CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 16-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2021 |
16-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2140 |
1.2129 |
-0.0011 |
-0.1% |
1.2054 |
| High |
1.2141 |
1.2177 |
0.0036 |
0.3% |
1.2157 |
| Low |
1.2088 |
1.2101 |
0.0014 |
0.1% |
1.2029 |
| Close |
1.2123 |
1.2122 |
-0.0001 |
0.0% |
1.2123 |
| Range |
0.0054 |
0.0076 |
0.0022 |
41.1% |
0.0129 |
| ATR |
0.0068 |
0.0069 |
0.0001 |
0.8% |
0.0000 |
| Volume |
146,837 |
263,881 |
117,044 |
79.7% |
745,581 |
|
| Daily Pivots for day following 16-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2360 |
1.2316 |
1.2164 |
|
| R3 |
1.2284 |
1.2241 |
1.2143 |
|
| R2 |
1.2209 |
1.2209 |
1.2136 |
|
| R1 |
1.2165 |
1.2165 |
1.2129 |
1.2149 |
| PP |
1.2133 |
1.2133 |
1.2133 |
1.2125 |
| S1 |
1.2090 |
1.2090 |
1.2115 |
1.2074 |
| S2 |
1.2058 |
1.2058 |
1.2108 |
|
| S3 |
1.1982 |
1.2014 |
1.2101 |
|
| S4 |
1.1907 |
1.1939 |
1.2080 |
|
|
| Weekly Pivots for week ending 12-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2488 |
1.2434 |
1.2194 |
|
| R3 |
1.2360 |
1.2306 |
1.2158 |
|
| R2 |
1.2231 |
1.2231 |
1.2147 |
|
| R1 |
1.2177 |
1.2177 |
1.2135 |
1.2204 |
| PP |
1.2103 |
1.2103 |
1.2103 |
1.2116 |
| S1 |
1.2049 |
1.2049 |
1.2111 |
1.2076 |
| S2 |
1.1974 |
1.1974 |
1.2099 |
|
| S3 |
1.1846 |
1.1920 |
1.2088 |
|
| S4 |
1.1717 |
1.1792 |
1.2052 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2177 |
1.2056 |
0.0121 |
1.0% |
0.0055 |
0.5% |
55% |
True |
False |
172,354 |
| 10 |
1.2177 |
1.1961 |
0.0216 |
1.8% |
0.0063 |
0.5% |
75% |
True |
False |
171,987 |
| 20 |
1.2203 |
1.1961 |
0.0243 |
2.0% |
0.0068 |
0.6% |
67% |
False |
False |
179,929 |
| 40 |
1.2368 |
1.1961 |
0.0408 |
3.4% |
0.0074 |
0.6% |
40% |
False |
False |
169,800 |
| 60 |
1.2368 |
1.1833 |
0.0535 |
4.4% |
0.0073 |
0.6% |
54% |
False |
False |
144,036 |
| 80 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0074 |
0.6% |
66% |
False |
False |
108,276 |
| 100 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0073 |
0.6% |
66% |
False |
False |
86,714 |
| 120 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0074 |
0.6% |
66% |
False |
False |
72,304 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2497 |
|
2.618 |
1.2374 |
|
1.618 |
1.2299 |
|
1.000 |
1.2252 |
|
0.618 |
1.2223 |
|
HIGH |
1.2177 |
|
0.618 |
1.2148 |
|
0.500 |
1.2139 |
|
0.382 |
1.2130 |
|
LOW |
1.2101 |
|
0.618 |
1.2054 |
|
1.000 |
1.2026 |
|
1.618 |
1.1979 |
|
2.618 |
1.1903 |
|
4.250 |
1.1780 |
|
|
| Fisher Pivots for day following 16-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2139 |
1.2132 |
| PP |
1.2133 |
1.2129 |
| S1 |
1.2128 |
1.2125 |
|