CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 01-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2021 |
01-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2189 |
1.2162 |
-0.0027 |
-0.2% |
1.2205 |
| High |
1.2213 |
1.2195 |
-0.0018 |
-0.1% |
1.2244 |
| Low |
1.2162 |
1.2117 |
-0.0045 |
-0.4% |
1.2123 |
| Close |
1.2192 |
1.2127 |
-0.0066 |
-0.5% |
1.2192 |
| Range |
0.0052 |
0.0078 |
0.0027 |
51.5% |
0.0121 |
| ATR |
0.0069 |
0.0070 |
0.0001 |
0.9% |
0.0000 |
| Volume |
56 |
176 |
120 |
214.3% |
243 |
|
| Daily Pivots for day following 01-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2380 |
1.2331 |
1.2169 |
|
| R3 |
1.2302 |
1.2253 |
1.2148 |
|
| R2 |
1.2224 |
1.2224 |
1.2141 |
|
| R1 |
1.2175 |
1.2175 |
1.2134 |
1.2161 |
| PP |
1.2146 |
1.2146 |
1.2146 |
1.2139 |
| S1 |
1.2097 |
1.2097 |
1.2119 |
1.2083 |
| S2 |
1.2068 |
1.2068 |
1.2112 |
|
| S3 |
1.1990 |
1.2019 |
1.2105 |
|
| S4 |
1.1912 |
1.1941 |
1.2084 |
|
|
| Weekly Pivots for week ending 29-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2549 |
1.2492 |
1.2259 |
|
| R3 |
1.2428 |
1.2371 |
1.2225 |
|
| R2 |
1.2307 |
1.2307 |
1.2214 |
|
| R1 |
1.2250 |
1.2250 |
1.2203 |
1.2218 |
| PP |
1.2186 |
1.2186 |
1.2186 |
1.2171 |
| S1 |
1.2129 |
1.2129 |
1.2181 |
1.2097 |
| S2 |
1.2065 |
1.2065 |
1.2170 |
|
| S3 |
1.1944 |
1.2008 |
1.2159 |
|
| S4 |
1.1823 |
1.1887 |
1.2125 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2236 |
1.2117 |
0.0119 |
1.0% |
0.0072 |
0.6% |
8% |
False |
True |
82 |
| 10 |
1.2251 |
1.2117 |
0.0134 |
1.1% |
0.0066 |
0.5% |
7% |
False |
True |
65 |
| 20 |
1.2414 |
1.2117 |
0.0297 |
2.4% |
0.0065 |
0.5% |
3% |
False |
True |
40 |
| 40 |
1.2414 |
1.2117 |
0.0297 |
2.4% |
0.0058 |
0.5% |
3% |
False |
True |
24 |
| 60 |
1.2414 |
1.1716 |
0.0699 |
5.8% |
0.0059 |
0.5% |
59% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2527 |
|
2.618 |
1.2399 |
|
1.618 |
1.2321 |
|
1.000 |
1.2273 |
|
0.618 |
1.2243 |
|
HIGH |
1.2195 |
|
0.618 |
1.2165 |
|
0.500 |
1.2156 |
|
0.382 |
1.2147 |
|
LOW |
1.2117 |
|
0.618 |
1.2069 |
|
1.000 |
1.2039 |
|
1.618 |
1.1991 |
|
2.618 |
1.1913 |
|
4.250 |
1.1786 |
|
|
| Fisher Pivots for day following 01-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2156 |
1.2165 |
| PP |
1.2146 |
1.2152 |
| S1 |
1.2136 |
1.2139 |
|