CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 26-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2021 |
26-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2247 |
1.2197 |
-0.0051 |
-0.4% |
1.2164 |
| High |
1.2295 |
1.2197 |
-0.0098 |
-0.8% |
1.2295 |
| Low |
1.2219 |
1.2116 |
-0.0103 |
-0.8% |
1.2116 |
| Close |
1.2236 |
1.2130 |
-0.0106 |
-0.9% |
1.2130 |
| Range |
0.0076 |
0.0081 |
0.0005 |
6.6% |
0.0179 |
| ATR |
0.0065 |
0.0069 |
0.0004 |
6.1% |
0.0000 |
| Volume |
138 |
235 |
97 |
70.3% |
484 |
|
| Daily Pivots for day following 26-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2389 |
1.2340 |
1.2174 |
|
| R3 |
1.2309 |
1.2260 |
1.2152 |
|
| R2 |
1.2228 |
1.2228 |
1.2145 |
|
| R1 |
1.2179 |
1.2179 |
1.2137 |
1.2163 |
| PP |
1.2148 |
1.2148 |
1.2148 |
1.2140 |
| S1 |
1.2099 |
1.2099 |
1.2123 |
1.2083 |
| S2 |
1.2067 |
1.2067 |
1.2115 |
|
| S3 |
1.1987 |
1.2018 |
1.2108 |
|
| S4 |
1.1906 |
1.1938 |
1.2086 |
|
|
| Weekly Pivots for week ending 26-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2716 |
1.2601 |
1.2228 |
|
| R3 |
1.2537 |
1.2423 |
1.2179 |
|
| R2 |
1.2359 |
1.2359 |
1.2163 |
|
| R1 |
1.2244 |
1.2244 |
1.2146 |
1.2212 |
| PP |
1.2180 |
1.2180 |
1.2180 |
1.2164 |
| S1 |
1.2066 |
1.2066 |
1.2114 |
1.2034 |
| S2 |
1.2002 |
1.2002 |
1.2097 |
|
| S3 |
1.1823 |
1.1887 |
1.2081 |
|
| S4 |
1.1645 |
1.1709 |
1.2032 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2295 |
1.2116 |
0.0179 |
1.5% |
0.0067 |
0.6% |
8% |
False |
True |
96 |
| 10 |
1.2295 |
1.2081 |
0.0214 |
1.8% |
0.0057 |
0.5% |
23% |
False |
False |
170 |
| 20 |
1.2295 |
1.2012 |
0.0283 |
2.3% |
0.0057 |
0.5% |
42% |
False |
False |
163 |
| 40 |
1.2414 |
1.2012 |
0.0402 |
3.3% |
0.0061 |
0.5% |
29% |
False |
False |
96 |
| 60 |
1.2414 |
1.2012 |
0.0402 |
3.3% |
0.0059 |
0.5% |
29% |
False |
False |
67 |
| 80 |
1.2414 |
1.1716 |
0.0699 |
5.8% |
0.0057 |
0.5% |
59% |
False |
False |
54 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2539 |
|
2.618 |
1.2407 |
|
1.618 |
1.2327 |
|
1.000 |
1.2277 |
|
0.618 |
1.2246 |
|
HIGH |
1.2197 |
|
0.618 |
1.2166 |
|
0.500 |
1.2156 |
|
0.382 |
1.2147 |
|
LOW |
1.2116 |
|
0.618 |
1.2066 |
|
1.000 |
1.2036 |
|
1.618 |
1.1986 |
|
2.618 |
1.1905 |
|
4.250 |
1.1774 |
|
|
| Fisher Pivots for day following 26-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2156 |
1.2205 |
| PP |
1.2148 |
1.2180 |
| S1 |
1.2139 |
1.2155 |
|