CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 16-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2021 |
16-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2141 |
1.2195 |
0.0054 |
0.4% |
1.2107 |
| High |
1.2170 |
1.2218 |
0.0048 |
0.4% |
1.2201 |
| Low |
1.2136 |
1.2149 |
0.0014 |
0.1% |
1.2078 |
| Close |
1.2170 |
1.2169 |
-0.0001 |
0.0% |
1.2170 |
| Range |
0.0034 |
0.0069 |
0.0035 |
101.5% |
0.0123 |
| ATR |
0.0061 |
0.0062 |
0.0001 |
0.8% |
0.0000 |
| Volume |
5 |
73 |
68 |
1,360.0% |
1,192 |
|
| Daily Pivots for day following 16-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2384 |
1.2345 |
1.2206 |
|
| R3 |
1.2315 |
1.2276 |
1.2187 |
|
| R2 |
1.2247 |
1.2247 |
1.2181 |
|
| R1 |
1.2208 |
1.2208 |
1.2175 |
1.2193 |
| PP |
1.2178 |
1.2178 |
1.2178 |
1.2171 |
| S1 |
1.2139 |
1.2139 |
1.2162 |
1.2125 |
| S2 |
1.2110 |
1.2110 |
1.2156 |
|
| S3 |
1.2041 |
1.2071 |
1.2150 |
|
| S4 |
1.1973 |
1.2002 |
1.2131 |
|
|
| Weekly Pivots for week ending 12-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2518 |
1.2467 |
1.2237 |
|
| R3 |
1.2395 |
1.2344 |
1.2203 |
|
| R2 |
1.2272 |
1.2272 |
1.2192 |
|
| R1 |
1.2221 |
1.2221 |
1.2181 |
1.2247 |
| PP |
1.2149 |
1.2149 |
1.2149 |
1.2162 |
| S1 |
1.2098 |
1.2098 |
1.2158 |
1.2124 |
| S2 |
1.2026 |
1.2026 |
1.2147 |
|
| S3 |
1.1903 |
1.1975 |
1.2136 |
|
| S4 |
1.1780 |
1.1852 |
1.2102 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2218 |
1.2110 |
0.0108 |
0.9% |
0.0045 |
0.4% |
55% |
True |
False |
245 |
| 10 |
1.2218 |
1.2012 |
0.0206 |
1.7% |
0.0055 |
0.4% |
76% |
True |
False |
141 |
| 20 |
1.2251 |
1.2012 |
0.0239 |
2.0% |
0.0060 |
0.5% |
66% |
False |
False |
103 |
| 40 |
1.2414 |
1.2012 |
0.0402 |
3.3% |
0.0060 |
0.5% |
39% |
False |
False |
57 |
| 60 |
1.2414 |
1.1903 |
0.0511 |
4.2% |
0.0057 |
0.5% |
52% |
False |
False |
44 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2509 |
|
2.618 |
1.2397 |
|
1.618 |
1.2328 |
|
1.000 |
1.2286 |
|
0.618 |
1.2260 |
|
HIGH |
1.2218 |
|
0.618 |
1.2191 |
|
0.500 |
1.2183 |
|
0.382 |
1.2175 |
|
LOW |
1.2149 |
|
0.618 |
1.2107 |
|
1.000 |
1.2081 |
|
1.618 |
1.2038 |
|
2.618 |
1.1970 |
|
4.250 |
1.1858 |
|
|
| Fisher Pivots for day following 16-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2183 |
1.2177 |
| PP |
1.2178 |
1.2174 |
| S1 |
1.2173 |
1.2171 |
|