CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 08-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2021 |
08-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1975 |
1.1919 |
-0.0056 |
-0.5% |
1.2080 |
| High |
1.1977 |
1.1934 |
-0.0043 |
-0.4% |
1.2116 |
| Low |
1.1895 |
1.1846 |
-0.0049 |
-0.4% |
1.1895 |
| Close |
1.1915 |
1.1859 |
-0.0056 |
-0.5% |
1.1915 |
| Range |
0.0083 |
0.0089 |
0.0006 |
7.3% |
0.0222 |
| ATR |
0.0078 |
0.0079 |
0.0001 |
1.0% |
0.0000 |
| Volume |
291,503 |
226,412 |
-65,091 |
-22.3% |
1,172,265 |
|
| Daily Pivots for day following 08-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2145 |
1.2091 |
1.1908 |
|
| R3 |
1.2057 |
1.2002 |
1.1883 |
|
| R2 |
1.1968 |
1.1968 |
1.1875 |
|
| R1 |
1.1914 |
1.1914 |
1.1867 |
1.1897 |
| PP |
1.1880 |
1.1880 |
1.1880 |
1.1871 |
| S1 |
1.1825 |
1.1825 |
1.1851 |
1.1808 |
| S2 |
1.1791 |
1.1791 |
1.1843 |
|
| S3 |
1.1703 |
1.1737 |
1.1835 |
|
| S4 |
1.1614 |
1.1648 |
1.1810 |
|
|
| 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 |
1.1846 |
0.0271 |
2.3% |
0.0090 |
0.8% |
5% |
False |
True |
235,470 |
| 10 |
1.2249 |
1.1846 |
0.0404 |
3.4% |
0.0085 |
0.7% |
3% |
False |
True |
240,682 |
| 20 |
1.2249 |
1.1846 |
0.0404 |
3.4% |
0.0073 |
0.6% |
3% |
False |
True |
208,279 |
| 40 |
1.2302 |
1.1846 |
0.0457 |
3.8% |
0.0075 |
0.6% |
3% |
False |
True |
192,883 |
| 60 |
1.2368 |
1.1846 |
0.0523 |
4.4% |
0.0075 |
0.6% |
3% |
False |
True |
190,220 |
| 80 |
1.2368 |
1.1781 |
0.0587 |
4.9% |
0.0073 |
0.6% |
13% |
False |
False |
147,596 |
| 100 |
1.2368 |
1.1640 |
0.0728 |
6.1% |
0.0075 |
0.6% |
30% |
False |
False |
118,217 |
| 120 |
1.2368 |
1.1640 |
0.0728 |
6.1% |
0.0074 |
0.6% |
30% |
False |
False |
98,592 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2310 |
|
2.618 |
1.2166 |
|
1.618 |
1.2077 |
|
1.000 |
1.2023 |
|
0.618 |
1.1989 |
|
HIGH |
1.1934 |
|
0.618 |
1.1900 |
|
0.500 |
1.1890 |
|
0.382 |
1.1879 |
|
LOW |
1.1846 |
|
0.618 |
1.1791 |
|
1.000 |
1.1757 |
|
1.618 |
1.1702 |
|
2.618 |
1.1614 |
|
4.250 |
1.1469 |
|
|
| Fisher Pivots for day following 08-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1890 |
1.1957 |
| PP |
1.1880 |
1.1924 |
| S1 |
1.1869 |
1.1892 |
|