CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 09-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2021 |
09-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1943 |
1.1873 |
-0.0070 |
-0.6% |
1.2103 |
| High |
1.1958 |
1.1941 |
-0.0017 |
-0.1% |
1.2140 |
| Low |
1.1870 |
1.1861 |
-0.0009 |
-0.1% |
1.1920 |
| Close |
1.1883 |
1.1926 |
0.0043 |
0.4% |
1.1940 |
| Range |
0.0088 |
0.0080 |
-0.0008 |
-9.1% |
0.0220 |
| ATR |
0.0078 |
0.0078 |
0.0000 |
0.2% |
0.0000 |
| Volume |
51,403 |
100,169 |
48,766 |
94.9% |
68,344 |
|
| Daily Pivots for day following 09-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2148 |
1.2116 |
1.1970 |
|
| R3 |
1.2068 |
1.2037 |
1.1948 |
|
| R2 |
1.1989 |
1.1989 |
1.1941 |
|
| R1 |
1.1957 |
1.1957 |
1.1933 |
1.1973 |
| PP |
1.1909 |
1.1909 |
1.1909 |
1.1917 |
| S1 |
1.1878 |
1.1878 |
1.1919 |
1.1894 |
| S2 |
1.1830 |
1.1830 |
1.1911 |
|
| S3 |
1.1750 |
1.1798 |
1.1904 |
|
| S4 |
1.1671 |
1.1719 |
1.1882 |
|
|
| 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 |
1.1861 |
0.0279 |
2.3% |
0.0084 |
0.7% |
23% |
False |
True |
39,353 |
| 10 |
1.2271 |
1.1861 |
0.0410 |
3.4% |
0.0086 |
0.7% |
16% |
False |
True |
23,506 |
| 20 |
1.2271 |
1.1861 |
0.0410 |
3.4% |
0.0073 |
0.6% |
16% |
False |
True |
12,957 |
| 40 |
1.2271 |
1.1861 |
0.0410 |
3.4% |
0.0073 |
0.6% |
16% |
False |
True |
6,811 |
| 60 |
1.2392 |
1.1861 |
0.0531 |
4.5% |
0.0073 |
0.6% |
12% |
False |
True |
4,647 |
| 80 |
1.2392 |
1.1808 |
0.0584 |
4.9% |
0.0071 |
0.6% |
20% |
False |
False |
3,511 |
| 100 |
1.2392 |
1.1671 |
0.0722 |
6.0% |
0.0068 |
0.6% |
35% |
False |
False |
2,813 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2278 |
|
2.618 |
1.2149 |
|
1.618 |
1.2069 |
|
1.000 |
1.2020 |
|
0.618 |
1.1990 |
|
HIGH |
1.1941 |
|
0.618 |
1.1910 |
|
0.500 |
1.1901 |
|
0.382 |
1.1891 |
|
LOW |
1.1861 |
|
0.618 |
1.1812 |
|
1.000 |
1.1782 |
|
1.618 |
1.1732 |
|
2.618 |
1.1653 |
|
4.250 |
1.1523 |
|
|
| Fisher Pivots for day following 09-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1918 |
1.1931 |
| PP |
1.1909 |
1.1929 |
| S1 |
1.1901 |
1.1928 |
|