CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 26-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2021 |
26-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2194 |
1.2207 |
0.0013 |
0.1% |
1.2150 |
| High |
1.2271 |
1.2210 |
-0.0061 |
-0.5% |
1.2271 |
| Low |
1.2184 |
1.2091 |
-0.0093 |
-0.8% |
1.2091 |
| Close |
1.2213 |
1.2106 |
-0.0107 |
-0.9% |
1.2106 |
| Range |
0.0088 |
0.0119 |
0.0032 |
36.0% |
0.0180 |
| ATR |
0.0069 |
0.0073 |
0.0004 |
5.5% |
0.0000 |
| Volume |
5,741 |
5,421 |
-320 |
-5.6% |
27,148 |
|
| Daily Pivots for day following 26-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2493 |
1.2418 |
1.2171 |
|
| R3 |
1.2374 |
1.2299 |
1.2139 |
|
| R2 |
1.2255 |
1.2255 |
1.2128 |
|
| R1 |
1.2180 |
1.2180 |
1.2117 |
1.2158 |
| PP |
1.2136 |
1.2136 |
1.2136 |
1.2125 |
| S1 |
1.2061 |
1.2061 |
1.2095 |
1.2039 |
| S2 |
1.2017 |
1.2017 |
1.2084 |
|
| S3 |
1.1898 |
1.1942 |
1.2073 |
|
| S4 |
1.1779 |
1.1823 |
1.2041 |
|
|
| Weekly Pivots for week ending 26-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2696 |
1.2581 |
1.2205 |
|
| R3 |
1.2516 |
1.2401 |
1.2156 |
|
| R2 |
1.2336 |
1.2336 |
1.2139 |
|
| R1 |
1.2221 |
1.2221 |
1.2123 |
1.2189 |
| PP |
1.2156 |
1.2156 |
1.2156 |
1.2140 |
| S1 |
1.2041 |
1.2041 |
1.2090 |
1.2009 |
| S2 |
1.1976 |
1.1976 |
1.2073 |
|
| S3 |
1.1796 |
1.1861 |
1.2057 |
|
| S4 |
1.1616 |
1.1681 |
1.2007 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2271 |
1.2091 |
0.0180 |
1.5% |
0.0080 |
0.7% |
8% |
False |
True |
5,429 |
| 10 |
1.2271 |
1.2053 |
0.0218 |
1.8% |
0.0072 |
0.6% |
24% |
False |
False |
3,590 |
| 20 |
1.2271 |
1.1985 |
0.0286 |
2.4% |
0.0068 |
0.6% |
42% |
False |
False |
2,275 |
| 40 |
1.2392 |
1.1985 |
0.0407 |
3.4% |
0.0072 |
0.6% |
30% |
False |
False |
1,388 |
| 60 |
1.2392 |
1.1985 |
0.0407 |
3.4% |
0.0072 |
0.6% |
30% |
False |
False |
1,008 |
| 80 |
1.2392 |
1.1671 |
0.0722 |
6.0% |
0.0071 |
0.6% |
60% |
False |
False |
765 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2716 |
|
2.618 |
1.2522 |
|
1.618 |
1.2403 |
|
1.000 |
1.2329 |
|
0.618 |
1.2284 |
|
HIGH |
1.2210 |
|
0.618 |
1.2165 |
|
0.500 |
1.2151 |
|
0.382 |
1.2136 |
|
LOW |
1.2091 |
|
0.618 |
1.2017 |
|
1.000 |
1.1972 |
|
1.618 |
1.1898 |
|
2.618 |
1.1779 |
|
4.250 |
1.1585 |
|
|
| Fisher Pivots for day following 26-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2151 |
1.2181 |
| PP |
1.2136 |
1.2156 |
| S1 |
1.2121 |
1.2131 |
|