CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 18-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2021 |
18-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2090 |
1.2121 |
0.0031 |
0.3% |
1.2107 |
| High |
1.2097 |
1.2145 |
0.0048 |
0.4% |
1.2201 |
| Low |
1.2081 |
1.2089 |
0.0008 |
0.1% |
1.2078 |
| Close |
1.2089 |
1.2138 |
0.0049 |
0.4% |
1.2170 |
| Range |
0.0016 |
0.0056 |
0.0041 |
261.3% |
0.0123 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
1,062 |
31 |
-1,031 |
-97.1% |
1,192 |
|
| Daily Pivots for day following 18-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2292 |
1.2271 |
1.2168 |
|
| R3 |
1.2236 |
1.2215 |
1.2153 |
|
| R2 |
1.2180 |
1.2180 |
1.2148 |
|
| R1 |
1.2159 |
1.2159 |
1.2143 |
1.2169 |
| PP |
1.2124 |
1.2124 |
1.2124 |
1.2129 |
| S1 |
1.2103 |
1.2103 |
1.2132 |
1.2113 |
| S2 |
1.2068 |
1.2068 |
1.2127 |
|
| S3 |
1.2012 |
1.2047 |
1.2122 |
|
| S4 |
1.1956 |
1.1991 |
1.2107 |
|
|
| 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% |
0.0040 |
0.3% |
41% |
False |
False |
234 |
| 10 |
1.2218 |
1.2012 |
0.0206 |
1.7% |
0.0051 |
0.4% |
61% |
False |
False |
246 |
| 20 |
1.2251 |
1.2012 |
0.0239 |
2.0% |
0.0055 |
0.5% |
53% |
False |
False |
153 |
| 40 |
1.2414 |
1.2012 |
0.0402 |
3.3% |
0.0061 |
0.5% |
31% |
False |
False |
83 |
| 60 |
1.2414 |
1.1903 |
0.0511 |
4.2% |
0.0057 |
0.5% |
46% |
False |
False |
61 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2383 |
|
2.618 |
1.2291 |
|
1.618 |
1.2235 |
|
1.000 |
1.2201 |
|
0.618 |
1.2179 |
|
HIGH |
1.2145 |
|
0.618 |
1.2123 |
|
0.500 |
1.2117 |
|
0.382 |
1.2110 |
|
LOW |
1.2089 |
|
0.618 |
1.2054 |
|
1.000 |
1.2033 |
|
1.618 |
1.1998 |
|
2.618 |
1.1942 |
|
4.250 |
1.1851 |
|
|
| Fisher Pivots for day following 18-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2131 |
1.2149 |
| PP |
1.2124 |
1.2145 |
| S1 |
1.2117 |
1.2141 |
|