CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 19-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2021 |
19-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2049 |
1.2098 |
0.0050 |
0.4% |
1.2129 |
| High |
1.2101 |
1.2151 |
0.0050 |
0.4% |
1.2177 |
| Low |
1.2041 |
1.2088 |
0.0047 |
0.4% |
1.2030 |
| Close |
1.2092 |
1.2122 |
0.0030 |
0.2% |
1.2122 |
| Range |
0.0060 |
0.0063 |
0.0004 |
5.9% |
0.0147 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
176,081 |
172,777 |
-3,304 |
-1.9% |
820,667 |
|
| Daily Pivots for day following 19-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2309 |
1.2278 |
1.2156 |
|
| R3 |
1.2246 |
1.2215 |
1.2139 |
|
| R2 |
1.2183 |
1.2183 |
1.2133 |
|
| R1 |
1.2152 |
1.2152 |
1.2127 |
1.2168 |
| PP |
1.2120 |
1.2120 |
1.2120 |
1.2128 |
| S1 |
1.2089 |
1.2089 |
1.2116 |
1.2105 |
| S2 |
1.2057 |
1.2057 |
1.2110 |
|
| S3 |
1.1994 |
1.2026 |
1.2104 |
|
| S4 |
1.1931 |
1.1963 |
1.2087 |
|
|
| Weekly Pivots for week ending 19-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2550 |
1.2483 |
1.2202 |
|
| R3 |
1.2403 |
1.2336 |
1.2162 |
|
| R2 |
1.2256 |
1.2256 |
1.2148 |
|
| R1 |
1.2189 |
1.2189 |
1.2135 |
1.2149 |
| PP |
1.2109 |
1.2109 |
1.2109 |
1.2089 |
| S1 |
1.2042 |
1.2042 |
1.2108 |
1.2002 |
| S2 |
1.1962 |
1.1962 |
1.2095 |
|
| S3 |
1.1815 |
1.1895 |
1.2081 |
|
| S4 |
1.1668 |
1.1748 |
1.2041 |
|
|
| 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% |
0.0067 |
0.6% |
63% |
False |
False |
193,500 |
| 10 |
1.2177 |
1.1961 |
0.0216 |
1.8% |
0.0063 |
0.5% |
75% |
False |
False |
175,908 |
| 20 |
1.2203 |
1.1961 |
0.0243 |
2.0% |
0.0066 |
0.5% |
66% |
False |
False |
180,923 |
| 40 |
1.2368 |
1.1961 |
0.0408 |
3.4% |
0.0072 |
0.6% |
40% |
False |
False |
168,722 |
| 60 |
1.2368 |
1.1833 |
0.0535 |
4.4% |
0.0074 |
0.6% |
54% |
False |
False |
153,256 |
| 80 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0074 |
0.6% |
66% |
False |
False |
115,218 |
| 100 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0073 |
0.6% |
66% |
False |
False |
92,271 |
| 120 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0074 |
0.6% |
66% |
False |
False |
76,943 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2418 |
|
2.618 |
1.2315 |
|
1.618 |
1.2252 |
|
1.000 |
1.2214 |
|
0.618 |
1.2189 |
|
HIGH |
1.2151 |
|
0.618 |
1.2126 |
|
0.500 |
1.2119 |
|
0.382 |
1.2112 |
|
LOW |
1.2088 |
|
0.618 |
1.2049 |
|
1.000 |
1.2025 |
|
1.618 |
1.1986 |
|
2.618 |
1.1923 |
|
4.250 |
1.1820 |
|
|
| Fisher Pivots for day following 19-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2121 |
1.2111 |
| PP |
1.2120 |
1.2101 |
| S1 |
1.2119 |
1.2090 |
|