CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 25-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2021 |
25-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1869 |
1.1834 |
-0.0036 |
-0.3% |
1.1975 |
| High |
1.1873 |
1.1848 |
-0.0026 |
-0.2% |
1.2011 |
| Low |
1.1831 |
1.1780 |
-0.0051 |
-0.4% |
1.1896 |
| Close |
1.1843 |
1.1796 |
-0.0047 |
-0.4% |
1.1930 |
| Range |
0.0043 |
0.0068 |
0.0025 |
58.8% |
0.0116 |
| ATR |
0.0075 |
0.0075 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
166,482 |
189,419 |
22,937 |
13.8% |
880,643 |
|
| Daily Pivots for day following 25-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2010 |
1.1971 |
1.1833 |
|
| R3 |
1.1943 |
1.1903 |
1.1815 |
|
| R2 |
1.1875 |
1.1875 |
1.1808 |
|
| R1 |
1.1836 |
1.1836 |
1.1802 |
1.1822 |
| PP |
1.1808 |
1.1808 |
1.1808 |
1.1801 |
| S1 |
1.1768 |
1.1768 |
1.1790 |
1.1754 |
| S2 |
1.1740 |
1.1740 |
1.1784 |
|
| S3 |
1.1673 |
1.1701 |
1.1777 |
|
| S4 |
1.1605 |
1.1633 |
1.1759 |
|
|
| 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 |
1.1969 |
1.1780 |
0.0189 |
1.6% |
0.0070 |
0.6% |
8% |
False |
True |
171,305 |
| 10 |
1.2012 |
1.1780 |
0.0232 |
2.0% |
0.0074 |
0.6% |
7% |
False |
True |
179,070 |
| 20 |
1.2210 |
1.1780 |
0.0430 |
3.6% |
0.0079 |
0.7% |
4% |
False |
True |
133,301 |
| 40 |
1.2271 |
1.1780 |
0.0491 |
4.2% |
0.0072 |
0.6% |
3% |
False |
True |
67,667 |
| 60 |
1.2392 |
1.1780 |
0.0612 |
5.2% |
0.0074 |
0.6% |
3% |
False |
True |
45,272 |
| 80 |
1.2392 |
1.1780 |
0.0612 |
5.2% |
0.0073 |
0.6% |
3% |
False |
True |
34,015 |
| 100 |
1.2392 |
1.1671 |
0.0722 |
6.1% |
0.0072 |
0.6% |
17% |
False |
False |
27,218 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2134 |
|
2.618 |
1.2024 |
|
1.618 |
1.1957 |
|
1.000 |
1.1915 |
|
0.618 |
1.1889 |
|
HIGH |
1.1848 |
|
0.618 |
1.1822 |
|
0.500 |
1.1814 |
|
0.382 |
1.1806 |
|
LOW |
1.1780 |
|
0.618 |
1.1738 |
|
1.000 |
1.1713 |
|
1.618 |
1.1671 |
|
2.618 |
1.1603 |
|
4.250 |
1.1493 |
|
|
| Fisher Pivots for day following 25-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1814 |
1.1871 |
| PP |
1.1808 |
1.1846 |
| S1 |
1.1802 |
1.1821 |
|