CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 15-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2021 |
15-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2010 |
1.1992 |
-0.0018 |
-0.1% |
1.1976 |
| High |
1.2010 |
1.2013 |
0.0003 |
0.0% |
1.2035 |
| Low |
1.1958 |
1.1958 |
0.0001 |
0.0% |
1.1890 |
| Close |
1.1996 |
1.1972 |
-0.0024 |
-0.2% |
1.1996 |
| Range |
0.0053 |
0.0055 |
0.0003 |
4.8% |
0.0145 |
| ATR |
0.0072 |
0.0071 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
500 |
136 |
-364 |
-72.8% |
1,978 |
|
| Daily Pivots for day following 15-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2146 |
1.2114 |
1.2002 |
|
| R3 |
1.2091 |
1.2059 |
1.1987 |
|
| R2 |
1.2036 |
1.2036 |
1.1982 |
|
| R1 |
1.2004 |
1.2004 |
1.1977 |
1.1993 |
| PP |
1.1981 |
1.1981 |
1.1981 |
1.1975 |
| S1 |
1.1949 |
1.1949 |
1.1967 |
1.1938 |
| S2 |
1.1926 |
1.1926 |
1.1962 |
|
| S3 |
1.1871 |
1.1894 |
1.1957 |
|
| S4 |
1.1816 |
1.1839 |
1.1942 |
|
|
| 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% |
0.0060 |
0.5% |
57% |
False |
False |
388 |
| 10 |
1.2160 |
1.1890 |
0.0270 |
2.3% |
0.0071 |
0.6% |
30% |
False |
False |
358 |
| 20 |
1.2295 |
1.1890 |
0.0405 |
3.4% |
0.0066 |
0.6% |
20% |
False |
False |
267 |
| 40 |
1.2295 |
1.1890 |
0.0405 |
3.4% |
0.0063 |
0.5% |
20% |
False |
False |
183 |
| 60 |
1.2414 |
1.1890 |
0.0524 |
4.4% |
0.0062 |
0.5% |
16% |
False |
False |
126 |
| 80 |
1.2414 |
1.1890 |
0.0524 |
4.4% |
0.0059 |
0.5% |
16% |
False |
False |
99 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2247 |
|
2.618 |
1.2157 |
|
1.618 |
1.2102 |
|
1.000 |
1.2068 |
|
0.618 |
1.2047 |
|
HIGH |
1.2013 |
|
0.618 |
1.1992 |
|
0.500 |
1.1986 |
|
0.382 |
1.1979 |
|
LOW |
1.1958 |
|
0.618 |
1.1924 |
|
1.000 |
1.1903 |
|
1.618 |
1.1869 |
|
2.618 |
1.1814 |
|
4.250 |
1.1724 |
|
|
| Fisher Pivots for day following 15-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1986 |
1.1996 |
| PP |
1.1981 |
1.1988 |
| S1 |
1.1977 |
1.1980 |
|