CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 10-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2021 |
10-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2138 |
1.2185 |
0.0048 |
0.4% |
1.2162 |
| High |
1.2174 |
1.2198 |
0.0025 |
0.2% |
1.2195 |
| Low |
1.2110 |
1.2166 |
0.0057 |
0.5% |
1.2012 |
| Close |
1.2173 |
1.2184 |
0.0011 |
0.1% |
1.2100 |
| Range |
0.0064 |
0.0032 |
-0.0032 |
-50.0% |
0.0183 |
| ATR |
0.0068 |
0.0065 |
-0.0003 |
-3.8% |
0.0000 |
| Volume |
67 |
1,082 |
1,015 |
1,514.9% |
324 |
|
| Daily Pivots for day following 10-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2279 |
1.2263 |
1.2201 |
|
| R3 |
1.2247 |
1.2231 |
1.2192 |
|
| R2 |
1.2215 |
1.2215 |
1.2189 |
|
| R1 |
1.2199 |
1.2199 |
1.2186 |
1.2191 |
| PP |
1.2183 |
1.2183 |
1.2183 |
1.2178 |
| S1 |
1.2167 |
1.2167 |
1.2181 |
1.2159 |
| S2 |
1.2151 |
1.2151 |
1.2178 |
|
| S3 |
1.2119 |
1.2135 |
1.2175 |
|
| S4 |
1.2087 |
1.2103 |
1.2166 |
|
|
| 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 |
1.2198 |
1.2012 |
0.0186 |
1.5% |
0.0061 |
0.5% |
92% |
True |
False |
257 |
| 10 |
1.2213 |
1.2012 |
0.0201 |
1.6% |
0.0060 |
0.5% |
85% |
False |
False |
160 |
| 20 |
1.2287 |
1.2012 |
0.0275 |
2.3% |
0.0065 |
0.5% |
62% |
False |
False |
104 |
| 40 |
1.2414 |
1.2012 |
0.0402 |
3.3% |
0.0060 |
0.5% |
43% |
False |
False |
55 |
| 60 |
1.2414 |
1.1889 |
0.0526 |
4.3% |
0.0056 |
0.5% |
56% |
False |
False |
43 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2334 |
|
2.618 |
1.2282 |
|
1.618 |
1.2250 |
|
1.000 |
1.2230 |
|
0.618 |
1.2218 |
|
HIGH |
1.2198 |
|
0.618 |
1.2186 |
|
0.500 |
1.2182 |
|
0.382 |
1.2178 |
|
LOW |
1.2166 |
|
0.618 |
1.2146 |
|
1.000 |
1.2134 |
|
1.618 |
1.2114 |
|
2.618 |
1.2082 |
|
4.250 |
1.2030 |
|
|
| Fisher Pivots for day following 10-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2183 |
1.2168 |
| PP |
1.2183 |
1.2153 |
| S1 |
1.2182 |
1.2138 |
|