CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 03-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2021 |
03-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2053 |
1.2088 |
0.0035 |
0.3% |
1.2130 |
| High |
1.2098 |
1.2116 |
0.0019 |
0.2% |
1.2249 |
| Low |
1.1995 |
1.2046 |
0.0051 |
0.4% |
1.2066 |
| Close |
1.2088 |
1.2069 |
-0.0019 |
-0.2% |
1.2082 |
| Range |
0.0103 |
0.0071 |
-0.0033 |
-31.6% |
0.0183 |
| ATR |
0.0076 |
0.0075 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
213,958 |
192,159 |
-21,799 |
-10.2% |
1,200,669 |
|
| Daily Pivots for day following 03-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2288 |
1.2249 |
1.2107 |
|
| R3 |
1.2218 |
1.2178 |
1.2088 |
|
| R2 |
1.2147 |
1.2147 |
1.2081 |
|
| R1 |
1.2108 |
1.2108 |
1.2075 |
1.2092 |
| PP |
1.2077 |
1.2077 |
1.2077 |
1.2069 |
| S1 |
1.2037 |
1.2037 |
1.2062 |
1.2022 |
| S2 |
1.2006 |
1.2006 |
1.2056 |
|
| S3 |
1.1936 |
1.1967 |
1.2049 |
|
| S4 |
1.1865 |
1.1896 |
1.2030 |
|
|
| Weekly Pivots for week ending 26-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2681 |
1.2564 |
1.2182 |
|
| R3 |
1.2498 |
1.2381 |
1.2132 |
|
| R2 |
1.2315 |
1.2315 |
1.2115 |
|
| R1 |
1.2198 |
1.2198 |
1.2098 |
1.2165 |
| PP |
1.2132 |
1.2132 |
1.2132 |
1.2116 |
| S1 |
1.2015 |
1.2015 |
1.2065 |
1.1982 |
| S2 |
1.1949 |
1.1949 |
1.2048 |
|
| S3 |
1.1766 |
1.1832 |
1.2031 |
|
| S4 |
1.1583 |
1.1649 |
1.1981 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2249 |
1.1995 |
0.0255 |
2.1% |
0.0092 |
0.8% |
29% |
False |
False |
252,013 |
| 10 |
1.2249 |
1.1995 |
0.0255 |
2.1% |
0.0077 |
0.6% |
29% |
False |
False |
217,696 |
| 20 |
1.2249 |
1.1961 |
0.0289 |
2.4% |
0.0070 |
0.6% |
37% |
False |
False |
195,515 |
| 40 |
1.2368 |
1.1961 |
0.0408 |
3.4% |
0.0074 |
0.6% |
27% |
False |
False |
186,335 |
| 60 |
1.2368 |
1.1961 |
0.0408 |
3.4% |
0.0074 |
0.6% |
27% |
False |
False |
182,319 |
| 80 |
1.2368 |
1.1747 |
0.0622 |
5.1% |
0.0074 |
0.6% |
52% |
False |
False |
137,998 |
| 100 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0074 |
0.6% |
59% |
False |
False |
110,517 |
| 120 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0074 |
0.6% |
59% |
False |
False |
92,169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2416 |
|
2.618 |
1.2301 |
|
1.618 |
1.2230 |
|
1.000 |
1.2187 |
|
0.618 |
1.2160 |
|
HIGH |
1.2116 |
|
0.618 |
1.2089 |
|
0.500 |
1.2081 |
|
0.382 |
1.2072 |
|
LOW |
1.2046 |
|
0.618 |
1.2002 |
|
1.000 |
1.1975 |
|
1.618 |
1.1931 |
|
2.618 |
1.1861 |
|
4.250 |
1.1746 |
|
|
| Fisher Pivots for day following 03-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2081 |
1.2064 |
| PP |
1.2077 |
1.2060 |
| S1 |
1.2073 |
1.2055 |
|