CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 12-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2021 |
12-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1977 |
1.2010 |
0.0033 |
0.3% |
1.1976 |
| High |
1.2035 |
1.2010 |
-0.0025 |
-0.2% |
1.2035 |
| Low |
1.1970 |
1.1958 |
-0.0013 |
-0.1% |
1.1890 |
| Close |
1.2030 |
1.1996 |
-0.0034 |
-0.3% |
1.1996 |
| Range |
0.0065 |
0.0053 |
-0.0013 |
-19.2% |
0.0145 |
| ATR |
0.0072 |
0.0072 |
0.0000 |
0.1% |
0.0000 |
| Volume |
839 |
500 |
-339 |
-40.4% |
1,978 |
|
| Daily Pivots for day following 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2145 |
1.2123 |
1.2025 |
|
| R3 |
1.2093 |
1.2071 |
1.2010 |
|
| R2 |
1.2040 |
1.2040 |
1.2006 |
|
| R1 |
1.2018 |
1.2018 |
1.2001 |
1.2003 |
| PP |
1.1988 |
1.1988 |
1.1988 |
1.1980 |
| S1 |
1.1966 |
1.1966 |
1.1991 |
1.1951 |
| S2 |
1.1935 |
1.1935 |
1.1986 |
|
| S3 |
1.1883 |
1.1913 |
1.1982 |
|
| S4 |
1.1830 |
1.1861 |
1.1967 |
|
|
| Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2409 |
1.2347 |
1.2076 |
|
| R3 |
1.2264 |
1.2202 |
1.2036 |
|
| R2 |
1.2119 |
1.2119 |
1.2023 |
|
| R1 |
1.2057 |
1.2057 |
1.2009 |
1.2088 |
| PP |
1.1974 |
1.1974 |
1.1974 |
1.1989 |
| S1 |
1.1912 |
1.1912 |
1.1983 |
1.1943 |
| S2 |
1.1829 |
1.1829 |
1.1969 |
|
| S3 |
1.1684 |
1.1767 |
1.1956 |
|
| S4 |
1.1539 |
1.1622 |
1.1916 |
|
|
| 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% |
0.0066 |
0.6% |
73% |
False |
False |
395 |
| 10 |
1.2160 |
1.1890 |
0.0270 |
2.3% |
0.0073 |
0.6% |
39% |
False |
False |
350 |
| 20 |
1.2295 |
1.1890 |
0.0405 |
3.4% |
0.0065 |
0.5% |
26% |
False |
False |
260 |
| 40 |
1.2295 |
1.1890 |
0.0405 |
3.4% |
0.0064 |
0.5% |
26% |
False |
False |
180 |
| 60 |
1.2414 |
1.1890 |
0.0524 |
4.4% |
0.0062 |
0.5% |
20% |
False |
False |
123 |
| 80 |
1.2414 |
1.1890 |
0.0524 |
4.4% |
0.0058 |
0.5% |
20% |
False |
False |
97 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2233 |
|
2.618 |
1.2147 |
|
1.618 |
1.2095 |
|
1.000 |
1.2063 |
|
0.618 |
1.2042 |
|
HIGH |
1.2010 |
|
0.618 |
1.1990 |
|
0.500 |
1.1984 |
|
0.382 |
1.1978 |
|
LOW |
1.1958 |
|
0.618 |
1.1925 |
|
1.000 |
1.1905 |
|
1.618 |
1.1873 |
|
2.618 |
1.1820 |
|
4.250 |
1.1734 |
|
|
| Fisher Pivots for day following 12-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1992 |
1.1990 |
| PP |
1.1988 |
1.1983 |
| S1 |
1.1984 |
1.1977 |
|