CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 11-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2021 |
11-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1905 |
1.1928 |
0.0023 |
0.2% |
1.2080 |
| High |
1.1931 |
1.1991 |
0.0060 |
0.5% |
1.2116 |
| Low |
1.1870 |
1.1916 |
0.0046 |
0.4% |
1.1895 |
| Close |
1.1923 |
1.1984 |
0.0061 |
0.5% |
1.1915 |
| Range |
0.0061 |
0.0075 |
0.0014 |
23.0% |
0.0222 |
| ATR |
0.0077 |
0.0077 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
473,974 |
440,108 |
-33,866 |
-7.1% |
1,172,265 |
|
| Daily Pivots for day following 11-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2188 |
1.2161 |
1.2025 |
|
| R3 |
1.2113 |
1.2086 |
1.2004 |
|
| R2 |
1.2038 |
1.2038 |
1.1997 |
|
| R1 |
1.2011 |
1.2011 |
1.1990 |
1.2025 |
| PP |
1.1963 |
1.1963 |
1.1963 |
1.1970 |
| S1 |
1.1936 |
1.1936 |
1.1977 |
1.1950 |
| S2 |
1.1888 |
1.1888 |
1.1970 |
|
| S3 |
1.1813 |
1.1861 |
1.1963 |
|
| S4 |
1.1738 |
1.1786 |
1.1942 |
|
|
| 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 |
1.1991 |
1.1837 |
0.0154 |
1.3% |
0.0077 |
0.6% |
95% |
True |
False |
338,941 |
| 10 |
1.2188 |
1.1837 |
0.0352 |
2.9% |
0.0086 |
0.7% |
42% |
False |
False |
288,454 |
| 20 |
1.2249 |
1.1837 |
0.0413 |
3.4% |
0.0076 |
0.6% |
36% |
False |
False |
242,958 |
| 40 |
1.2249 |
1.1837 |
0.0413 |
3.4% |
0.0074 |
0.6% |
36% |
False |
False |
209,653 |
| 60 |
1.2368 |
1.1837 |
0.0532 |
4.4% |
0.0075 |
0.6% |
28% |
False |
False |
194,521 |
| 80 |
1.2368 |
1.1833 |
0.0535 |
4.5% |
0.0073 |
0.6% |
28% |
False |
False |
162,236 |
| 100 |
1.2368 |
1.1640 |
0.0728 |
6.1% |
0.0075 |
0.6% |
47% |
False |
False |
129,963 |
| 120 |
1.2368 |
1.1640 |
0.0728 |
6.1% |
0.0074 |
0.6% |
47% |
False |
False |
108,379 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2309 |
|
2.618 |
1.2187 |
|
1.618 |
1.2112 |
|
1.000 |
1.2066 |
|
0.618 |
1.2037 |
|
HIGH |
1.1991 |
|
0.618 |
1.1962 |
|
0.500 |
1.1953 |
|
0.382 |
1.1944 |
|
LOW |
1.1916 |
|
0.618 |
1.1869 |
|
1.000 |
1.1841 |
|
1.618 |
1.1794 |
|
2.618 |
1.1719 |
|
4.250 |
1.1597 |
|
|
| Fisher Pivots for day following 11-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1973 |
1.1960 |
| PP |
1.1963 |
1.1937 |
| S1 |
1.1953 |
1.1914 |
|