CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 11-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2021 |
11-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1955 |
1.1977 |
0.0023 |
0.2% |
1.2143 |
| High |
1.1975 |
1.2035 |
0.0060 |
0.5% |
1.2160 |
| Low |
1.1918 |
1.1970 |
0.0052 |
0.4% |
1.1944 |
| Close |
1.1970 |
1.2030 |
0.0060 |
0.5% |
1.1963 |
| Range |
0.0057 |
0.0065 |
0.0008 |
14.0% |
0.0217 |
| ATR |
0.0072 |
0.0072 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
271 |
839 |
568 |
209.6% |
1,528 |
|
| Daily Pivots for day following 11-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2207 |
1.2183 |
1.2066 |
|
| R3 |
1.2142 |
1.2118 |
1.2048 |
|
| R2 |
1.2077 |
1.2077 |
1.2042 |
|
| R1 |
1.2053 |
1.2053 |
1.2036 |
1.2065 |
| PP |
1.2012 |
1.2012 |
1.2012 |
1.2018 |
| S1 |
1.1988 |
1.1988 |
1.2024 |
1.2000 |
| S2 |
1.1947 |
1.1947 |
1.2018 |
|
| S3 |
1.1882 |
1.1923 |
1.2012 |
|
| S4 |
1.1817 |
1.1858 |
1.1994 |
|
|
| 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 |
1.2035 |
1.1890 |
0.0145 |
1.2% |
0.0070 |
0.6% |
97% |
True |
False |
443 |
| 10 |
1.2197 |
1.1890 |
0.0307 |
2.5% |
0.0076 |
0.6% |
46% |
False |
False |
324 |
| 20 |
1.2295 |
1.1890 |
0.0405 |
3.4% |
0.0064 |
0.5% |
35% |
False |
False |
235 |
| 40 |
1.2295 |
1.1890 |
0.0405 |
3.4% |
0.0064 |
0.5% |
35% |
False |
False |
169 |
| 60 |
1.2414 |
1.1890 |
0.0524 |
4.4% |
0.0061 |
0.5% |
27% |
False |
False |
115 |
| 80 |
1.2414 |
1.1889 |
0.0526 |
4.4% |
0.0058 |
0.5% |
27% |
False |
False |
91 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2311 |
|
2.618 |
1.2205 |
|
1.618 |
1.2140 |
|
1.000 |
1.2100 |
|
0.618 |
1.2075 |
|
HIGH |
1.2035 |
|
0.618 |
1.2010 |
|
0.500 |
1.2003 |
|
0.382 |
1.1995 |
|
LOW |
1.1970 |
|
0.618 |
1.1930 |
|
1.000 |
1.1905 |
|
1.618 |
1.1865 |
|
2.618 |
1.1800 |
|
4.250 |
1.1694 |
|
|
| Fisher Pivots for day following 11-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2021 |
1.2008 |
| PP |
1.2012 |
1.1985 |
| S1 |
1.2003 |
1.1963 |
|