CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 19-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2021 |
19-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2002 |
1.1937 |
-0.0065 |
-0.5% |
1.1975 |
| High |
1.2011 |
1.1959 |
-0.0052 |
-0.4% |
1.2011 |
| Low |
1.1928 |
1.1896 |
-0.0033 |
-0.3% |
1.1896 |
| Close |
1.1936 |
1.1930 |
-0.0006 |
-0.1% |
1.1930 |
| Range |
0.0083 |
0.0064 |
-0.0020 |
-23.5% |
0.0116 |
| ATR |
0.0077 |
0.0076 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
198,520 |
174,375 |
-24,145 |
-12.2% |
880,643 |
|
| Daily Pivots for day following 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2119 |
1.2088 |
1.1965 |
|
| R3 |
1.2055 |
1.2024 |
1.1947 |
|
| R2 |
1.1992 |
1.1992 |
1.1942 |
|
| R1 |
1.1961 |
1.1961 |
1.1936 |
1.1945 |
| PP |
1.1928 |
1.1928 |
1.1928 |
1.1920 |
| S1 |
1.1897 |
1.1897 |
1.1924 |
1.1881 |
| S2 |
1.1865 |
1.1865 |
1.1918 |
|
| S3 |
1.1801 |
1.1834 |
1.1913 |
|
| S4 |
1.1738 |
1.1770 |
1.1895 |
|
|
| Weekly Pivots for week ending 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2292 |
1.2227 |
1.1994 |
|
| R3 |
1.2177 |
1.2111 |
1.1962 |
|
| R2 |
1.2061 |
1.2061 |
1.1951 |
|
| R1 |
1.1996 |
1.1996 |
1.1941 |
1.1971 |
| PP |
1.1946 |
1.1946 |
1.1946 |
1.1933 |
| S1 |
1.1880 |
1.1880 |
1.1919 |
1.1855 |
| S2 |
1.1830 |
1.1830 |
1.1909 |
|
| S3 |
1.1715 |
1.1765 |
1.1898 |
|
| S4 |
1.1599 |
1.1649 |
1.1866 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2011 |
1.1896 |
0.0116 |
1.0% |
0.0075 |
0.6% |
30% |
False |
True |
176,128 |
| 10 |
1.2015 |
1.1861 |
0.0154 |
1.3% |
0.0076 |
0.6% |
45% |
False |
False |
191,011 |
| 20 |
1.2271 |
1.1861 |
0.0410 |
3.4% |
0.0079 |
0.7% |
17% |
False |
False |
100,280 |
| 40 |
1.2271 |
1.1861 |
0.0410 |
3.4% |
0.0072 |
0.6% |
17% |
False |
False |
50,666 |
| 60 |
1.2392 |
1.1861 |
0.0531 |
4.5% |
0.0073 |
0.6% |
13% |
False |
False |
33,916 |
| 80 |
1.2392 |
1.1858 |
0.0534 |
4.5% |
0.0073 |
0.6% |
13% |
False |
False |
25,490 |
| 100 |
1.2392 |
1.1671 |
0.0722 |
6.0% |
0.0070 |
0.6% |
36% |
False |
False |
20,397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2229 |
|
2.618 |
1.2125 |
|
1.618 |
1.2062 |
|
1.000 |
1.2023 |
|
0.618 |
1.1998 |
|
HIGH |
1.1959 |
|
0.618 |
1.1935 |
|
0.500 |
1.1927 |
|
0.382 |
1.1920 |
|
LOW |
1.1896 |
|
0.618 |
1.1856 |
|
1.000 |
1.1832 |
|
1.618 |
1.1793 |
|
2.618 |
1.1729 |
|
4.250 |
1.1626 |
|
|
| Fisher Pivots for day following 19-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1929 |
1.1953 |
| PP |
1.1928 |
1.1946 |
| S1 |
1.1927 |
1.1938 |
|