CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 24-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2021 |
24-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1956 |
1.1869 |
-0.0087 |
-0.7% |
1.1975 |
| High |
1.1963 |
1.1873 |
-0.0090 |
-0.7% |
1.2011 |
| Low |
1.1864 |
1.1831 |
-0.0033 |
-0.3% |
1.1896 |
| Close |
1.1873 |
1.1843 |
-0.0031 |
-0.3% |
1.1930 |
| Range |
0.0099 |
0.0043 |
-0.0057 |
-57.1% |
0.0116 |
| ATR |
0.0078 |
0.0075 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
176,362 |
166,482 |
-9,880 |
-5.6% |
880,643 |
|
| Daily Pivots for day following 24-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1976 |
1.1952 |
1.1866 |
|
| R3 |
1.1934 |
1.1909 |
1.1854 |
|
| R2 |
1.1891 |
1.1891 |
1.1850 |
|
| R1 |
1.1867 |
1.1867 |
1.1846 |
1.1858 |
| PP |
1.1849 |
1.1849 |
1.1849 |
1.1844 |
| S1 |
1.1824 |
1.1824 |
1.1839 |
1.1815 |
| S2 |
1.1806 |
1.1806 |
1.1835 |
|
| S3 |
1.1764 |
1.1782 |
1.1831 |
|
| S4 |
1.1721 |
1.1739 |
1.1819 |
|
|
| 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 |
1.1831 |
0.0181 |
1.5% |
0.0073 |
0.6% |
7% |
False |
True |
173,125 |
| 10 |
1.2015 |
1.1831 |
0.0184 |
1.6% |
0.0075 |
0.6% |
7% |
False |
True |
192,901 |
| 20 |
1.2271 |
1.1831 |
0.0441 |
3.7% |
0.0080 |
0.7% |
3% |
False |
True |
124,117 |
| 40 |
1.2271 |
1.1831 |
0.0441 |
3.7% |
0.0073 |
0.6% |
3% |
False |
True |
62,957 |
| 60 |
1.2392 |
1.1831 |
0.0562 |
4.7% |
0.0074 |
0.6% |
2% |
False |
True |
42,118 |
| 80 |
1.2392 |
1.1831 |
0.0562 |
4.7% |
0.0074 |
0.6% |
2% |
False |
True |
31,648 |
| 100 |
1.2392 |
1.1671 |
0.0722 |
6.1% |
0.0072 |
0.6% |
24% |
False |
False |
25,324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2054 |
|
2.618 |
1.1984 |
|
1.618 |
1.1942 |
|
1.000 |
1.1916 |
|
0.618 |
1.1899 |
|
HIGH |
1.1873 |
|
0.618 |
1.1857 |
|
0.500 |
1.1852 |
|
0.382 |
1.1847 |
|
LOW |
1.1831 |
|
0.618 |
1.1804 |
|
1.000 |
1.1788 |
|
1.618 |
1.1762 |
|
2.618 |
1.1719 |
|
4.250 |
1.1650 |
|
|
| Fisher Pivots for day following 24-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1852 |
1.1900 |
| PP |
1.1849 |
1.1881 |
| S1 |
1.1846 |
1.1862 |
|