CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 12-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2021 |
12-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1928 |
1.1985 |
0.0057 |
0.5% |
1.1919 |
| High |
1.1991 |
1.1989 |
-0.0002 |
0.0% |
1.1991 |
| Low |
1.1916 |
1.1910 |
-0.0006 |
0.0% |
1.1837 |
| Close |
1.1984 |
1.1950 |
-0.0034 |
-0.3% |
1.1950 |
| Range |
0.0075 |
0.0079 |
0.0004 |
4.7% |
0.0154 |
| ATR |
0.0077 |
0.0077 |
0.0000 |
0.1% |
0.0000 |
| Volume |
440,108 |
83,306 |
-356,802 |
-81.1% |
1,486,509 |
|
| Daily Pivots for day following 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2185 |
1.2146 |
1.1993 |
|
| R3 |
1.2106 |
1.2067 |
1.1971 |
|
| R2 |
1.2028 |
1.2028 |
1.1964 |
|
| R1 |
1.1989 |
1.1989 |
1.1957 |
1.1969 |
| PP |
1.1949 |
1.1949 |
1.1949 |
1.1940 |
| S1 |
1.1910 |
1.1910 |
1.1942 |
1.1891 |
| S2 |
1.1871 |
1.1871 |
1.1935 |
|
| S3 |
1.1792 |
1.1832 |
1.1928 |
|
| S4 |
1.1714 |
1.1753 |
1.1906 |
|
|
| Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2388 |
1.2323 |
1.2034 |
|
| R3 |
1.2234 |
1.2169 |
1.1992 |
|
| R2 |
1.2080 |
1.2080 |
1.1978 |
|
| R1 |
1.2015 |
1.2015 |
1.1964 |
1.2047 |
| PP |
1.1926 |
1.1926 |
1.1926 |
1.1942 |
| S1 |
1.1861 |
1.1861 |
1.1935 |
1.1893 |
| S2 |
1.1772 |
1.1772 |
1.1921 |
|
| S3 |
1.1618 |
1.1707 |
1.1907 |
|
| S4 |
1.1464 |
1.1553 |
1.1865 |
|
|
| 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% |
73% |
False |
False |
297,301 |
| 10 |
1.2116 |
1.1837 |
0.0280 |
2.3% |
0.0082 |
0.7% |
40% |
False |
False |
265,877 |
| 20 |
1.2249 |
1.1837 |
0.0413 |
3.5% |
0.0078 |
0.7% |
27% |
False |
False |
241,347 |
| 40 |
1.2249 |
1.1837 |
0.0413 |
3.5% |
0.0074 |
0.6% |
27% |
False |
False |
208,097 |
| 60 |
1.2368 |
1.1837 |
0.0532 |
4.4% |
0.0075 |
0.6% |
21% |
False |
False |
192,808 |
| 80 |
1.2368 |
1.1833 |
0.0535 |
4.5% |
0.0074 |
0.6% |
22% |
False |
False |
163,257 |
| 100 |
1.2368 |
1.1640 |
0.0728 |
6.1% |
0.0075 |
0.6% |
43% |
False |
False |
130,793 |
| 120 |
1.2368 |
1.1640 |
0.0728 |
6.1% |
0.0074 |
0.6% |
43% |
False |
False |
109,072 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2322 |
|
2.618 |
1.2194 |
|
1.618 |
1.2116 |
|
1.000 |
1.2067 |
|
0.618 |
1.2037 |
|
HIGH |
1.1989 |
|
0.618 |
1.1959 |
|
0.500 |
1.1949 |
|
0.382 |
1.1940 |
|
LOW |
1.1910 |
|
0.618 |
1.1861 |
|
1.000 |
1.1832 |
|
1.618 |
1.1783 |
|
2.618 |
1.1704 |
|
4.250 |
1.1576 |
|
|
| Fisher Pivots for day following 12-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1949 |
1.1943 |
| PP |
1.1949 |
1.1937 |
| S1 |
1.1949 |
1.1930 |
|