CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 08-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2021 |
08-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2011 |
1.1976 |
-0.0035 |
-0.3% |
1.2143 |
| High |
1.2016 |
1.1979 |
-0.0037 |
-0.3% |
1.2160 |
| Low |
1.1944 |
1.1895 |
-0.0049 |
-0.4% |
1.1944 |
| Close |
1.1963 |
1.1907 |
-0.0057 |
-0.5% |
1.1963 |
| Range |
0.0073 |
0.0085 |
0.0012 |
16.6% |
0.0217 |
| ATR |
0.0073 |
0.0074 |
0.0001 |
1.1% |
0.0000 |
| Volume |
738 |
170 |
-568 |
-77.0% |
1,528 |
|
| Daily Pivots for day following 08-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2180 |
1.2128 |
1.1953 |
|
| R3 |
1.2096 |
1.2043 |
1.1930 |
|
| R2 |
1.2011 |
1.2011 |
1.1922 |
|
| R1 |
1.1959 |
1.1959 |
1.1914 |
1.1943 |
| PP |
1.1927 |
1.1927 |
1.1927 |
1.1919 |
| S1 |
1.1874 |
1.1874 |
1.1899 |
1.1858 |
| S2 |
1.1842 |
1.1842 |
1.1891 |
|
| S3 |
1.1758 |
1.1790 |
1.1883 |
|
| S4 |
1.1673 |
1.1705 |
1.1860 |
|
|
| Weekly Pivots for week ending 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2672 |
1.2534 |
1.2082 |
|
| R3 |
1.2455 |
1.2317 |
1.2023 |
|
| R2 |
1.2239 |
1.2239 |
1.2003 |
|
| R1 |
1.2101 |
1.2101 |
1.1983 |
1.2062 |
| PP |
1.2022 |
1.2022 |
1.2022 |
1.2003 |
| S1 |
1.1884 |
1.1884 |
1.1943 |
1.1845 |
| S2 |
1.1806 |
1.1806 |
1.1923 |
|
| S3 |
1.1589 |
1.1668 |
1.1903 |
|
| S4 |
1.1373 |
1.1451 |
1.1844 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2160 |
1.1895 |
0.0266 |
2.2% |
0.0082 |
0.7% |
5% |
False |
True |
327 |
| 10 |
1.2295 |
1.1895 |
0.0400 |
3.4% |
0.0074 |
0.6% |
3% |
False |
True |
216 |
| 20 |
1.2295 |
1.1895 |
0.0400 |
3.4% |
0.0061 |
0.5% |
3% |
False |
True |
229 |
| 40 |
1.2349 |
1.1895 |
0.0454 |
3.8% |
0.0064 |
0.5% |
3% |
False |
True |
138 |
| 60 |
1.2414 |
1.1895 |
0.0520 |
4.4% |
0.0061 |
0.5% |
2% |
False |
True |
94 |
| 80 |
1.2414 |
1.1845 |
0.0570 |
4.8% |
0.0057 |
0.5% |
11% |
False |
False |
75 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2338 |
|
2.618 |
1.2200 |
|
1.618 |
1.2116 |
|
1.000 |
1.2064 |
|
0.618 |
1.2031 |
|
HIGH |
1.1979 |
|
0.618 |
1.1947 |
|
0.500 |
1.1937 |
|
0.382 |
1.1927 |
|
LOW |
1.1895 |
|
0.618 |
1.1842 |
|
1.000 |
1.1810 |
|
1.618 |
1.1758 |
|
2.618 |
1.1673 |
|
4.250 |
1.1535 |
|
|
| Fisher Pivots for day following 08-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1937 |
1.1997 |
| PP |
1.1927 |
1.1967 |
| S1 |
1.1917 |
1.1937 |
|