CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 30-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2021 |
30-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1812 |
1.1783 |
-0.0029 |
-0.2% |
1.1900 |
| High |
1.1814 |
1.1793 |
-0.0021 |
-0.2% |
1.1969 |
| Low |
1.1780 |
1.1729 |
-0.0051 |
-0.4% |
1.1780 |
| Close |
1.1783 |
1.1736 |
-0.0047 |
-0.4% |
1.1810 |
| Range |
0.0034 |
0.0064 |
0.0030 |
86.8% |
0.0189 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
137,245 |
153,942 |
16,697 |
12.2% |
814,790 |
|
| Daily Pivots for day following 30-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1943 |
1.1903 |
1.1771 |
|
| R3 |
1.1880 |
1.1840 |
1.1753 |
|
| R2 |
1.1816 |
1.1816 |
1.1748 |
|
| R1 |
1.1776 |
1.1776 |
1.1742 |
1.1764 |
| PP |
1.1753 |
1.1753 |
1.1753 |
1.1747 |
| S1 |
1.1713 |
1.1713 |
1.1730 |
1.1701 |
| S2 |
1.1689 |
1.1689 |
1.1724 |
|
| S3 |
1.1626 |
1.1649 |
1.1719 |
|
| S4 |
1.1562 |
1.1586 |
1.1701 |
|
|
| 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 |
1.1873 |
1.1729 |
0.0144 |
1.2% |
0.0049 |
0.4% |
5% |
False |
True |
155,945 |
| 10 |
1.2011 |
1.1729 |
0.0282 |
2.4% |
0.0067 |
0.6% |
2% |
False |
True |
167,185 |
| 20 |
1.2140 |
1.1729 |
0.0411 |
3.5% |
0.0071 |
0.6% |
2% |
False |
True |
153,064 |
| 40 |
1.2271 |
1.1729 |
0.0542 |
4.6% |
0.0070 |
0.6% |
1% |
False |
True |
78,217 |
| 60 |
1.2392 |
1.1729 |
0.0663 |
5.6% |
0.0072 |
0.6% |
1% |
False |
True |
52,319 |
| 80 |
1.2392 |
1.1729 |
0.0663 |
5.6% |
0.0072 |
0.6% |
1% |
False |
True |
39,310 |
| 100 |
1.2392 |
1.1671 |
0.0722 |
6.1% |
0.0072 |
0.6% |
9% |
False |
False |
31,455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2062 |
|
2.618 |
1.1959 |
|
1.618 |
1.1895 |
|
1.000 |
1.1856 |
|
0.618 |
1.1832 |
|
HIGH |
1.1793 |
|
0.618 |
1.1768 |
|
0.500 |
1.1761 |
|
0.382 |
1.1753 |
|
LOW |
1.1729 |
|
0.618 |
1.1690 |
|
1.000 |
1.1666 |
|
1.618 |
1.1626 |
|
2.618 |
1.1563 |
|
4.250 |
1.1459 |
|
|
| Fisher Pivots for day following 30-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1761 |
1.1777 |
| PP |
1.1753 |
1.1763 |
| S1 |
1.1744 |
1.1750 |
|