CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 10-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2021 |
10-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2060 |
1.2128 |
0.0068 |
0.6% |
1.2142 |
| High |
1.2130 |
1.2152 |
0.0022 |
0.2% |
1.2148 |
| Low |
1.2056 |
1.2117 |
0.0061 |
0.5% |
1.1961 |
| Close |
1.2126 |
1.2137 |
0.0011 |
0.1% |
1.2053 |
| Range |
0.0074 |
0.0035 |
-0.0039 |
-52.7% |
0.0187 |
| ATR |
0.0074 |
0.0072 |
-0.0003 |
-3.8% |
0.0000 |
| Volume |
182,756 |
152,771 |
-29,985 |
-16.4% |
892,484 |
|
| Daily Pivots for day following 10-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2240 |
1.2224 |
1.2156 |
|
| R3 |
1.2205 |
1.2189 |
1.2147 |
|
| R2 |
1.2170 |
1.2170 |
1.2143 |
|
| R1 |
1.2154 |
1.2154 |
1.2140 |
1.2162 |
| PP |
1.2135 |
1.2135 |
1.2135 |
1.2139 |
| S1 |
1.2119 |
1.2119 |
1.2134 |
1.2127 |
| S2 |
1.2100 |
1.2100 |
1.2131 |
|
| S3 |
1.2065 |
1.2084 |
1.2127 |
|
| S4 |
1.2030 |
1.2049 |
1.2118 |
|
|
| 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 |
1.2152 |
1.1961 |
0.0191 |
1.6% |
0.0068 |
0.6% |
92% |
True |
False |
168,749 |
| 10 |
1.2168 |
1.1961 |
0.0208 |
1.7% |
0.0067 |
0.6% |
85% |
False |
False |
179,386 |
| 20 |
1.2240 |
1.1961 |
0.0279 |
2.3% |
0.0072 |
0.6% |
63% |
False |
False |
176,348 |
| 40 |
1.2368 |
1.1961 |
0.0408 |
3.4% |
0.0074 |
0.6% |
43% |
False |
False |
170,302 |
| 60 |
1.2368 |
1.1833 |
0.0535 |
4.4% |
0.0073 |
0.6% |
57% |
False |
False |
135,328 |
| 80 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0075 |
0.6% |
68% |
False |
False |
101,714 |
| 100 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0074 |
0.6% |
68% |
False |
False |
81,463 |
| 120 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0075 |
0.6% |
68% |
False |
False |
67,919 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2300 |
|
2.618 |
1.2243 |
|
1.618 |
1.2208 |
|
1.000 |
1.2187 |
|
0.618 |
1.2173 |
|
HIGH |
1.2152 |
|
0.618 |
1.2138 |
|
0.500 |
1.2134 |
|
0.382 |
1.2130 |
|
LOW |
1.2117 |
|
0.618 |
1.2095 |
|
1.000 |
1.2082 |
|
1.618 |
1.2060 |
|
2.618 |
1.2025 |
|
4.250 |
1.1968 |
|
|
| Fisher Pivots for day following 10-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2136 |
1.2121 |
| PP |
1.2135 |
1.2106 |
| S1 |
1.2134 |
1.2090 |
|