CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 24-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2021 |
24-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2190 |
1.2178 |
-0.0012 |
-0.1% |
1.2152 |
| High |
1.2209 |
1.2203 |
-0.0006 |
0.0% |
1.2200 |
| Low |
1.2161 |
1.2138 |
-0.0023 |
-0.2% |
1.2053 |
| Close |
1.2172 |
1.2177 |
0.0005 |
0.0% |
1.2145 |
| Range |
0.0048 |
0.0065 |
0.0017 |
35.8% |
0.0147 |
| ATR |
0.0067 |
0.0067 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
4,793 |
3,989 |
-804 |
-16.8% |
8,433 |
|
| Daily Pivots for day following 24-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2366 |
1.2336 |
1.2212 |
|
| R3 |
1.2301 |
1.2271 |
1.2194 |
|
| R2 |
1.2237 |
1.2237 |
1.2188 |
|
| R1 |
1.2207 |
1.2207 |
1.2182 |
1.2190 |
| PP |
1.2172 |
1.2172 |
1.2172 |
1.2164 |
| S1 |
1.2142 |
1.2142 |
1.2171 |
1.2125 |
| S2 |
1.2108 |
1.2108 |
1.2165 |
|
| S3 |
1.2043 |
1.2078 |
1.2159 |
|
| S4 |
1.1979 |
1.2013 |
1.2141 |
|
|
| 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 |
1.2065 |
0.0144 |
1.2% |
0.0062 |
0.5% |
78% |
False |
False |
4,433 |
| 10 |
1.2209 |
1.2053 |
0.0156 |
1.3% |
0.0059 |
0.5% |
79% |
False |
False |
2,762 |
| 20 |
1.2209 |
1.1985 |
0.0224 |
1.8% |
0.0066 |
0.5% |
86% |
False |
False |
1,798 |
| 40 |
1.2392 |
1.1985 |
0.0407 |
3.3% |
0.0070 |
0.6% |
47% |
False |
False |
1,119 |
| 60 |
1.2392 |
1.1944 |
0.0449 |
3.7% |
0.0071 |
0.6% |
52% |
False |
False |
825 |
| 80 |
1.2392 |
1.1671 |
0.0722 |
5.9% |
0.0069 |
0.6% |
70% |
False |
False |
625 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2477 |
|
2.618 |
1.2371 |
|
1.618 |
1.2307 |
|
1.000 |
1.2267 |
|
0.618 |
1.2242 |
|
HIGH |
1.2203 |
|
0.618 |
1.2178 |
|
0.500 |
1.2170 |
|
0.382 |
1.2163 |
|
LOW |
1.2138 |
|
0.618 |
1.2098 |
|
1.000 |
1.2074 |
|
1.618 |
1.2034 |
|
2.618 |
1.1969 |
|
4.250 |
1.1864 |
|
|
| Fisher Pivots for day following 24-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2174 |
1.2172 |
| PP |
1.2172 |
1.2168 |
| S1 |
1.2170 |
1.2164 |
|