CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 23-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2021 |
23-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2150 |
1.2190 |
0.0041 |
0.3% |
1.2152 |
| High |
1.2199 |
1.2209 |
0.0010 |
0.1% |
1.2200 |
| Low |
1.2120 |
1.2161 |
0.0042 |
0.3% |
1.2053 |
| Close |
1.2196 |
1.2172 |
-0.0025 |
-0.2% |
1.2145 |
| Range |
0.0079 |
0.0048 |
-0.0032 |
-39.9% |
0.0147 |
| ATR |
0.0068 |
0.0067 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
7,204 |
4,793 |
-2,411 |
-33.5% |
8,433 |
|
| Daily Pivots for day following 23-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2323 |
1.2295 |
1.2198 |
|
| R3 |
1.2275 |
1.2247 |
1.2185 |
|
| R2 |
1.2228 |
1.2228 |
1.2180 |
|
| R1 |
1.2200 |
1.2200 |
1.2176 |
1.2190 |
| PP |
1.2180 |
1.2180 |
1.2180 |
1.2176 |
| S1 |
1.2152 |
1.2152 |
1.2167 |
1.2143 |
| S2 |
1.2133 |
1.2133 |
1.2163 |
|
| S3 |
1.2085 |
1.2105 |
1.2158 |
|
| S4 |
1.2038 |
1.2057 |
1.2145 |
|
|
| Weekly Pivots for week ending 19-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2572 |
1.2505 |
1.2225 |
|
| R3 |
1.2425 |
1.2358 |
1.2185 |
|
| R2 |
1.2279 |
1.2279 |
1.2171 |
|
| R1 |
1.2212 |
1.2212 |
1.2158 |
1.2172 |
| PP |
1.2132 |
1.2132 |
1.2132 |
1.2113 |
| S1 |
1.2065 |
1.2065 |
1.2131 |
1.2026 |
| S2 |
1.1986 |
1.1986 |
1.2118 |
|
| S3 |
1.1839 |
1.1919 |
1.2104 |
|
| S4 |
1.1693 |
1.1772 |
1.2064 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2209 |
1.2053 |
0.0156 |
1.3% |
0.0066 |
0.5% |
76% |
True |
False |
3,843 |
| 10 |
1.2209 |
1.2053 |
0.0156 |
1.3% |
0.0060 |
0.5% |
76% |
True |
False |
2,407 |
| 20 |
1.2213 |
1.1985 |
0.0228 |
1.9% |
0.0066 |
0.5% |
82% |
False |
False |
1,620 |
| 40 |
1.2392 |
1.1985 |
0.0407 |
3.3% |
0.0070 |
0.6% |
46% |
False |
False |
1,020 |
| 60 |
1.2392 |
1.1941 |
0.0452 |
3.7% |
0.0071 |
0.6% |
51% |
False |
False |
760 |
| 80 |
1.2392 |
1.1671 |
0.0722 |
5.9% |
0.0069 |
0.6% |
69% |
False |
False |
576 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2410 |
|
2.618 |
1.2333 |
|
1.618 |
1.2285 |
|
1.000 |
1.2256 |
|
0.618 |
1.2238 |
|
HIGH |
1.2209 |
|
0.618 |
1.2190 |
|
0.500 |
1.2185 |
|
0.382 |
1.2179 |
|
LOW |
1.2161 |
|
0.618 |
1.2132 |
|
1.000 |
1.2114 |
|
1.618 |
1.2084 |
|
2.618 |
1.2037 |
|
4.250 |
1.1959 |
|
|
| Fisher Pivots for day following 23-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2185 |
1.2168 |
| PP |
1.2180 |
1.2164 |
| S1 |
1.2176 |
1.2160 |
|