CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 23-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2021 |
23-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2164 |
1.2201 |
0.0037 |
0.3% |
1.2195 |
| High |
1.2219 |
1.2231 |
0.0012 |
0.1% |
1.2218 |
| Low |
1.2143 |
1.2188 |
0.0046 |
0.4% |
1.2081 |
| Close |
1.2219 |
1.2195 |
-0.0024 |
-0.2% |
1.2168 |
| Range |
0.0077 |
0.0043 |
-0.0034 |
-44.4% |
0.0137 |
| ATR |
0.0064 |
0.0062 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
13 |
89 |
76 |
584.6% |
1,214 |
|
| Daily Pivots for day following 23-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2332 |
1.2306 |
1.2218 |
|
| R3 |
1.2290 |
1.2264 |
1.2207 |
|
| R2 |
1.2247 |
1.2247 |
1.2203 |
|
| R1 |
1.2221 |
1.2221 |
1.2199 |
1.2213 |
| PP |
1.2205 |
1.2205 |
1.2205 |
1.2200 |
| S1 |
1.2179 |
1.2179 |
1.2191 |
1.2170 |
| S2 |
1.2162 |
1.2162 |
1.2187 |
|
| S3 |
1.2120 |
1.2136 |
1.2183 |
|
| S4 |
1.2077 |
1.2094 |
1.2172 |
|
|
| 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 |
1.2231 |
1.2081 |
0.0150 |
1.2% |
0.0050 |
0.4% |
76% |
True |
False |
248 |
| 10 |
1.2231 |
1.2081 |
0.0150 |
1.2% |
0.0048 |
0.4% |
76% |
True |
False |
247 |
| 20 |
1.2236 |
1.2012 |
0.0224 |
1.8% |
0.0058 |
0.5% |
82% |
False |
False |
153 |
| 40 |
1.2414 |
1.2012 |
0.0402 |
3.3% |
0.0058 |
0.5% |
46% |
False |
False |
87 |
| 60 |
1.2414 |
1.1973 |
0.0441 |
3.6% |
0.0058 |
0.5% |
50% |
False |
False |
63 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2411 |
|
2.618 |
1.2342 |
|
1.618 |
1.2299 |
|
1.000 |
1.2273 |
|
0.618 |
1.2257 |
|
HIGH |
1.2231 |
|
0.618 |
1.2214 |
|
0.500 |
1.2209 |
|
0.382 |
1.2204 |
|
LOW |
1.2188 |
|
0.618 |
1.2162 |
|
1.000 |
1.2146 |
|
1.618 |
1.2119 |
|
2.618 |
1.2077 |
|
4.250 |
1.2007 |
|
|
| Fisher Pivots for day following 23-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2209 |
1.2191 |
| PP |
1.2205 |
1.2187 |
| S1 |
1.2200 |
1.2183 |
|