CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 05-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2021 |
05-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2045 |
1.1973 |
-0.0072 |
-0.6% |
1.2142 |
| High |
1.2052 |
1.2060 |
0.0008 |
0.1% |
1.2148 |
| Low |
1.1966 |
1.1961 |
-0.0006 |
0.0% |
1.1961 |
| Close |
1.1976 |
1.2053 |
0.0077 |
0.6% |
1.2053 |
| Range |
0.0086 |
0.0100 |
0.0014 |
15.7% |
0.0187 |
| ATR |
0.0075 |
0.0077 |
0.0002 |
2.3% |
0.0000 |
| Volume |
167,699 |
192,834 |
25,135 |
15.0% |
892,484 |
|
| Daily Pivots for day following 05-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2323 |
1.2287 |
1.2107 |
|
| R3 |
1.2223 |
1.2188 |
1.2080 |
|
| R2 |
1.2124 |
1.2124 |
1.2071 |
|
| R1 |
1.2088 |
1.2088 |
1.2062 |
1.2106 |
| PP |
1.2024 |
1.2024 |
1.2024 |
1.2033 |
| S1 |
1.1989 |
1.1989 |
1.2043 |
1.2007 |
| S2 |
1.1925 |
1.1925 |
1.2034 |
|
| S3 |
1.1825 |
1.1889 |
1.2025 |
|
| S4 |
1.1726 |
1.1790 |
1.1998 |
|
|
| Weekly Pivots for week ending 05-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2615 |
1.2521 |
1.2155 |
|
| R3 |
1.2428 |
1.2334 |
1.2104 |
|
| R2 |
1.2241 |
1.2241 |
1.2087 |
|
| R1 |
1.2147 |
1.2147 |
1.2070 |
1.2100 |
| PP |
1.2054 |
1.2054 |
1.2054 |
1.2030 |
| S1 |
1.1960 |
1.1960 |
1.2035 |
1.1913 |
| S2 |
1.1867 |
1.1867 |
1.2018 |
|
| S3 |
1.1680 |
1.1773 |
1.2001 |
|
| S4 |
1.1493 |
1.1586 |
1.1950 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2148 |
1.1961 |
0.0187 |
1.6% |
0.0078 |
0.6% |
49% |
False |
True |
178,496 |
| 10 |
1.2197 |
1.1961 |
0.0237 |
2.0% |
0.0076 |
0.6% |
39% |
False |
True |
191,567 |
| 20 |
1.2302 |
1.1961 |
0.0342 |
2.8% |
0.0077 |
0.6% |
27% |
False |
True |
177,487 |
| 40 |
1.2368 |
1.1961 |
0.0408 |
3.4% |
0.0076 |
0.6% |
23% |
False |
True |
181,191 |
| 60 |
1.2368 |
1.1781 |
0.0587 |
4.9% |
0.0074 |
0.6% |
46% |
False |
False |
127,368 |
| 80 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0075 |
0.6% |
57% |
False |
False |
95,701 |
| 100 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0075 |
0.6% |
57% |
False |
False |
76,655 |
| 120 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0075 |
0.6% |
57% |
False |
False |
63,892 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2483 |
|
2.618 |
1.2320 |
|
1.618 |
1.2221 |
|
1.000 |
1.2160 |
|
0.618 |
1.2121 |
|
HIGH |
1.2060 |
|
0.618 |
1.2022 |
|
0.500 |
1.2010 |
|
0.382 |
1.1999 |
|
LOW |
1.1961 |
|
0.618 |
1.1899 |
|
1.000 |
1.1861 |
|
1.618 |
1.1800 |
|
2.618 |
1.1700 |
|
4.250 |
1.1538 |
|
|
| Fisher Pivots for day following 05-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2038 |
1.2038 |
| PP |
1.2024 |
1.2024 |
| S1 |
1.2010 |
1.2010 |
|