CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 22-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2021 |
22-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1937 |
1.1900 |
-0.0037 |
-0.3% |
1.1975 |
| High |
1.1959 |
1.1969 |
0.0010 |
0.1% |
1.2011 |
| Low |
1.1896 |
1.1893 |
-0.0003 |
0.0% |
1.1896 |
| Close |
1.1930 |
1.1964 |
0.0034 |
0.3% |
1.1930 |
| Range |
0.0064 |
0.0077 |
0.0013 |
20.5% |
0.0116 |
| ATR |
0.0076 |
0.0076 |
0.0000 |
0.0% |
0.0000 |
| Volume |
174,375 |
149,887 |
-24,488 |
-14.0% |
880,643 |
|
| Daily Pivots for day following 22-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2171 |
1.2144 |
1.2006 |
|
| R3 |
1.2095 |
1.2067 |
1.1985 |
|
| R2 |
1.2018 |
1.2018 |
1.1978 |
|
| R1 |
1.1991 |
1.1991 |
1.1971 |
1.2005 |
| PP |
1.1942 |
1.1942 |
1.1942 |
1.1949 |
| S1 |
1.1914 |
1.1914 |
1.1956 |
1.1928 |
| S2 |
1.1865 |
1.1865 |
1.1949 |
|
| S3 |
1.1789 |
1.1838 |
1.1942 |
|
| S4 |
1.1712 |
1.1761 |
1.1921 |
|
|
| 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 |
1.1893 |
0.0119 |
1.0% |
0.0079 |
0.7% |
60% |
False |
True |
175,961 |
| 10 |
1.2015 |
1.1861 |
0.0154 |
1.3% |
0.0074 |
0.6% |
67% |
False |
False |
200,859 |
| 20 |
1.2271 |
1.1861 |
0.0410 |
3.4% |
0.0079 |
0.7% |
25% |
False |
False |
107,414 |
| 40 |
1.2271 |
1.1861 |
0.0410 |
3.4% |
0.0073 |
0.6% |
25% |
False |
False |
54,407 |
| 60 |
1.2392 |
1.1861 |
0.0531 |
4.4% |
0.0073 |
0.6% |
19% |
False |
False |
36,408 |
| 80 |
1.2392 |
1.1861 |
0.0531 |
4.4% |
0.0073 |
0.6% |
19% |
False |
False |
27,363 |
| 100 |
1.2392 |
1.1671 |
0.0722 |
6.0% |
0.0071 |
0.6% |
41% |
False |
False |
21,896 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2294 |
|
2.618 |
1.2169 |
|
1.618 |
1.2093 |
|
1.000 |
1.2046 |
|
0.618 |
1.2016 |
|
HIGH |
1.1969 |
|
0.618 |
1.1940 |
|
0.500 |
1.1931 |
|
0.382 |
1.1922 |
|
LOW |
1.1893 |
|
0.618 |
1.1845 |
|
1.000 |
1.1816 |
|
1.618 |
1.1769 |
|
2.618 |
1.1692 |
|
4.250 |
1.1567 |
|
|
| Fisher Pivots for day following 22-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1953 |
1.1960 |
| PP |
1.1942 |
1.1956 |
| S1 |
1.1931 |
1.1952 |
|