CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 18-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2021 |
18-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1928 |
1.2002 |
0.0074 |
0.6% |
1.1943 |
| High |
1.2009 |
1.2011 |
0.0002 |
0.0% |
1.2015 |
| Low |
1.1909 |
1.1928 |
0.0020 |
0.2% |
1.1861 |
| Close |
1.2001 |
1.1936 |
-0.0065 |
-0.5% |
1.1973 |
| Range |
0.0101 |
0.0083 |
-0.0018 |
-17.4% |
0.0154 |
| ATR |
0.0077 |
0.0077 |
0.0000 |
0.6% |
0.0000 |
| Volume |
192,981 |
198,520 |
5,539 |
2.9% |
1,029,467 |
|
| Daily Pivots for day following 18-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2207 |
1.2155 |
1.1982 |
|
| R3 |
1.2124 |
1.2072 |
1.1959 |
|
| R2 |
1.2041 |
1.2041 |
1.1951 |
|
| R1 |
1.1989 |
1.1989 |
1.1944 |
1.1974 |
| PP |
1.1958 |
1.1958 |
1.1958 |
1.1951 |
| S1 |
1.1906 |
1.1906 |
1.1928 |
1.1891 |
| S2 |
1.1875 |
1.1875 |
1.1921 |
|
| S3 |
1.1792 |
1.1823 |
1.1913 |
|
| S4 |
1.1709 |
1.1740 |
1.1890 |
|
|
| 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 |
1.2012 |
1.1905 |
0.0107 |
0.9% |
0.0078 |
0.7% |
29% |
False |
False |
186,836 |
| 10 |
1.2015 |
1.1861 |
0.0154 |
1.3% |
0.0077 |
0.6% |
49% |
False |
False |
175,095 |
| 20 |
1.2271 |
1.1861 |
0.0410 |
3.4% |
0.0079 |
0.7% |
18% |
False |
False |
91,811 |
| 40 |
1.2271 |
1.1861 |
0.0410 |
3.4% |
0.0072 |
0.6% |
18% |
False |
False |
46,316 |
| 60 |
1.2392 |
1.1861 |
0.0531 |
4.4% |
0.0074 |
0.6% |
14% |
False |
False |
31,017 |
| 80 |
1.2392 |
1.1858 |
0.0534 |
4.5% |
0.0073 |
0.6% |
15% |
False |
False |
23,311 |
| 100 |
1.2392 |
1.1671 |
0.0722 |
6.0% |
0.0070 |
0.6% |
37% |
False |
False |
18,653 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2364 |
|
2.618 |
1.2228 |
|
1.618 |
1.2145 |
|
1.000 |
1.2094 |
|
0.618 |
1.2062 |
|
HIGH |
1.2011 |
|
0.618 |
1.1979 |
|
0.500 |
1.1970 |
|
0.382 |
1.1960 |
|
LOW |
1.1928 |
|
0.618 |
1.1877 |
|
1.000 |
1.1845 |
|
1.618 |
1.1794 |
|
2.618 |
1.1711 |
|
4.250 |
1.1575 |
|
|
| Fisher Pivots for day following 18-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1970 |
1.1958 |
| PP |
1.1958 |
1.1951 |
| S1 |
1.1947 |
1.1943 |
|