CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 23-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2021 |
23-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2130 |
1.2164 |
0.0035 |
0.3% |
1.2129 |
| High |
1.2175 |
1.2186 |
0.0012 |
0.1% |
1.2177 |
| Low |
1.2096 |
1.2140 |
0.0044 |
0.4% |
1.2030 |
| Close |
1.2173 |
1.2149 |
-0.0025 |
-0.2% |
1.2122 |
| Range |
0.0079 |
0.0046 |
-0.0033 |
-41.4% |
0.0147 |
| ATR |
0.0070 |
0.0068 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
192,525 |
157,735 |
-34,790 |
-18.1% |
820,667 |
|
| Daily Pivots for day following 23-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2296 |
1.2268 |
1.2174 |
|
| R3 |
1.2250 |
1.2222 |
1.2161 |
|
| R2 |
1.2204 |
1.2204 |
1.2157 |
|
| R1 |
1.2176 |
1.2176 |
1.2153 |
1.2167 |
| PP |
1.2158 |
1.2158 |
1.2158 |
1.2154 |
| S1 |
1.2130 |
1.2130 |
1.2144 |
1.2121 |
| S2 |
1.2112 |
1.2112 |
1.2140 |
|
| S3 |
1.2066 |
1.2084 |
1.2136 |
|
| S4 |
1.2020 |
1.2038 |
1.2123 |
|
|
| 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 |
1.2186 |
1.2030 |
0.0157 |
1.3% |
0.0066 |
0.5% |
76% |
True |
False |
181,409 |
| 10 |
1.2186 |
1.2030 |
0.0157 |
1.3% |
0.0060 |
0.5% |
76% |
True |
False |
176,882 |
| 20 |
1.2189 |
1.1961 |
0.0229 |
1.9% |
0.0067 |
0.6% |
82% |
False |
False |
183,795 |
| 40 |
1.2368 |
1.1961 |
0.0408 |
3.4% |
0.0071 |
0.6% |
46% |
False |
False |
168,204 |
| 60 |
1.2368 |
1.1915 |
0.0454 |
3.7% |
0.0073 |
0.6% |
52% |
False |
False |
158,987 |
| 80 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0075 |
0.6% |
70% |
False |
False |
119,585 |
| 100 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0072 |
0.6% |
70% |
False |
False |
95,768 |
| 120 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0073 |
0.6% |
70% |
False |
False |
79,862 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2382 |
|
2.618 |
1.2306 |
|
1.618 |
1.2260 |
|
1.000 |
1.2232 |
|
0.618 |
1.2214 |
|
HIGH |
1.2186 |
|
0.618 |
1.2168 |
|
0.500 |
1.2163 |
|
0.382 |
1.2158 |
|
LOW |
1.2140 |
|
0.618 |
1.2112 |
|
1.000 |
1.2094 |
|
1.618 |
1.2066 |
|
2.618 |
1.2020 |
|
4.250 |
1.1945 |
|
|
| Fisher Pivots for day following 23-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2163 |
1.2145 |
| PP |
1.2158 |
1.2141 |
| S1 |
1.2153 |
1.2137 |
|