CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 11-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2021 |
11-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2185 |
1.2180 |
-0.0005 |
0.0% |
1.2162 |
| High |
1.2198 |
1.2201 |
0.0003 |
0.0% |
1.2195 |
| Low |
1.2166 |
1.2174 |
0.0008 |
0.1% |
1.2012 |
| Close |
1.2184 |
1.2185 |
0.0001 |
0.0% |
1.2100 |
| Range |
0.0032 |
0.0027 |
-0.0005 |
-15.6% |
0.0183 |
| ATR |
0.0065 |
0.0062 |
-0.0003 |
-4.2% |
0.0000 |
| Volume |
1,082 |
2 |
-1,080 |
-99.8% |
324 |
|
| Daily Pivots for day following 11-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2267 |
1.2253 |
1.2199 |
|
| R3 |
1.2240 |
1.2226 |
1.2192 |
|
| R2 |
1.2213 |
1.2213 |
1.2189 |
|
| R1 |
1.2199 |
1.2199 |
1.2187 |
1.2206 |
| PP |
1.2186 |
1.2186 |
1.2186 |
1.2190 |
| S1 |
1.2172 |
1.2172 |
1.2182 |
1.2179 |
| S2 |
1.2159 |
1.2159 |
1.2180 |
|
| S3 |
1.2132 |
1.2145 |
1.2177 |
|
| S4 |
1.2105 |
1.2118 |
1.2170 |
|
|
| 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 |
1.2201 |
1.2012 |
0.0189 |
1.5% |
0.0051 |
0.4% |
92% |
True |
False |
241 |
| 10 |
1.2213 |
1.2012 |
0.0201 |
1.6% |
0.0057 |
0.5% |
86% |
False |
False |
156 |
| 20 |
1.2251 |
1.2012 |
0.0239 |
2.0% |
0.0063 |
0.5% |
72% |
False |
False |
101 |
| 40 |
1.2414 |
1.2012 |
0.0402 |
3.3% |
0.0060 |
0.5% |
43% |
False |
False |
55 |
| 60 |
1.2414 |
1.1903 |
0.0511 |
4.2% |
0.0056 |
0.5% |
55% |
False |
False |
43 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2315 |
|
2.618 |
1.2271 |
|
1.618 |
1.2244 |
|
1.000 |
1.2228 |
|
0.618 |
1.2217 |
|
HIGH |
1.2201 |
|
0.618 |
1.2190 |
|
0.500 |
1.2187 |
|
0.382 |
1.2184 |
|
LOW |
1.2174 |
|
0.618 |
1.2157 |
|
1.000 |
1.2147 |
|
1.618 |
1.2130 |
|
2.618 |
1.2103 |
|
4.250 |
1.2059 |
|
|
| Fisher Pivots for day following 11-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2187 |
1.2175 |
| PP |
1.2186 |
1.2165 |
| S1 |
1.2185 |
1.2155 |
|