CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 18-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2021 |
18-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2134 |
1.2071 |
-0.0063 |
-0.5% |
1.2079 |
| High |
1.2134 |
1.2123 |
-0.0011 |
-0.1% |
1.2179 |
| Low |
1.2053 |
1.2065 |
0.0012 |
0.1% |
1.2053 |
| Close |
1.2066 |
1.2115 |
0.0049 |
0.4% |
1.2146 |
| Range |
0.0081 |
0.0058 |
-0.0023 |
-28.4% |
0.0127 |
| ATR |
0.0069 |
0.0068 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
1,038 |
1,189 |
151 |
14.5% |
4,633 |
|
| Daily Pivots for day following 18-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2275 |
1.2253 |
1.2146 |
|
| R3 |
1.2217 |
1.2195 |
1.2130 |
|
| R2 |
1.2159 |
1.2159 |
1.2125 |
|
| R1 |
1.2137 |
1.2137 |
1.2120 |
1.2148 |
| PP |
1.2101 |
1.2101 |
1.2101 |
1.2106 |
| S1 |
1.2079 |
1.2079 |
1.2109 |
1.2090 |
| S2 |
1.2043 |
1.2043 |
1.2104 |
|
| S3 |
1.1985 |
1.2021 |
1.2099 |
|
| S4 |
1.1927 |
1.1963 |
1.2083 |
|
|
| Weekly Pivots for week ending 12-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2505 |
1.2452 |
1.2216 |
|
| R3 |
1.2379 |
1.2326 |
1.2181 |
|
| R2 |
1.2252 |
1.2252 |
1.2169 |
|
| R1 |
1.2199 |
1.2199 |
1.2158 |
1.2226 |
| PP |
1.2126 |
1.2126 |
1.2126 |
1.2139 |
| S1 |
1.2073 |
1.2073 |
1.2134 |
1.2099 |
| S2 |
1.1999 |
1.1999 |
1.2123 |
|
| S3 |
1.1873 |
1.1946 |
1.2111 |
|
| S4 |
1.1746 |
1.1820 |
1.2076 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2200 |
1.2053 |
0.0147 |
1.2% |
0.0060 |
0.5% |
42% |
False |
False |
862 |
| 10 |
1.2200 |
1.1985 |
0.0215 |
1.8% |
0.0064 |
0.5% |
60% |
False |
False |
1,078 |
| 20 |
1.2227 |
1.1985 |
0.0242 |
2.0% |
0.0065 |
0.5% |
54% |
False |
False |
821 |
| 40 |
1.2392 |
1.1985 |
0.0407 |
3.4% |
0.0072 |
0.6% |
32% |
False |
False |
620 |
| 60 |
1.2392 |
1.1858 |
0.0534 |
4.4% |
0.0071 |
0.6% |
48% |
False |
False |
478 |
| 80 |
1.2392 |
1.1671 |
0.0722 |
6.0% |
0.0068 |
0.6% |
62% |
False |
False |
364 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2370 |
|
2.618 |
1.2275 |
|
1.618 |
1.2217 |
|
1.000 |
1.2181 |
|
0.618 |
1.2159 |
|
HIGH |
1.2123 |
|
0.618 |
1.2101 |
|
0.500 |
1.2094 |
|
0.382 |
1.2087 |
|
LOW |
1.2065 |
|
0.618 |
1.2029 |
|
1.000 |
1.2007 |
|
1.618 |
1.1971 |
|
2.618 |
1.1913 |
|
4.250 |
1.1819 |
|
|
| Fisher Pivots for day following 18-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2108 |
1.2126 |
| PP |
1.2101 |
1.2122 |
| S1 |
1.2094 |
1.2118 |
|