CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 04-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2021 |
04-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2111 |
1.2087 |
-0.0025 |
-0.2% |
1.2150 |
| High |
1.2140 |
1.2088 |
-0.0052 |
-0.4% |
1.2271 |
| Low |
1.2070 |
1.1988 |
-0.0082 |
-0.7% |
1.2091 |
| Close |
1.2093 |
1.1992 |
-0.0101 |
-0.8% |
1.2106 |
| Range |
0.0070 |
0.0100 |
0.0030 |
42.9% |
0.0180 |
| ATR |
0.0074 |
0.0077 |
0.0002 |
2.9% |
0.0000 |
| Volume |
6,510 |
23,464 |
16,954 |
260.4% |
27,148 |
|
| Daily Pivots for day following 04-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2323 |
1.2257 |
1.2047 |
|
| R3 |
1.2223 |
1.2157 |
1.2019 |
|
| R2 |
1.2123 |
1.2123 |
1.2010 |
|
| R1 |
1.2057 |
1.2057 |
1.2001 |
1.2040 |
| PP |
1.2023 |
1.2023 |
1.2023 |
1.2014 |
| S1 |
1.1957 |
1.1957 |
1.1982 |
1.1940 |
| S2 |
1.1923 |
1.1923 |
1.1973 |
|
| S3 |
1.1823 |
1.1857 |
1.1964 |
|
| S4 |
1.1723 |
1.1757 |
1.1937 |
|
|
| 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 |
1.2210 |
1.1988 |
0.0222 |
1.9% |
0.0093 |
0.8% |
2% |
False |
True |
11,708 |
| 10 |
1.2271 |
1.1988 |
0.0283 |
2.4% |
0.0081 |
0.7% |
1% |
False |
True |
8,526 |
| 20 |
1.2271 |
1.1985 |
0.0286 |
2.4% |
0.0072 |
0.6% |
2% |
False |
False |
4,802 |
| 40 |
1.2392 |
1.1985 |
0.0407 |
3.4% |
0.0074 |
0.6% |
2% |
False |
False |
2,678 |
| 60 |
1.2392 |
1.1985 |
0.0407 |
3.4% |
0.0072 |
0.6% |
2% |
False |
False |
1,887 |
| 80 |
1.2392 |
1.1808 |
0.0584 |
4.9% |
0.0071 |
0.6% |
31% |
False |
False |
1,426 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2513 |
|
2.618 |
1.2350 |
|
1.618 |
1.2250 |
|
1.000 |
1.2188 |
|
0.618 |
1.2150 |
|
HIGH |
1.2088 |
|
0.618 |
1.2050 |
|
0.500 |
1.2038 |
|
0.382 |
1.2026 |
|
LOW |
1.1988 |
|
0.618 |
1.1926 |
|
1.000 |
1.1888 |
|
1.618 |
1.1826 |
|
2.618 |
1.1726 |
|
4.250 |
1.1563 |
|
|
| Fisher Pivots for day following 04-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2038 |
1.2064 |
| PP |
1.2023 |
1.2040 |
| S1 |
1.2007 |
1.2016 |
|