CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 19-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2021 |
19-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2028 |
1.1961 |
-0.0067 |
-0.6% |
1.1992 |
| High |
1.2034 |
1.1982 |
-0.0053 |
-0.4% |
1.2034 |
| Low |
1.1952 |
1.1919 |
-0.0033 |
-0.3% |
1.1919 |
| Close |
1.1960 |
1.1954 |
-0.0006 |
-0.1% |
1.1954 |
| Range |
0.0082 |
0.0063 |
-0.0020 |
-23.8% |
0.0115 |
| ATR |
0.0073 |
0.0073 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
186 |
134 |
-52 |
-28.0% |
696 |
|
| Daily Pivots for day following 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2139 |
1.2109 |
1.1988 |
|
| R3 |
1.2076 |
1.2046 |
1.1971 |
|
| R2 |
1.2014 |
1.2014 |
1.1965 |
|
| R1 |
1.1984 |
1.1984 |
1.1959 |
1.1968 |
| PP |
1.1951 |
1.1951 |
1.1951 |
1.1943 |
| S1 |
1.1921 |
1.1921 |
1.1948 |
1.1905 |
| S2 |
1.1889 |
1.1889 |
1.1942 |
|
| S3 |
1.1826 |
1.1859 |
1.1936 |
|
| S4 |
1.1764 |
1.1796 |
1.1919 |
|
|
| Weekly Pivots for week ending 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2314 |
1.2249 |
1.2017 |
|
| R3 |
1.2199 |
1.2134 |
1.1985 |
|
| R2 |
1.2084 |
1.2084 |
1.1975 |
|
| R1 |
1.2019 |
1.2019 |
1.1964 |
1.1994 |
| PP |
1.1969 |
1.1969 |
1.1969 |
1.1956 |
| S1 |
1.1904 |
1.1904 |
1.1943 |
1.1879 |
| S2 |
1.1854 |
1.1854 |
1.1932 |
|
| S3 |
1.1739 |
1.1789 |
1.1922 |
|
| S4 |
1.1624 |
1.1674 |
1.1890 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2034 |
1.1919 |
0.0115 |
1.0% |
0.0073 |
0.6% |
30% |
False |
True |
139 |
| 10 |
1.2035 |
1.1890 |
0.0145 |
1.2% |
0.0070 |
0.6% |
44% |
False |
False |
267 |
| 20 |
1.2295 |
1.1890 |
0.0405 |
3.4% |
0.0072 |
0.6% |
16% |
False |
False |
234 |
| 40 |
1.2295 |
1.1890 |
0.0405 |
3.4% |
0.0064 |
0.5% |
16% |
False |
False |
194 |
| 60 |
1.2414 |
1.1890 |
0.0524 |
4.4% |
0.0063 |
0.5% |
12% |
False |
False |
134 |
| 80 |
1.2414 |
1.1890 |
0.0524 |
4.4% |
0.0061 |
0.5% |
12% |
False |
False |
105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2247 |
|
2.618 |
1.2145 |
|
1.618 |
1.2083 |
|
1.000 |
1.2044 |
|
0.618 |
1.2020 |
|
HIGH |
1.1982 |
|
0.618 |
1.1958 |
|
0.500 |
1.1950 |
|
0.382 |
1.1943 |
|
LOW |
1.1919 |
|
0.618 |
1.1880 |
|
1.000 |
1.1857 |
|
1.618 |
1.1818 |
|
2.618 |
1.1755 |
|
4.250 |
1.1653 |
|
|
| Fisher Pivots for day following 19-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1952 |
1.1977 |
| PP |
1.1951 |
1.1969 |
| S1 |
1.1950 |
1.1961 |
|