CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 09-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2021 |
09-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2054 |
1.2060 |
0.0006 |
0.0% |
1.2142 |
| High |
1.2075 |
1.2130 |
0.0055 |
0.5% |
1.2148 |
| Low |
1.2029 |
1.2056 |
0.0027 |
0.2% |
1.1961 |
| Close |
1.2065 |
1.2126 |
0.0062 |
0.5% |
1.2053 |
| Range |
0.0046 |
0.0074 |
0.0028 |
60.9% |
0.0187 |
| ATR |
0.0074 |
0.0074 |
0.0000 |
0.0% |
0.0000 |
| Volume |
147,688 |
182,756 |
35,068 |
23.7% |
892,484 |
|
| Daily Pivots for day following 09-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2326 |
1.2300 |
1.2167 |
|
| R3 |
1.2252 |
1.2226 |
1.2146 |
|
| R2 |
1.2178 |
1.2178 |
1.2140 |
|
| R1 |
1.2152 |
1.2152 |
1.2133 |
1.2165 |
| PP |
1.2104 |
1.2104 |
1.2104 |
1.2110 |
| S1 |
1.2078 |
1.2078 |
1.2119 |
1.2091 |
| S2 |
1.2030 |
1.2030 |
1.2112 |
|
| S3 |
1.1956 |
1.2004 |
1.2106 |
|
| S4 |
1.1882 |
1.1930 |
1.2085 |
|
|
| 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 |
1.2130 |
1.1961 |
0.0169 |
1.4% |
0.0070 |
0.6% |
98% |
True |
False |
169,279 |
| 10 |
1.2183 |
1.1961 |
0.0222 |
1.8% |
0.0075 |
0.6% |
75% |
False |
False |
192,562 |
| 20 |
1.2240 |
1.1961 |
0.0279 |
2.3% |
0.0074 |
0.6% |
59% |
False |
False |
175,895 |
| 40 |
1.2368 |
1.1961 |
0.0408 |
3.4% |
0.0075 |
0.6% |
41% |
False |
False |
172,732 |
| 60 |
1.2368 |
1.1794 |
0.0575 |
4.7% |
0.0073 |
0.6% |
58% |
False |
False |
132,799 |
| 80 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0075 |
0.6% |
67% |
False |
False |
99,808 |
| 100 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0074 |
0.6% |
67% |
False |
False |
79,943 |
| 120 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0076 |
0.6% |
67% |
False |
False |
66,646 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2444 |
|
2.618 |
1.2323 |
|
1.618 |
1.2249 |
|
1.000 |
1.2204 |
|
0.618 |
1.2175 |
|
HIGH |
1.2130 |
|
0.618 |
1.2101 |
|
0.500 |
1.2093 |
|
0.382 |
1.2084 |
|
LOW |
1.2056 |
|
0.618 |
1.2010 |
|
1.000 |
1.1982 |
|
1.618 |
1.1936 |
|
2.618 |
1.1862 |
|
4.250 |
1.1741 |
|
|
| Fisher Pivots for day following 09-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2115 |
1.2099 |
| PP |
1.2104 |
1.2072 |
| S1 |
1.2093 |
1.2045 |
|