CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 17-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2021 |
17-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2195 |
1.2090 |
-0.0105 |
-0.9% |
1.2107 |
| High |
1.2218 |
1.2097 |
-0.0121 |
-1.0% |
1.2201 |
| Low |
1.2149 |
1.2081 |
-0.0068 |
-0.6% |
1.2078 |
| Close |
1.2169 |
1.2089 |
-0.0080 |
-0.7% |
1.2170 |
| Range |
0.0069 |
0.0016 |
-0.0053 |
-77.4% |
0.0123 |
| ATR |
0.0062 |
0.0064 |
0.0002 |
2.9% |
0.0000 |
| Volume |
73 |
1,062 |
989 |
1,354.8% |
1,192 |
|
| Daily Pivots for day following 17-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2135 |
1.2128 |
1.2098 |
|
| R3 |
1.2120 |
1.2112 |
1.2093 |
|
| R2 |
1.2104 |
1.2104 |
1.2092 |
|
| R1 |
1.2097 |
1.2097 |
1.2090 |
1.2093 |
| PP |
1.2089 |
1.2089 |
1.2089 |
1.2087 |
| S1 |
1.2081 |
1.2081 |
1.2088 |
1.2077 |
| S2 |
1.2073 |
1.2073 |
1.2086 |
|
| S3 |
1.2058 |
1.2066 |
1.2085 |
|
| S4 |
1.2042 |
1.2050 |
1.2080 |
|
|
| 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 |
1.2081 |
0.0137 |
1.1% |
0.0035 |
0.3% |
6% |
False |
True |
444 |
| 10 |
1.2218 |
1.2012 |
0.0206 |
1.7% |
0.0049 |
0.4% |
37% |
False |
False |
243 |
| 20 |
1.2251 |
1.2012 |
0.0239 |
2.0% |
0.0057 |
0.5% |
32% |
False |
False |
152 |
| 40 |
1.2414 |
1.2012 |
0.0402 |
3.3% |
0.0060 |
0.5% |
19% |
False |
False |
83 |
| 60 |
1.2414 |
1.1903 |
0.0511 |
4.2% |
0.0057 |
0.5% |
36% |
False |
False |
61 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2162 |
|
2.618 |
1.2137 |
|
1.618 |
1.2122 |
|
1.000 |
1.2112 |
|
0.618 |
1.2106 |
|
HIGH |
1.2097 |
|
0.618 |
1.2091 |
|
0.500 |
1.2089 |
|
0.382 |
1.2087 |
|
LOW |
1.2081 |
|
0.618 |
1.2071 |
|
1.000 |
1.2066 |
|
1.618 |
1.2056 |
|
2.618 |
1.2040 |
|
4.250 |
1.2015 |
|
|
| Fisher Pivots for day following 17-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2089 |
1.2149 |
| PP |
1.2089 |
1.2129 |
| S1 |
1.2089 |
1.2109 |
|