CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 03-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2021 |
03-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2144 |
1.2072 |
-0.0073 |
-0.6% |
1.2205 |
| High |
1.2145 |
1.2106 |
-0.0039 |
-0.3% |
1.2244 |
| Low |
1.2073 |
1.2066 |
-0.0007 |
-0.1% |
1.2123 |
| Close |
1.2079 |
1.2084 |
0.0006 |
0.0% |
1.2192 |
| Range |
0.0072 |
0.0040 |
-0.0032 |
-44.1% |
0.0121 |
| ATR |
0.0070 |
0.0068 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
36 |
8 |
-28 |
-77.8% |
243 |
|
| Daily Pivots for day following 03-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2205 |
1.2185 |
1.2106 |
|
| R3 |
1.2165 |
1.2145 |
1.2095 |
|
| R2 |
1.2125 |
1.2125 |
1.2091 |
|
| R1 |
1.2105 |
1.2105 |
1.2088 |
1.2115 |
| PP |
1.2085 |
1.2085 |
1.2085 |
1.2091 |
| S1 |
1.2065 |
1.2065 |
1.2080 |
1.2075 |
| S2 |
1.2045 |
1.2045 |
1.2077 |
|
| S3 |
1.2005 |
1.2025 |
1.2073 |
|
| S4 |
1.1965 |
1.1985 |
1.2062 |
|
|
| 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 |
1.2213 |
1.2066 |
0.0147 |
1.2% |
0.0060 |
0.5% |
12% |
False |
True |
63 |
| 10 |
1.2251 |
1.2066 |
0.0185 |
1.5% |
0.0060 |
0.5% |
10% |
False |
True |
61 |
| 20 |
1.2414 |
1.2066 |
0.0348 |
2.9% |
0.0067 |
0.6% |
5% |
False |
True |
42 |
| 40 |
1.2414 |
1.2066 |
0.0348 |
2.9% |
0.0059 |
0.5% |
5% |
False |
True |
25 |
| 60 |
1.2414 |
1.1845 |
0.0570 |
4.7% |
0.0056 |
0.5% |
42% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2276 |
|
2.618 |
1.2211 |
|
1.618 |
1.2171 |
|
1.000 |
1.2146 |
|
0.618 |
1.2131 |
|
HIGH |
1.2106 |
|
0.618 |
1.2091 |
|
0.500 |
1.2086 |
|
0.382 |
1.2081 |
|
LOW |
1.2066 |
|
0.618 |
1.2041 |
|
1.000 |
1.2026 |
|
1.618 |
1.2001 |
|
2.618 |
1.1961 |
|
4.250 |
1.1896 |
|
|
| Fisher Pivots for day following 03-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2086 |
1.2131 |
| PP |
1.2085 |
1.2115 |
| S1 |
1.2085 |
1.2100 |
|