CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 18-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2021 |
18-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1950 |
1.2028 |
0.0078 |
0.6% |
1.1976 |
| High |
1.2032 |
1.2034 |
0.0003 |
0.0% |
1.2035 |
| Low |
1.1933 |
1.1952 |
0.0019 |
0.2% |
1.1890 |
| Close |
1.2024 |
1.1960 |
-0.0065 |
-0.5% |
1.1996 |
| Range |
0.0099 |
0.0082 |
-0.0017 |
-16.8% |
0.0145 |
| ATR |
0.0073 |
0.0073 |
0.0001 |
0.9% |
0.0000 |
| Volume |
167 |
186 |
19 |
11.4% |
1,978 |
|
| Daily Pivots for day following 18-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2228 |
1.2176 |
1.2005 |
|
| R3 |
1.2146 |
1.2094 |
1.1982 |
|
| R2 |
1.2064 |
1.2064 |
1.1975 |
|
| R1 |
1.2012 |
1.2012 |
1.1967 |
1.1997 |
| PP |
1.1982 |
1.1982 |
1.1982 |
1.1974 |
| S1 |
1.1930 |
1.1930 |
1.1952 |
1.1915 |
| S2 |
1.1900 |
1.1900 |
1.1944 |
|
| S3 |
1.1818 |
1.1848 |
1.1937 |
|
| S4 |
1.1736 |
1.1766 |
1.1914 |
|
|
| 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 |
1.2034 |
1.1930 |
0.0105 |
0.9% |
0.0071 |
0.6% |
29% |
True |
False |
212 |
| 10 |
1.2035 |
1.1890 |
0.0145 |
1.2% |
0.0071 |
0.6% |
48% |
False |
False |
327 |
| 20 |
1.2295 |
1.1890 |
0.0405 |
3.4% |
0.0071 |
0.6% |
17% |
False |
False |
230 |
| 40 |
1.2295 |
1.1890 |
0.0405 |
3.4% |
0.0063 |
0.5% |
17% |
False |
False |
191 |
| 60 |
1.2414 |
1.1890 |
0.0524 |
4.4% |
0.0064 |
0.5% |
13% |
False |
False |
132 |
| 80 |
1.2414 |
1.1890 |
0.0524 |
4.4% |
0.0060 |
0.5% |
13% |
False |
False |
103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2383 |
|
2.618 |
1.2249 |
|
1.618 |
1.2167 |
|
1.000 |
1.2116 |
|
0.618 |
1.2085 |
|
HIGH |
1.2034 |
|
0.618 |
1.2003 |
|
0.500 |
1.1993 |
|
0.382 |
1.1983 |
|
LOW |
1.1952 |
|
0.618 |
1.1901 |
|
1.000 |
1.1870 |
|
1.618 |
1.1819 |
|
2.618 |
1.1737 |
|
4.250 |
1.1604 |
|
|
| Fisher Pivots for day following 18-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1993 |
1.1982 |
| PP |
1.1982 |
1.1974 |
| S1 |
1.1971 |
1.1967 |
|