CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 05-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2021 |
05-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2064 |
1.2037 |
-0.0027 |
-0.2% |
1.2162 |
| High |
1.2094 |
1.2102 |
0.0008 |
0.1% |
1.2195 |
| Low |
1.2016 |
1.2012 |
-0.0004 |
0.0% |
1.2012 |
| Close |
1.2023 |
1.2100 |
0.0077 |
0.6% |
1.2100 |
| Range |
0.0079 |
0.0090 |
0.0012 |
14.6% |
0.0183 |
| ATR |
0.0068 |
0.0070 |
0.0002 |
2.2% |
0.0000 |
| Volume |
82 |
22 |
-60 |
-73.2% |
324 |
|
| Daily Pivots for day following 05-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2341 |
1.2311 |
1.2150 |
|
| R3 |
1.2251 |
1.2221 |
1.2125 |
|
| R2 |
1.2161 |
1.2161 |
1.2117 |
|
| R1 |
1.2131 |
1.2131 |
1.2108 |
1.2146 |
| PP |
1.2071 |
1.2071 |
1.2071 |
1.2079 |
| S1 |
1.2041 |
1.2041 |
1.2092 |
1.2056 |
| S2 |
1.1981 |
1.1981 |
1.2084 |
|
| S3 |
1.1891 |
1.1951 |
1.2075 |
|
| S4 |
1.1801 |
1.1861 |
1.2051 |
|
|
| Weekly Pivots for week ending 05-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2651 |
1.2559 |
1.2201 |
|
| R3 |
1.2468 |
1.2376 |
1.2150 |
|
| R2 |
1.2285 |
1.2285 |
1.2134 |
|
| R1 |
1.2193 |
1.2193 |
1.2117 |
1.2148 |
| PP |
1.2102 |
1.2102 |
1.2102 |
1.2080 |
| S1 |
1.2010 |
1.2010 |
1.2083 |
1.1965 |
| S2 |
1.1919 |
1.1919 |
1.2066 |
|
| S3 |
1.1736 |
1.1827 |
1.2050 |
|
| S4 |
1.1553 |
1.1644 |
1.1999 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2195 |
1.2012 |
0.0183 |
1.5% |
0.0072 |
0.6% |
48% |
False |
True |
64 |
| 10 |
1.2244 |
1.2012 |
0.0232 |
1.9% |
0.0070 |
0.6% |
38% |
False |
True |
56 |
| 20 |
1.2349 |
1.2012 |
0.0337 |
2.8% |
0.0067 |
0.6% |
26% |
False |
True |
47 |
| 40 |
1.2414 |
1.2012 |
0.0402 |
3.3% |
0.0061 |
0.5% |
22% |
False |
True |
26 |
| 60 |
1.2414 |
1.1845 |
0.0570 |
4.7% |
0.0056 |
0.5% |
45% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2485 |
|
2.618 |
1.2338 |
|
1.618 |
1.2248 |
|
1.000 |
1.2192 |
|
0.618 |
1.2158 |
|
HIGH |
1.2102 |
|
0.618 |
1.2068 |
|
0.500 |
1.2057 |
|
0.382 |
1.2046 |
|
LOW |
1.2012 |
|
0.618 |
1.1956 |
|
1.000 |
1.1922 |
|
1.618 |
1.1866 |
|
2.618 |
1.1776 |
|
4.250 |
1.1630 |
|
|
| Fisher Pivots for day following 05-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2086 |
1.2086 |
| PP |
1.2071 |
1.2073 |
| S1 |
1.2057 |
1.2059 |
|