CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 09-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2021 |
09-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1976 |
1.1892 |
-0.0085 |
-0.7% |
1.2143 |
| High |
1.1979 |
1.1963 |
-0.0017 |
-0.1% |
1.2160 |
| Low |
1.1895 |
1.1890 |
-0.0005 |
0.0% |
1.1944 |
| Close |
1.1907 |
1.1949 |
0.0043 |
0.4% |
1.1963 |
| Range |
0.0085 |
0.0073 |
-0.0012 |
-14.2% |
0.0217 |
| ATR |
0.0074 |
0.0074 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
170 |
198 |
28 |
16.5% |
1,528 |
|
| Daily Pivots for day following 09-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2151 |
1.2123 |
1.1989 |
|
| R3 |
1.2079 |
1.2050 |
1.1969 |
|
| R2 |
1.2006 |
1.2006 |
1.1962 |
|
| R1 |
1.1978 |
1.1978 |
1.1956 |
1.1992 |
| PP |
1.1934 |
1.1934 |
1.1934 |
1.1941 |
| S1 |
1.1905 |
1.1905 |
1.1942 |
1.1920 |
| S2 |
1.1861 |
1.1861 |
1.1936 |
|
| S3 |
1.1789 |
1.1833 |
1.1929 |
|
| S4 |
1.1716 |
1.1760 |
1.1909 |
|
|
| 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 |
1.1890 |
0.0270 |
2.3% |
0.0076 |
0.6% |
22% |
False |
True |
347 |
| 10 |
1.2295 |
1.1890 |
0.0405 |
3.4% |
0.0077 |
0.6% |
15% |
False |
True |
227 |
| 20 |
1.2295 |
1.1890 |
0.0405 |
3.4% |
0.0062 |
0.5% |
15% |
False |
True |
237 |
| 40 |
1.2295 |
1.1890 |
0.0405 |
3.4% |
0.0064 |
0.5% |
15% |
False |
True |
143 |
| 60 |
1.2414 |
1.1890 |
0.0524 |
4.4% |
0.0061 |
0.5% |
11% |
False |
True |
97 |
| 80 |
1.2414 |
1.1845 |
0.0570 |
4.8% |
0.0058 |
0.5% |
18% |
False |
False |
77 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2271 |
|
2.618 |
1.2152 |
|
1.618 |
1.2080 |
|
1.000 |
1.2035 |
|
0.618 |
1.2007 |
|
HIGH |
1.1963 |
|
0.618 |
1.1935 |
|
0.500 |
1.1926 |
|
0.382 |
1.1918 |
|
LOW |
1.1890 |
|
0.618 |
1.1845 |
|
1.000 |
1.1818 |
|
1.618 |
1.1773 |
|
2.618 |
1.1700 |
|
4.250 |
1.1582 |
|
|
| Fisher Pivots for day following 09-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1941 |
1.1953 |
| PP |
1.1934 |
1.1952 |
| S1 |
1.1926 |
1.1950 |
|