CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 02-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2021 |
02-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2103 |
1.2077 |
-0.0026 |
-0.2% |
1.2150 |
| High |
1.2129 |
1.2122 |
-0.0007 |
-0.1% |
1.2271 |
| Low |
1.2056 |
1.2019 |
-0.0037 |
-0.3% |
1.2091 |
| Close |
1.2075 |
1.2112 |
0.0037 |
0.3% |
1.2106 |
| Range |
0.0073 |
0.0103 |
0.0030 |
40.4% |
0.0180 |
| ATR |
0.0073 |
0.0075 |
0.0002 |
2.9% |
0.0000 |
| Volume |
5,872 |
17,277 |
11,405 |
194.2% |
27,148 |
|
| Daily Pivots for day following 02-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2392 |
1.2354 |
1.2168 |
|
| R3 |
1.2289 |
1.2252 |
1.2140 |
|
| R2 |
1.2187 |
1.2187 |
1.2130 |
|
| R1 |
1.2149 |
1.2149 |
1.2121 |
1.2168 |
| PP |
1.2084 |
1.2084 |
1.2084 |
1.2093 |
| S1 |
1.2047 |
1.2047 |
1.2102 |
1.2065 |
| S2 |
1.1982 |
1.1982 |
1.2093 |
|
| S3 |
1.1879 |
1.1944 |
1.2083 |
|
| S4 |
1.1777 |
1.1842 |
1.2055 |
|
|
| 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 |
1.2019 |
0.0252 |
2.1% |
0.0089 |
0.7% |
37% |
False |
True |
7,660 |
| 10 |
1.2271 |
1.2019 |
0.0252 |
2.1% |
0.0077 |
0.6% |
37% |
False |
True |
5,751 |
| 20 |
1.2271 |
1.1985 |
0.0286 |
2.4% |
0.0070 |
0.6% |
44% |
False |
False |
3,371 |
| 40 |
1.2392 |
1.1985 |
0.0407 |
3.4% |
0.0073 |
0.6% |
31% |
False |
False |
1,946 |
| 60 |
1.2392 |
1.1985 |
0.0407 |
3.4% |
0.0072 |
0.6% |
31% |
False |
False |
1,392 |
| 80 |
1.2392 |
1.1671 |
0.0722 |
6.0% |
0.0073 |
0.6% |
61% |
False |
False |
1,053 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2557 |
|
2.618 |
1.2390 |
|
1.618 |
1.2287 |
|
1.000 |
1.2224 |
|
0.618 |
1.2185 |
|
HIGH |
1.2122 |
|
0.618 |
1.2082 |
|
0.500 |
1.2070 |
|
0.382 |
1.2058 |
|
LOW |
1.2019 |
|
0.618 |
1.1956 |
|
1.000 |
1.1917 |
|
1.618 |
1.1853 |
|
2.618 |
1.1751 |
|
4.250 |
1.1583 |
|
|
| Fisher Pivots for day following 02-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2098 |
1.2115 |
| PP |
1.2084 |
1.2114 |
| S1 |
1.2070 |
1.2113 |
|