CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 01-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2021 |
01-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2207 |
1.2103 |
-0.0104 |
-0.8% |
1.2150 |
| High |
1.2210 |
1.2129 |
-0.0082 |
-0.7% |
1.2271 |
| Low |
1.2091 |
1.2056 |
-0.0036 |
-0.3% |
1.2091 |
| Close |
1.2106 |
1.2075 |
-0.0031 |
-0.3% |
1.2106 |
| Range |
0.0119 |
0.0073 |
-0.0046 |
-38.7% |
0.0180 |
| ATR |
0.0073 |
0.0073 |
0.0000 |
0.0% |
0.0000 |
| Volume |
5,421 |
5,872 |
451 |
8.3% |
27,148 |
|
| Daily Pivots for day following 01-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2305 |
1.2263 |
1.2115 |
|
| R3 |
1.2232 |
1.2190 |
1.2095 |
|
| R2 |
1.2159 |
1.2159 |
1.2088 |
|
| R1 |
1.2117 |
1.2117 |
1.2082 |
1.2102 |
| PP |
1.2086 |
1.2086 |
1.2086 |
1.2079 |
| S1 |
1.2044 |
1.2044 |
1.2068 |
1.2029 |
| S2 |
1.2013 |
1.2013 |
1.2062 |
|
| S3 |
1.1940 |
1.1971 |
1.2055 |
|
| S4 |
1.1867 |
1.1898 |
1.2035 |
|
|
| 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 |
1.2056 |
0.0216 |
1.8% |
0.0078 |
0.6% |
9% |
False |
True |
5,163 |
| 10 |
1.2271 |
1.2053 |
0.0218 |
1.8% |
0.0075 |
0.6% |
10% |
False |
False |
4,145 |
| 20 |
1.2271 |
1.1985 |
0.0286 |
2.4% |
0.0069 |
0.6% |
31% |
False |
False |
2,549 |
| 40 |
1.2392 |
1.1985 |
0.0407 |
3.4% |
0.0073 |
0.6% |
22% |
False |
False |
1,523 |
| 60 |
1.2392 |
1.1985 |
0.0407 |
3.4% |
0.0071 |
0.6% |
22% |
False |
False |
1,105 |
| 80 |
1.2392 |
1.1671 |
0.0722 |
6.0% |
0.0072 |
0.6% |
56% |
False |
False |
837 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2439 |
|
2.618 |
1.2320 |
|
1.618 |
1.2247 |
|
1.000 |
1.2202 |
|
0.618 |
1.2174 |
|
HIGH |
1.2129 |
|
0.618 |
1.2101 |
|
0.500 |
1.2092 |
|
0.382 |
1.2083 |
|
LOW |
1.2056 |
|
0.618 |
1.2010 |
|
1.000 |
1.1983 |
|
1.618 |
1.1937 |
|
2.618 |
1.1864 |
|
4.250 |
1.1745 |
|
|
| Fisher Pivots for day following 01-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2092 |
1.2163 |
| PP |
1.2086 |
1.2134 |
| S1 |
1.2081 |
1.2104 |
|