CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 08-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2021 |
08-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1973 |
1.2054 |
0.0081 |
0.7% |
1.2142 |
| High |
1.2060 |
1.2075 |
0.0015 |
0.1% |
1.2148 |
| Low |
1.1961 |
1.2029 |
0.0068 |
0.6% |
1.1961 |
| Close |
1.2053 |
1.2065 |
0.0012 |
0.1% |
1.2053 |
| Range |
0.0100 |
0.0046 |
-0.0054 |
-53.8% |
0.0187 |
| ATR |
0.0077 |
0.0074 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
192,834 |
147,688 |
-45,146 |
-23.4% |
892,484 |
|
| Daily Pivots for day following 08-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2194 |
1.2175 |
1.2090 |
|
| R3 |
1.2148 |
1.2129 |
1.2077 |
|
| R2 |
1.2102 |
1.2102 |
1.2073 |
|
| R1 |
1.2083 |
1.2083 |
1.2069 |
1.2093 |
| PP |
1.2056 |
1.2056 |
1.2056 |
1.2061 |
| S1 |
1.2037 |
1.2037 |
1.2060 |
1.2047 |
| S2 |
1.2010 |
1.2010 |
1.2056 |
|
| S3 |
1.1964 |
1.1991 |
1.2052 |
|
| S4 |
1.1918 |
1.1945 |
1.2039 |
|
|
| 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 |
1.2099 |
1.1961 |
0.0138 |
1.1% |
0.0071 |
0.6% |
75% |
False |
False |
171,621 |
| 10 |
1.2189 |
1.1961 |
0.0229 |
1.9% |
0.0074 |
0.6% |
46% |
False |
False |
190,709 |
| 20 |
1.2240 |
1.1961 |
0.0279 |
2.3% |
0.0075 |
0.6% |
37% |
False |
False |
174,216 |
| 40 |
1.2368 |
1.1961 |
0.0408 |
3.4% |
0.0075 |
0.6% |
26% |
False |
False |
177,237 |
| 60 |
1.2368 |
1.1781 |
0.0587 |
4.9% |
0.0073 |
0.6% |
48% |
False |
False |
129,815 |
| 80 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0075 |
0.6% |
58% |
False |
False |
97,543 |
| 100 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0075 |
0.6% |
58% |
False |
False |
78,121 |
| 120 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0075 |
0.6% |
58% |
False |
False |
65,123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2270 |
|
2.618 |
1.2195 |
|
1.618 |
1.2149 |
|
1.000 |
1.2121 |
|
0.618 |
1.2103 |
|
HIGH |
1.2075 |
|
0.618 |
1.2057 |
|
0.500 |
1.2052 |
|
0.382 |
1.2046 |
|
LOW |
1.2029 |
|
0.618 |
1.2000 |
|
1.000 |
1.1983 |
|
1.618 |
1.1954 |
|
2.618 |
1.1908 |
|
4.250 |
1.1833 |
|
|
| Fisher Pivots for day following 08-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2060 |
1.2049 |
| PP |
1.2056 |
1.2033 |
| S1 |
1.2052 |
1.2018 |
|