CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 22-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2021 |
22-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2150 |
1.2164 |
0.0014 |
0.1% |
1.2195 |
| High |
1.2195 |
1.2219 |
0.0024 |
0.2% |
1.2218 |
| Low |
1.2135 |
1.2143 |
0.0008 |
0.1% |
1.2081 |
| Close |
1.2168 |
1.2219 |
0.0052 |
0.4% |
1.2168 |
| Range |
0.0060 |
0.0077 |
0.0017 |
27.5% |
0.0137 |
| ATR |
0.0063 |
0.0064 |
0.0001 |
1.5% |
0.0000 |
| Volume |
48 |
13 |
-35 |
-72.9% |
1,214 |
|
| Daily Pivots for day following 22-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2423 |
1.2398 |
1.2261 |
|
| R3 |
1.2347 |
1.2321 |
1.2240 |
|
| R2 |
1.2270 |
1.2270 |
1.2233 |
|
| R1 |
1.2245 |
1.2245 |
1.2226 |
1.2257 |
| PP |
1.2194 |
1.2194 |
1.2194 |
1.2200 |
| S1 |
1.2168 |
1.2168 |
1.2212 |
1.2181 |
| S2 |
1.2117 |
1.2117 |
1.2205 |
|
| S3 |
1.2041 |
1.2092 |
1.2198 |
|
| S4 |
1.1964 |
1.2015 |
1.2177 |
|
|
| 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 |
1.2219 |
1.2081 |
0.0138 |
1.1% |
0.0055 |
0.5% |
100% |
True |
False |
245 |
| 10 |
1.2219 |
1.2078 |
0.0142 |
1.2% |
0.0048 |
0.4% |
100% |
True |
False |
241 |
| 20 |
1.2244 |
1.2012 |
0.0232 |
1.9% |
0.0059 |
0.5% |
89% |
False |
False |
149 |
| 40 |
1.2414 |
1.2012 |
0.0402 |
3.3% |
0.0059 |
0.5% |
51% |
False |
False |
84 |
| 60 |
1.2414 |
1.1932 |
0.0482 |
3.9% |
0.0057 |
0.5% |
60% |
False |
False |
62 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2544 |
|
2.618 |
1.2419 |
|
1.618 |
1.2343 |
|
1.000 |
1.2296 |
|
0.618 |
1.2266 |
|
HIGH |
1.2219 |
|
0.618 |
1.2190 |
|
0.500 |
1.2181 |
|
0.382 |
1.2172 |
|
LOW |
1.2143 |
|
0.618 |
1.2095 |
|
1.000 |
1.2066 |
|
1.618 |
1.2019 |
|
2.618 |
1.1942 |
|
4.250 |
1.1817 |
|
|
| Fisher Pivots for day following 22-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2206 |
1.2197 |
| PP |
1.2194 |
1.2176 |
| S1 |
1.2181 |
1.2154 |
|