CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 03-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2021 |
03-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2072 |
1.2137 |
0.0065 |
0.5% |
1.2164 |
| High |
1.2144 |
1.2160 |
0.0017 |
0.1% |
1.2295 |
| Low |
1.2043 |
1.2094 |
0.0051 |
0.4% |
1.2116 |
| Close |
1.2135 |
1.2116 |
-0.0019 |
-0.2% |
1.2130 |
| Range |
0.0101 |
0.0066 |
-0.0035 |
-34.3% |
0.0179 |
| ATR |
0.0071 |
0.0071 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
99 |
12 |
-87 |
-87.9% |
484 |
|
| Daily Pivots for day following 03-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2321 |
1.2285 |
1.2152 |
|
| R3 |
1.2255 |
1.2219 |
1.2134 |
|
| R2 |
1.2189 |
1.2189 |
1.2128 |
|
| R1 |
1.2153 |
1.2153 |
1.2122 |
1.2138 |
| PP |
1.2123 |
1.2123 |
1.2123 |
1.2116 |
| S1 |
1.2087 |
1.2087 |
1.2110 |
1.2072 |
| S2 |
1.2057 |
1.2057 |
1.2104 |
|
| S3 |
1.1991 |
1.2021 |
1.2098 |
|
| S4 |
1.1925 |
1.1955 |
1.2080 |
|
|
| 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 |
1.2043 |
0.0252 |
2.1% |
0.0079 |
0.6% |
29% |
False |
False |
108 |
| 10 |
1.2295 |
1.2043 |
0.0252 |
2.1% |
0.0069 |
0.6% |
29% |
False |
False |
73 |
| 20 |
1.2295 |
1.2012 |
0.0283 |
2.3% |
0.0059 |
0.5% |
37% |
False |
False |
158 |
| 40 |
1.2414 |
1.2012 |
0.0402 |
3.3% |
0.0062 |
0.5% |
26% |
False |
False |
100 |
| 60 |
1.2414 |
1.2012 |
0.0402 |
3.3% |
0.0059 |
0.5% |
26% |
False |
False |
69 |
| 80 |
1.2414 |
1.1803 |
0.0611 |
5.0% |
0.0058 |
0.5% |
51% |
False |
False |
56 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2441 |
|
2.618 |
1.2333 |
|
1.618 |
1.2267 |
|
1.000 |
1.2226 |
|
0.618 |
1.2201 |
|
HIGH |
1.2160 |
|
0.618 |
1.2135 |
|
0.500 |
1.2127 |
|
0.382 |
1.2119 |
|
LOW |
1.2094 |
|
0.618 |
1.2053 |
|
1.000 |
1.2028 |
|
1.618 |
1.1987 |
|
2.618 |
1.1921 |
|
4.250 |
1.1814 |
|
|
| Fisher Pivots for day following 03-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2127 |
1.2111 |
| PP |
1.2123 |
1.2106 |
| S1 |
1.2120 |
1.2102 |
|