CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 08-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2021 |
08-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2000 |
1.1943 |
-0.0058 |
-0.5% |
1.2103 |
| High |
1.2000 |
1.1958 |
-0.0043 |
-0.4% |
1.2140 |
| Low |
1.1920 |
1.1870 |
-0.0050 |
-0.4% |
1.1920 |
| Close |
1.1940 |
1.1883 |
-0.0057 |
-0.5% |
1.1940 |
| Range |
0.0081 |
0.0088 |
0.0007 |
8.7% |
0.0220 |
| ATR |
0.0077 |
0.0078 |
0.0001 |
1.0% |
0.0000 |
| Volume |
15,221 |
51,403 |
36,182 |
237.7% |
68,344 |
|
| Daily Pivots for day following 08-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2166 |
1.2112 |
1.1931 |
|
| R3 |
1.2079 |
1.2025 |
1.1907 |
|
| R2 |
1.1991 |
1.1991 |
1.1899 |
|
| R1 |
1.1937 |
1.1937 |
1.1891 |
1.1920 |
| PP |
1.1904 |
1.1904 |
1.1904 |
1.1895 |
| S1 |
1.1850 |
1.1850 |
1.1875 |
1.1833 |
| S2 |
1.1816 |
1.1816 |
1.1867 |
|
| S3 |
1.1729 |
1.1762 |
1.1859 |
|
| S4 |
1.1641 |
1.1675 |
1.1835 |
|
|
| Weekly Pivots for week ending 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2660 |
1.2520 |
1.2061 |
|
| R3 |
1.2440 |
1.2300 |
1.2000 |
|
| R2 |
1.2220 |
1.2220 |
1.1980 |
|
| R1 |
1.2080 |
1.2080 |
1.1960 |
1.2040 |
| PP |
1.2000 |
1.2000 |
1.2000 |
1.1980 |
| S1 |
1.1860 |
1.1860 |
1.1919 |
1.1820 |
| S2 |
1.1780 |
1.1780 |
1.1899 |
|
| S3 |
1.1560 |
1.1640 |
1.1879 |
|
| S4 |
1.1340 |
1.1420 |
1.1819 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2140 |
1.1870 |
0.0270 |
2.3% |
0.0088 |
0.7% |
5% |
False |
True |
22,775 |
| 10 |
1.2271 |
1.1870 |
0.0401 |
3.4% |
0.0083 |
0.7% |
3% |
False |
True |
13,969 |
| 20 |
1.2271 |
1.1870 |
0.0401 |
3.4% |
0.0071 |
0.6% |
3% |
False |
True |
7,998 |
| 40 |
1.2327 |
1.1870 |
0.0457 |
3.8% |
0.0073 |
0.6% |
3% |
False |
True |
4,316 |
| 60 |
1.2392 |
1.1870 |
0.0522 |
4.4% |
0.0073 |
0.6% |
2% |
False |
True |
2,984 |
| 80 |
1.2392 |
1.1808 |
0.0584 |
4.9% |
0.0071 |
0.6% |
13% |
False |
False |
2,259 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2329 |
|
2.618 |
1.2187 |
|
1.618 |
1.2099 |
|
1.000 |
1.2045 |
|
0.618 |
1.2012 |
|
HIGH |
1.1958 |
|
0.618 |
1.1924 |
|
0.500 |
1.1914 |
|
0.382 |
1.1903 |
|
LOW |
1.1870 |
|
0.618 |
1.1816 |
|
1.000 |
1.1783 |
|
1.618 |
1.1728 |
|
2.618 |
1.1641 |
|
4.250 |
1.1498 |
|
|
| Fisher Pivots for day following 08-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1914 |
1.1979 |
| PP |
1.1904 |
1.1947 |
| S1 |
1.1893 |
1.1915 |
|