CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 29-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2021 |
29-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1787 |
1.1812 |
0.0026 |
0.2% |
1.1900 |
| High |
1.1825 |
1.1814 |
-0.0011 |
-0.1% |
1.1969 |
| Low |
1.1787 |
1.1780 |
-0.0007 |
-0.1% |
1.1780 |
| Close |
1.1810 |
1.1783 |
-0.0027 |
-0.2% |
1.1810 |
| Range |
0.0038 |
0.0034 |
-0.0004 |
-10.5% |
0.0189 |
| ATR |
0.0072 |
0.0069 |
-0.0003 |
-3.8% |
0.0000 |
| Volume |
132,640 |
137,245 |
4,605 |
3.5% |
814,790 |
|
| Daily Pivots for day following 29-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1894 |
1.1873 |
1.1802 |
|
| R3 |
1.1860 |
1.1839 |
1.1792 |
|
| R2 |
1.1826 |
1.1826 |
1.1789 |
|
| R1 |
1.1805 |
1.1805 |
1.1786 |
1.1798 |
| PP |
1.1792 |
1.1792 |
1.1792 |
1.1789 |
| S1 |
1.1771 |
1.1771 |
1.1780 |
1.1764 |
| S2 |
1.1758 |
1.1758 |
1.1777 |
|
| S3 |
1.1724 |
1.1737 |
1.1774 |
|
| S4 |
1.1690 |
1.1703 |
1.1764 |
|
|
| Weekly Pivots for week ending 26-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2420 |
1.2304 |
1.1913 |
|
| R3 |
1.2231 |
1.2115 |
1.1861 |
|
| R2 |
1.2042 |
1.2042 |
1.1844 |
|
| R1 |
1.1926 |
1.1926 |
1.1827 |
1.1889 |
| PP |
1.1853 |
1.1853 |
1.1853 |
1.1835 |
| S1 |
1.1737 |
1.1737 |
1.1792 |
1.1700 |
| S2 |
1.1664 |
1.1664 |
1.1775 |
|
| S3 |
1.1475 |
1.1548 |
1.1758 |
|
| S4 |
1.1286 |
1.1359 |
1.1706 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1963 |
1.1780 |
0.0183 |
1.6% |
0.0056 |
0.5% |
2% |
False |
True |
160,429 |
| 10 |
1.2011 |
1.1780 |
0.0232 |
2.0% |
0.0068 |
0.6% |
2% |
False |
True |
168,195 |
| 20 |
1.2140 |
1.1780 |
0.0360 |
3.1% |
0.0073 |
0.6% |
1% |
False |
True |
146,230 |
| 40 |
1.2271 |
1.1780 |
0.0492 |
4.2% |
0.0071 |
0.6% |
1% |
False |
True |
74,390 |
| 60 |
1.2392 |
1.1780 |
0.0613 |
5.2% |
0.0073 |
0.6% |
1% |
False |
True |
49,759 |
| 80 |
1.2392 |
1.1780 |
0.0613 |
5.2% |
0.0072 |
0.6% |
1% |
False |
True |
37,386 |
| 100 |
1.2392 |
1.1671 |
0.0722 |
6.1% |
0.0072 |
0.6% |
16% |
False |
False |
29,916 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1958 |
|
2.618 |
1.1903 |
|
1.618 |
1.1869 |
|
1.000 |
1.1848 |
|
0.618 |
1.1835 |
|
HIGH |
1.1814 |
|
0.618 |
1.1801 |
|
0.500 |
1.1797 |
|
0.382 |
1.1792 |
|
LOW |
1.1780 |
|
0.618 |
1.1758 |
|
1.000 |
1.1746 |
|
1.618 |
1.1724 |
|
2.618 |
1.1690 |
|
4.250 |
1.1635 |
|
|
| Fisher Pivots for day following 29-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1797 |
1.1814 |
| PP |
1.1792 |
1.1803 |
| S1 |
1.1788 |
1.1793 |
|