
| S1 |
1.2002 |
1.2002 |
1.2023 |
1.1988 |
| S2 |
1.1973 |
1.1973 |
1.2016 |
|
| S3 |
1.1896 |
1.1925 |
1.2009 |
|
| S4 |
1.1819 |
1.1848 |
1.1988 |
|
|
| Weekly Pivots for week ending 29-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2519 |
1.2459 |
1.2213 |
|
| R3 |
1.2392 |
1.2331 |
1.2178 |
|
| R2 |
1.2264 |
1.2264 |
1.2166 |
|
| R1 |
1.2204 |
1.2204 |
1.2155 |
1.2170 |
| PP |
1.2137 |
1.2137 |
1.2137 |
1.2120 |
| S1 |
1.2076 |
1.2076 |
1.2131 |
1.2043 |
| S2 |
1.2009 |
1.2009 |
1.2120 |
|
| S3 |
1.1882 |
1.1949 |
1.2108 |
|
| S4 |
1.1754 |
1.1821 |
1.2073 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2183 |
1.2022 |
0.0161 |
1.3% |
0.0079 |
0.7% |
6% |
False |
True |
215,846 |
| 10 |
1.2203 |
1.2022 |
0.0182 |
1.5% |
0.0072 |
0.6% |
5% |
False |
True |
184,461 |
| 20 |
1.2368 |
1.2022 |
0.0347 |
2.9% |
0.0077 |
0.6% |
3% |
False |
True |
177,155 |
| 40 |
1.2368 |
1.2022 |
0.0347 |
2.9% |
0.0075 |
0.6% |
3% |
False |
True |
175,720 |
| 60 |
1.2368 |
1.1747 |
0.0622 |
5.2% |
0.0076 |
0.6% |
46% |
False |
False |
118,826 |
| 80 |
1.2368 |
1.1640 |
0.0728 |
6.1% |
0.0075 |
0.6% |
54% |
False |
False |
89,267 |
| 100 |
1.2368 |
1.1640 |
0.0728 |
6.1% |
0.0074 |
0.6% |
54% |
False |
False |
71,500 |
| 120 |
1.2368 |
1.1640 |
0.0728 |
6.1% |
0.0075 |
0.6% |
54% |
False |
False |
59,593 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2426 |
|
2.618 |
1.2300 |
|
1.618 |
1.2223 |
|
1.000 |
1.2176 |
|
0.618 |
1.2146 |
|
HIGH |
1.2099 |
|
0.618 |
1.2069 |
|
0.500 |
1.2060 |
|
0.382 |
1.2051 |
|
LOW |
1.2022 |
|
0.618 |
1.1974 |
|
1.000 |
1.1945 |
|
1.618 |
1.1897 |
|
2.618 |
1.1820 |
|
4.250 |
1.1694 |
|
|
| Fisher Pivots for day following 02-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2060 |
1.2095 |
| PP |
1.2050 |
1.2073 |
| S1 |
1.2040 |
1.2052 |
|