CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 23-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2021 |
23-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1919 |
1.1978 |
0.0060 |
0.5% |
1.1992 |
| High |
1.1992 |
1.1986 |
-0.0006 |
-0.1% |
1.2034 |
| Low |
1.1918 |
1.1888 |
-0.0031 |
-0.3% |
1.1919 |
| Close |
1.1987 |
1.1897 |
-0.0090 |
-0.8% |
1.1954 |
| Range |
0.0074 |
0.0098 |
0.0025 |
33.3% |
0.0115 |
| ATR |
0.0073 |
0.0074 |
0.0002 |
2.6% |
0.0000 |
| Volume |
132 |
649 |
517 |
391.7% |
696 |
|
| Daily Pivots for day following 23-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2217 |
1.2155 |
1.1950 |
|
| R3 |
1.2119 |
1.2057 |
1.1923 |
|
| R2 |
1.2021 |
1.2021 |
1.1914 |
|
| R1 |
1.1959 |
1.1959 |
1.1905 |
1.1941 |
| PP |
1.1923 |
1.1923 |
1.1923 |
1.1914 |
| S1 |
1.1861 |
1.1861 |
1.1888 |
1.1843 |
| S2 |
1.1825 |
1.1825 |
1.1879 |
|
| S3 |
1.1727 |
1.1763 |
1.1870 |
|
| S4 |
1.1629 |
1.1665 |
1.1843 |
|
|
| 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 |
1.1888 |
0.0147 |
1.2% |
0.0083 |
0.7% |
6% |
False |
True |
253 |
| 10 |
1.2035 |
1.1888 |
0.0148 |
1.2% |
0.0071 |
0.6% |
6% |
False |
True |
308 |
| 20 |
1.2295 |
1.1888 |
0.0407 |
3.4% |
0.0074 |
0.6% |
2% |
False |
True |
268 |
| 40 |
1.2295 |
1.1888 |
0.0407 |
3.4% |
0.0066 |
0.6% |
2% |
False |
True |
210 |
| 60 |
1.2414 |
1.1888 |
0.0527 |
4.4% |
0.0063 |
0.5% |
2% |
False |
True |
147 |
| 80 |
1.2414 |
1.1888 |
0.0527 |
4.4% |
0.0062 |
0.5% |
2% |
False |
True |
114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2402 |
|
2.618 |
1.2242 |
|
1.618 |
1.2144 |
|
1.000 |
1.2084 |
|
0.618 |
1.2046 |
|
HIGH |
1.1986 |
|
0.618 |
1.1948 |
|
0.500 |
1.1937 |
|
0.382 |
1.1925 |
|
LOW |
1.1888 |
|
0.618 |
1.1827 |
|
1.000 |
1.1790 |
|
1.618 |
1.1729 |
|
2.618 |
1.1631 |
|
4.250 |
1.1471 |
|
|
| Fisher Pivots for day following 23-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1937 |
1.1940 |
| PP |
1.1923 |
1.1925 |
| S1 |
1.1910 |
1.1911 |
|