CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 05-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2021 |
05-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2067 |
1.1975 |
-0.0092 |
-0.8% |
1.2080 |
| High |
1.2069 |
1.1977 |
-0.0092 |
-0.8% |
1.2116 |
| Low |
1.1964 |
1.1895 |
-0.0069 |
-0.6% |
1.1895 |
| Close |
1.1968 |
1.1915 |
-0.0053 |
-0.4% |
1.1915 |
| Range |
0.0105 |
0.0083 |
-0.0023 |
-21.4% |
0.0222 |
| ATR |
0.0077 |
0.0078 |
0.0000 |
0.5% |
0.0000 |
| Volume |
253,320 |
291,503 |
38,183 |
15.1% |
1,172,265 |
|
| Daily Pivots for day following 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2176 |
1.2128 |
1.1960 |
|
| R3 |
1.2094 |
1.2046 |
1.1938 |
|
| R2 |
1.2011 |
1.2011 |
1.1930 |
|
| R1 |
1.1963 |
1.1963 |
1.1923 |
1.1946 |
| PP |
1.1929 |
1.1929 |
1.1929 |
1.1920 |
| S1 |
1.1881 |
1.1881 |
1.1907 |
1.1864 |
| S2 |
1.1846 |
1.1846 |
1.1900 |
|
| S3 |
1.1764 |
1.1798 |
1.1892 |
|
| S4 |
1.1681 |
1.1716 |
1.1870 |
|
|
| Weekly Pivots for week ending 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2640 |
1.2499 |
1.2037 |
|
| R3 |
1.2418 |
1.2277 |
1.1976 |
|
| R2 |
1.2197 |
1.2197 |
1.1956 |
|
| R1 |
1.2056 |
1.2056 |
1.1935 |
1.2016 |
| PP |
1.1975 |
1.1975 |
1.1975 |
1.1955 |
| S1 |
1.1834 |
1.1834 |
1.1895 |
1.1794 |
| S2 |
1.1754 |
1.1754 |
1.1874 |
|
| S3 |
1.1532 |
1.1613 |
1.1854 |
|
| S4 |
1.1311 |
1.1391 |
1.1793 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2116 |
1.1895 |
0.0222 |
1.9% |
0.0087 |
0.7% |
9% |
False |
True |
234,453 |
| 10 |
1.2249 |
1.1895 |
0.0355 |
3.0% |
0.0084 |
0.7% |
6% |
False |
True |
237,293 |
| 20 |
1.2249 |
1.1895 |
0.0355 |
3.0% |
0.0073 |
0.6% |
6% |
False |
True |
206,600 |
| 40 |
1.2362 |
1.1895 |
0.0468 |
3.9% |
0.0075 |
0.6% |
4% |
False |
True |
191,246 |
| 60 |
1.2368 |
1.1895 |
0.0474 |
4.0% |
0.0074 |
0.6% |
4% |
False |
True |
188,830 |
| 80 |
1.2368 |
1.1781 |
0.0587 |
4.9% |
0.0074 |
0.6% |
23% |
False |
False |
144,780 |
| 100 |
1.2368 |
1.1640 |
0.0728 |
6.1% |
0.0074 |
0.6% |
38% |
False |
False |
115,955 |
| 120 |
1.2368 |
1.1640 |
0.0728 |
6.1% |
0.0074 |
0.6% |
38% |
False |
False |
96,708 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2328 |
|
2.618 |
1.2193 |
|
1.618 |
1.2110 |
|
1.000 |
1.2060 |
|
0.618 |
1.2028 |
|
HIGH |
1.1977 |
|
0.618 |
1.1945 |
|
0.500 |
1.1936 |
|
0.382 |
1.1926 |
|
LOW |
1.1895 |
|
0.618 |
1.1844 |
|
1.000 |
1.1812 |
|
1.618 |
1.1761 |
|
2.618 |
1.1679 |
|
4.250 |
1.1544 |
|
|
| Fisher Pivots for day following 05-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1936 |
1.2005 |
| PP |
1.1929 |
1.1975 |
| S1 |
1.1922 |
1.1945 |
|