CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 19-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2021 |
19-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2121 |
1.2150 |
0.0029 |
0.2% |
1.2195 |
| High |
1.2145 |
1.2195 |
0.0051 |
0.4% |
1.2218 |
| Low |
1.2089 |
1.2135 |
0.0047 |
0.4% |
1.2081 |
| Close |
1.2138 |
1.2168 |
0.0030 |
0.2% |
1.2168 |
| Range |
0.0056 |
0.0060 |
0.0004 |
7.1% |
0.0137 |
| ATR |
0.0063 |
0.0063 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
31 |
48 |
17 |
54.8% |
1,214 |
|
| Daily Pivots for day following 19-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2346 |
1.2317 |
1.2201 |
|
| R3 |
1.2286 |
1.2257 |
1.2184 |
|
| R2 |
1.2226 |
1.2226 |
1.2179 |
|
| R1 |
1.2197 |
1.2197 |
1.2173 |
1.2211 |
| PP |
1.2166 |
1.2166 |
1.2166 |
1.2173 |
| S1 |
1.2137 |
1.2137 |
1.2162 |
1.2151 |
| S2 |
1.2106 |
1.2106 |
1.2157 |
|
| S3 |
1.2046 |
1.2077 |
1.2151 |
|
| S4 |
1.1986 |
1.2017 |
1.2135 |
|
|
| Weekly Pivots for week ending 19-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2565 |
1.2503 |
1.2243 |
|
| R3 |
1.2428 |
1.2366 |
1.2205 |
|
| R2 |
1.2292 |
1.2292 |
1.2193 |
|
| R1 |
1.2230 |
1.2230 |
1.2180 |
1.2193 |
| PP |
1.2155 |
1.2155 |
1.2155 |
1.2137 |
| S1 |
1.2093 |
1.2093 |
1.2155 |
1.2056 |
| S2 |
1.2019 |
1.2019 |
1.2142 |
|
| S3 |
1.1882 |
1.1957 |
1.2130 |
|
| S4 |
1.1746 |
1.1820 |
1.2092 |
|
|
| 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% |
0.0047 |
0.4% |
63% |
False |
False |
243 |
| 10 |
1.2218 |
1.2012 |
0.0206 |
1.7% |
0.0049 |
0.4% |
76% |
False |
False |
242 |
| 20 |
1.2251 |
1.2012 |
0.0239 |
2.0% |
0.0057 |
0.5% |
65% |
False |
False |
153 |
| 40 |
1.2414 |
1.2012 |
0.0402 |
3.3% |
0.0059 |
0.5% |
39% |
False |
False |
84 |
| 60 |
1.2414 |
1.1903 |
0.0511 |
4.2% |
0.0057 |
0.5% |
52% |
False |
False |
62 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2450 |
|
2.618 |
1.2352 |
|
1.618 |
1.2292 |
|
1.000 |
1.2255 |
|
0.618 |
1.2232 |
|
HIGH |
1.2195 |
|
0.618 |
1.2172 |
|
0.500 |
1.2165 |
|
0.382 |
1.2158 |
|
LOW |
1.2135 |
|
0.618 |
1.2098 |
|
1.000 |
1.2075 |
|
1.618 |
1.2038 |
|
2.618 |
1.1978 |
|
4.250 |
1.1880 |
|
|
| Fisher Pivots for day following 19-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2167 |
1.2158 |
| PP |
1.2166 |
1.2148 |
| S1 |
1.2165 |
1.2138 |
|