CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 31-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2021 |
31-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1783 |
1.1736 |
-0.0047 |
-0.4% |
1.1900 |
| High |
1.1793 |
1.1779 |
-0.0014 |
-0.1% |
1.1969 |
| Low |
1.1729 |
1.1722 |
-0.0008 |
-0.1% |
1.1780 |
| Close |
1.1736 |
1.1742 |
0.0006 |
0.1% |
1.1810 |
| Range |
0.0064 |
0.0057 |
-0.0007 |
-10.2% |
0.0189 |
| ATR |
0.0069 |
0.0068 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
153,942 |
180,803 |
26,861 |
17.4% |
814,790 |
|
| Daily Pivots for day following 31-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1918 |
1.1887 |
1.1773 |
|
| R3 |
1.1861 |
1.1830 |
1.1758 |
|
| R2 |
1.1804 |
1.1804 |
1.1752 |
|
| R1 |
1.1773 |
1.1773 |
1.1747 |
1.1789 |
| PP |
1.1747 |
1.1747 |
1.1747 |
1.1755 |
| S1 |
1.1716 |
1.1716 |
1.1737 |
1.1732 |
| S2 |
1.1690 |
1.1690 |
1.1732 |
|
| S3 |
1.1633 |
1.1659 |
1.1726 |
|
| S4 |
1.1576 |
1.1602 |
1.1711 |
|
|
| 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 |
1.1848 |
1.1722 |
0.0126 |
1.1% |
0.0052 |
0.4% |
16% |
False |
True |
158,809 |
| 10 |
1.2011 |
1.1722 |
0.0290 |
2.5% |
0.0062 |
0.5% |
7% |
False |
True |
165,967 |
| 20 |
1.2088 |
1.1722 |
0.0367 |
3.1% |
0.0071 |
0.6% |
6% |
False |
True |
161,778 |
| 40 |
1.2271 |
1.1722 |
0.0550 |
4.7% |
0.0070 |
0.6% |
4% |
False |
True |
82,717 |
| 60 |
1.2392 |
1.1722 |
0.0671 |
5.7% |
0.0072 |
0.6% |
3% |
False |
True |
55,325 |
| 80 |
1.2392 |
1.1722 |
0.0671 |
5.7% |
0.0071 |
0.6% |
3% |
False |
True |
41,569 |
| 100 |
1.2392 |
1.1722 |
0.0671 |
5.7% |
0.0071 |
0.6% |
3% |
False |
True |
33,263 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2021 |
|
2.618 |
1.1928 |
|
1.618 |
1.1871 |
|
1.000 |
1.1836 |
|
0.618 |
1.1814 |
|
HIGH |
1.1779 |
|
0.618 |
1.1757 |
|
0.500 |
1.1750 |
|
0.382 |
1.1743 |
|
LOW |
1.1722 |
|
0.618 |
1.1686 |
|
1.000 |
1.1665 |
|
1.618 |
1.1629 |
|
2.618 |
1.1572 |
|
4.250 |
1.1479 |
|
|
| Fisher Pivots for day following 31-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1750 |
1.1768 |
| PP |
1.1747 |
1.1759 |
| S1 |
1.1745 |
1.1751 |
|