CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 17-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2021 |
17-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2129 |
1.2111 |
-0.0019 |
-0.2% |
1.2054 |
| High |
1.2177 |
1.2112 |
-0.0065 |
-0.5% |
1.2157 |
| Low |
1.2101 |
1.2030 |
-0.0072 |
-0.6% |
1.2029 |
| Close |
1.2122 |
1.2043 |
-0.0079 |
-0.7% |
1.2123 |
| Range |
0.0076 |
0.0083 |
0.0007 |
9.3% |
0.0129 |
| ATR |
0.0069 |
0.0070 |
0.0002 |
2.5% |
0.0000 |
| Volume |
263,881 |
207,928 |
-55,953 |
-21.2% |
745,581 |
|
| Daily Pivots for day following 17-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2309 |
1.2259 |
1.2088 |
|
| R3 |
1.2227 |
1.2176 |
1.2066 |
|
| R2 |
1.2144 |
1.2144 |
1.2058 |
|
| R1 |
1.2094 |
1.2094 |
1.2051 |
1.2078 |
| PP |
1.2062 |
1.2062 |
1.2062 |
1.2054 |
| S1 |
1.2011 |
1.2011 |
1.2035 |
1.1995 |
| S2 |
1.1979 |
1.1979 |
1.2028 |
|
| S3 |
1.1897 |
1.1929 |
1.2020 |
|
| S4 |
1.1814 |
1.1846 |
1.1998 |
|
|
| 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 |
1.2030 |
0.0147 |
1.2% |
0.0057 |
0.5% |
9% |
False |
True |
177,389 |
| 10 |
1.2177 |
1.1961 |
0.0216 |
1.8% |
0.0064 |
0.5% |
38% |
False |
False |
173,334 |
| 20 |
1.2203 |
1.1961 |
0.0243 |
2.0% |
0.0068 |
0.6% |
34% |
False |
False |
178,898 |
| 40 |
1.2368 |
1.1961 |
0.0408 |
3.4% |
0.0074 |
0.6% |
20% |
False |
False |
170,183 |
| 60 |
1.2368 |
1.1833 |
0.0535 |
4.4% |
0.0074 |
0.6% |
39% |
False |
False |
147,488 |
| 80 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0074 |
0.6% |
55% |
False |
False |
110,870 |
| 100 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0073 |
0.6% |
55% |
False |
False |
88,789 |
| 120 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0075 |
0.6% |
55% |
False |
False |
74,036 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2463 |
|
2.618 |
1.2328 |
|
1.618 |
1.2245 |
|
1.000 |
1.2195 |
|
0.618 |
1.2163 |
|
HIGH |
1.2112 |
|
0.618 |
1.2080 |
|
0.500 |
1.2071 |
|
0.382 |
1.2061 |
|
LOW |
1.2030 |
|
0.618 |
1.1979 |
|
1.000 |
1.1947 |
|
1.618 |
1.1896 |
|
2.618 |
1.1814 |
|
4.250 |
1.1679 |
|
|
| Fisher Pivots for day following 17-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2071 |
1.2103 |
| PP |
1.2062 |
1.2083 |
| S1 |
1.2052 |
1.2063 |
|