CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 16-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2021 |
16-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1975 |
1.1952 |
-0.0023 |
-0.2% |
1.1943 |
| High |
1.1991 |
1.1976 |
-0.0015 |
-0.1% |
1.2015 |
| Low |
1.1934 |
1.1905 |
-0.0029 |
-0.2% |
1.1861 |
| Close |
1.1949 |
1.1927 |
-0.0022 |
-0.2% |
1.1973 |
| Range |
0.0057 |
0.0071 |
0.0014 |
24.8% |
0.0154 |
| ATR |
0.0075 |
0.0075 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
150,725 |
164,042 |
13,317 |
8.8% |
1,029,467 |
|
| Daily Pivots for day following 16-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2147 |
1.2108 |
1.1966 |
|
| R3 |
1.2077 |
1.2037 |
1.1946 |
|
| R2 |
1.2006 |
1.2006 |
1.1940 |
|
| R1 |
1.1967 |
1.1967 |
1.1933 |
1.1951 |
| PP |
1.1936 |
1.1936 |
1.1936 |
1.1928 |
| S1 |
1.1896 |
1.1896 |
1.1921 |
1.1881 |
| S2 |
1.1865 |
1.1865 |
1.1914 |
|
| S3 |
1.1795 |
1.1826 |
1.1908 |
|
| S4 |
1.1724 |
1.1755 |
1.1888 |
|
|
| 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 |
1.1894 |
0.0121 |
1.0% |
0.0068 |
0.6% |
27% |
False |
False |
238,532 |
| 10 |
1.2140 |
1.1861 |
0.0279 |
2.3% |
0.0076 |
0.6% |
24% |
False |
False |
138,942 |
| 20 |
1.2271 |
1.1861 |
0.0410 |
3.4% |
0.0077 |
0.6% |
16% |
False |
False |
72,347 |
| 40 |
1.2271 |
1.1861 |
0.0410 |
3.4% |
0.0072 |
0.6% |
16% |
False |
False |
36,558 |
| 60 |
1.2392 |
1.1861 |
0.0531 |
4.5% |
0.0073 |
0.6% |
12% |
False |
False |
24,502 |
| 80 |
1.2392 |
1.1858 |
0.0534 |
4.5% |
0.0072 |
0.6% |
13% |
False |
False |
18,419 |
| 100 |
1.2392 |
1.1671 |
0.0722 |
6.0% |
0.0069 |
0.6% |
36% |
False |
False |
14,738 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2275 |
|
2.618 |
1.2160 |
|
1.618 |
1.2090 |
|
1.000 |
1.2046 |
|
0.618 |
1.2019 |
|
HIGH |
1.1976 |
|
0.618 |
1.1949 |
|
0.500 |
1.1940 |
|
0.382 |
1.1932 |
|
LOW |
1.1905 |
|
0.618 |
1.1861 |
|
1.000 |
1.1835 |
|
1.618 |
1.1791 |
|
2.618 |
1.1720 |
|
4.250 |
1.1605 |
|
|
| Fisher Pivots for day following 16-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1940 |
1.1959 |
| PP |
1.1936 |
1.1948 |
| S1 |
1.1931 |
1.1938 |
|