CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 03-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2021 |
03-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2077 |
1.2111 |
0.0034 |
0.3% |
1.2150 |
| High |
1.2122 |
1.2140 |
0.0018 |
0.1% |
1.2271 |
| Low |
1.2019 |
1.2070 |
0.0051 |
0.4% |
1.2091 |
| Close |
1.2112 |
1.2093 |
-0.0019 |
-0.2% |
1.2106 |
| Range |
0.0103 |
0.0070 |
-0.0033 |
-31.7% |
0.0180 |
| ATR |
0.0075 |
0.0074 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
17,277 |
6,510 |
-10,767 |
-62.3% |
27,148 |
|
| Daily Pivots for day following 03-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2311 |
1.2272 |
1.2131 |
|
| R3 |
1.2241 |
1.2202 |
1.2112 |
|
| R2 |
1.2171 |
1.2171 |
1.2105 |
|
| R1 |
1.2132 |
1.2132 |
1.2099 |
1.2116 |
| PP |
1.2101 |
1.2101 |
1.2101 |
1.2093 |
| S1 |
1.2062 |
1.2062 |
1.2086 |
1.2046 |
| S2 |
1.2031 |
1.2031 |
1.2080 |
|
| S3 |
1.1961 |
1.1992 |
1.2073 |
|
| S4 |
1.1891 |
1.1922 |
1.2054 |
|
|
| 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% |
0.0090 |
0.7% |
29% |
False |
False |
8,164 |
| 10 |
1.2271 |
1.2019 |
0.0252 |
2.1% |
0.0076 |
0.6% |
29% |
False |
False |
6,298 |
| 20 |
1.2271 |
1.1985 |
0.0286 |
2.4% |
0.0069 |
0.6% |
38% |
False |
False |
3,655 |
| 40 |
1.2392 |
1.1985 |
0.0407 |
3.4% |
0.0072 |
0.6% |
26% |
False |
False |
2,099 |
| 60 |
1.2392 |
1.1985 |
0.0407 |
3.4% |
0.0072 |
0.6% |
26% |
False |
False |
1,500 |
| 80 |
1.2392 |
1.1778 |
0.0614 |
5.1% |
0.0072 |
0.6% |
51% |
False |
False |
1,134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2437 |
|
2.618 |
1.2323 |
|
1.618 |
1.2253 |
|
1.000 |
1.2210 |
|
0.618 |
1.2183 |
|
HIGH |
1.2140 |
|
0.618 |
1.2113 |
|
0.500 |
1.2105 |
|
0.382 |
1.2096 |
|
LOW |
1.2070 |
|
0.618 |
1.2026 |
|
1.000 |
1.2000 |
|
1.618 |
1.1956 |
|
2.618 |
1.1886 |
|
4.250 |
1.1772 |
|
|
| Fisher Pivots for day following 03-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2105 |
1.2088 |
| PP |
1.2101 |
1.2084 |
| S1 |
1.2097 |
1.2079 |
|