CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 17-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2021 |
17-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1952 |
1.1928 |
-0.0025 |
-0.2% |
1.1943 |
| High |
1.1976 |
1.2009 |
0.0034 |
0.3% |
1.2015 |
| Low |
1.1905 |
1.1909 |
0.0004 |
0.0% |
1.1861 |
| Close |
1.1927 |
1.2001 |
0.0074 |
0.6% |
1.1973 |
| Range |
0.0071 |
0.0101 |
0.0030 |
42.6% |
0.0154 |
| ATR |
0.0075 |
0.0077 |
0.0002 |
2.5% |
0.0000 |
| Volume |
164,042 |
192,981 |
28,939 |
17.6% |
1,029,467 |
|
| Daily Pivots for day following 17-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2274 |
1.2238 |
1.2056 |
|
| R3 |
1.2174 |
1.2137 |
1.2028 |
|
| R2 |
1.2073 |
1.2073 |
1.2019 |
|
| R1 |
1.2037 |
1.2037 |
1.2010 |
1.2055 |
| PP |
1.1973 |
1.1973 |
1.1973 |
1.1982 |
| S1 |
1.1936 |
1.1936 |
1.1991 |
1.1955 |
| S2 |
1.1872 |
1.1872 |
1.1982 |
|
| S3 |
1.1772 |
1.1836 |
1.1973 |
|
| S4 |
1.1671 |
1.1735 |
1.1945 |
|
|
| 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 |
1.1905 |
0.0110 |
0.9% |
0.0076 |
0.6% |
87% |
False |
False |
212,678 |
| 10 |
1.2088 |
1.1861 |
0.0227 |
1.9% |
0.0079 |
0.7% |
61% |
False |
False |
157,590 |
| 20 |
1.2271 |
1.1861 |
0.0410 |
3.4% |
0.0078 |
0.6% |
34% |
False |
False |
81,944 |
| 40 |
1.2271 |
1.1861 |
0.0410 |
3.4% |
0.0072 |
0.6% |
34% |
False |
False |
41,367 |
| 60 |
1.2392 |
1.1861 |
0.0531 |
4.4% |
0.0074 |
0.6% |
26% |
False |
False |
27,711 |
| 80 |
1.2392 |
1.1858 |
0.0534 |
4.4% |
0.0073 |
0.6% |
27% |
False |
False |
20,831 |
| 100 |
1.2392 |
1.1671 |
0.0722 |
6.0% |
0.0070 |
0.6% |
46% |
False |
False |
16,668 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2436 |
|
2.618 |
1.2272 |
|
1.618 |
1.2172 |
|
1.000 |
1.2110 |
|
0.618 |
1.2071 |
|
HIGH |
1.2009 |
|
0.618 |
1.1971 |
|
0.500 |
1.1959 |
|
0.382 |
1.1947 |
|
LOW |
1.1909 |
|
0.618 |
1.1846 |
|
1.000 |
1.1808 |
|
1.618 |
1.1746 |
|
2.618 |
1.1645 |
|
4.250 |
1.1481 |
|
|
| Fisher Pivots for day following 17-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1987 |
1.1986 |
| PP |
1.1973 |
1.1972 |
| S1 |
1.1959 |
1.1957 |
|