CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 03-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2021 |
03-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2072 |
1.2053 |
-0.0020 |
-0.2% |
1.2183 |
| High |
1.2099 |
1.2060 |
-0.0039 |
-0.3% |
1.2197 |
| Low |
1.2022 |
1.2014 |
-0.0008 |
-0.1% |
1.2070 |
| Close |
1.2031 |
1.2036 |
0.0006 |
0.0% |
1.2143 |
| Range |
0.0077 |
0.0047 |
-0.0031 |
-39.6% |
0.0128 |
| ATR |
0.0076 |
0.0074 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
194,464 |
155,420 |
-39,044 |
-20.1% |
1,023,189 |
|
| Daily Pivots for day following 03-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2176 |
1.2153 |
1.2062 |
|
| R3 |
1.2130 |
1.2106 |
1.2049 |
|
| R2 |
1.2083 |
1.2083 |
1.2045 |
|
| R1 |
1.2060 |
1.2060 |
1.2040 |
1.2048 |
| PP |
1.2037 |
1.2037 |
1.2037 |
1.2031 |
| S1 |
1.2013 |
1.2013 |
1.2032 |
1.2002 |
| S2 |
1.1990 |
1.1990 |
1.2027 |
|
| S3 |
1.1944 |
1.1967 |
1.2023 |
|
| S4 |
1.1897 |
1.1920 |
1.2010 |
|
|
| 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 |
1.2168 |
1.2014 |
0.0155 |
1.3% |
0.0066 |
0.5% |
15% |
False |
True |
190,023 |
| 10 |
1.2203 |
1.2014 |
0.0190 |
1.6% |
0.0068 |
0.6% |
12% |
False |
True |
185,487 |
| 20 |
1.2368 |
1.2014 |
0.0355 |
2.9% |
0.0077 |
0.6% |
6% |
False |
True |
178,258 |
| 40 |
1.2368 |
1.2014 |
0.0355 |
2.9% |
0.0075 |
0.6% |
6% |
False |
True |
178,250 |
| 60 |
1.2368 |
1.1781 |
0.0587 |
4.9% |
0.0074 |
0.6% |
43% |
False |
False |
121,396 |
| 80 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0075 |
0.6% |
54% |
False |
False |
91,208 |
| 100 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0074 |
0.6% |
54% |
False |
False |
73,052 |
| 120 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0075 |
0.6% |
54% |
False |
False |
60,888 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2258 |
|
2.618 |
1.2182 |
|
1.618 |
1.2135 |
|
1.000 |
1.2107 |
|
0.618 |
1.2089 |
|
HIGH |
1.2060 |
|
0.618 |
1.2042 |
|
0.500 |
1.2037 |
|
0.382 |
1.2031 |
|
LOW |
1.2014 |
|
0.618 |
1.1985 |
|
1.000 |
1.1967 |
|
1.618 |
1.1938 |
|
2.618 |
1.1892 |
|
4.250 |
1.1816 |
|
|
| Fisher Pivots for day following 03-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2037 |
1.2081 |
| PP |
1.2037 |
1.2066 |
| S1 |
1.2036 |
1.2051 |
|