CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 12-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2021 |
12-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1952 |
1.2008 |
0.0056 |
0.5% |
1.1943 |
| High |
1.2015 |
1.2012 |
-0.0003 |
0.0% |
1.2015 |
| Low |
1.1940 |
1.1934 |
-0.0006 |
-0.1% |
1.1861 |
| Close |
1.2007 |
1.1973 |
-0.0034 |
-0.3% |
1.1973 |
| Range |
0.0075 |
0.0079 |
0.0004 |
4.7% |
0.0154 |
| ATR |
0.0076 |
0.0077 |
0.0000 |
0.2% |
0.0000 |
| Volume |
327,729 |
227,916 |
-99,813 |
-30.5% |
1,029,467 |
|
| Daily Pivots for day following 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2208 |
1.2169 |
1.2016 |
|
| R3 |
1.2130 |
1.2091 |
1.1995 |
|
| R2 |
1.2051 |
1.2051 |
1.1987 |
|
| R1 |
1.2012 |
1.2012 |
1.1980 |
1.1993 |
| PP |
1.1973 |
1.1973 |
1.1973 |
1.1963 |
| S1 |
1.1934 |
1.1934 |
1.1966 |
1.1914 |
| S2 |
1.1894 |
1.1894 |
1.1959 |
|
| S3 |
1.1816 |
1.1855 |
1.1951 |
|
| S4 |
1.1737 |
1.1777 |
1.1930 |
|
|
| Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2410 |
1.2345 |
1.2057 |
|
| R3 |
1.2257 |
1.2192 |
1.2015 |
|
| R2 |
1.2103 |
1.2103 |
1.2001 |
|
| R1 |
1.2038 |
1.2038 |
1.1987 |
1.2071 |
| PP |
1.1950 |
1.1950 |
1.1950 |
1.1966 |
| S1 |
1.1885 |
1.1885 |
1.1959 |
1.1917 |
| S2 |
1.1796 |
1.1796 |
1.1945 |
|
| S3 |
1.1643 |
1.1731 |
1.1931 |
|
| S4 |
1.1489 |
1.1578 |
1.1889 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2015 |
1.1861 |
0.0154 |
1.3% |
0.0076 |
0.6% |
73% |
False |
False |
205,893 |
| 10 |
1.2140 |
1.1861 |
0.0279 |
2.3% |
0.0081 |
0.7% |
40% |
False |
False |
109,781 |
| 20 |
1.2271 |
1.1861 |
0.0410 |
3.4% |
0.0077 |
0.6% |
27% |
False |
False |
56,685 |
| 40 |
1.2271 |
1.1861 |
0.0410 |
3.4% |
0.0072 |
0.6% |
27% |
False |
False |
28,716 |
| 60 |
1.2392 |
1.1861 |
0.0531 |
4.4% |
0.0074 |
0.6% |
21% |
False |
False |
19,264 |
| 80 |
1.2392 |
1.1858 |
0.0534 |
4.5% |
0.0072 |
0.6% |
22% |
False |
False |
14,484 |
| 100 |
1.2392 |
1.1671 |
0.0722 |
6.0% |
0.0069 |
0.6% |
42% |
False |
False |
11,591 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2346 |
|
2.618 |
1.2218 |
|
1.618 |
1.2139 |
|
1.000 |
1.2091 |
|
0.618 |
1.2061 |
|
HIGH |
1.2012 |
|
0.618 |
1.1982 |
|
0.500 |
1.1973 |
|
0.382 |
1.1963 |
|
LOW |
1.1934 |
|
0.618 |
1.1885 |
|
1.000 |
1.1855 |
|
1.618 |
1.1806 |
|
2.618 |
1.1728 |
|
4.250 |
1.1600 |
|
|
| Fisher Pivots for day following 12-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1973 |
1.1967 |
| PP |
1.1973 |
1.1961 |
| S1 |
1.1973 |
1.1954 |
|