CME Euro FX (E) Future September 2021
Trading Metrics calculated at close of trading on 24-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2021 |
24-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
1.1978 |
1.1889 |
-0.0089 |
-0.7% |
1.1992 |
High |
1.1986 |
1.1893 |
-0.0093 |
-0.8% |
1.2034 |
Low |
1.1888 |
1.1853 |
-0.0035 |
-0.3% |
1.1919 |
Close |
1.1897 |
1.1866 |
-0.0031 |
-0.3% |
1.1954 |
Range |
0.0098 |
0.0040 |
-0.0059 |
-59.7% |
0.0115 |
ATR |
0.0074 |
0.0072 |
-0.0002 |
-3.0% |
0.0000 |
Volume |
649 |
388 |
-261 |
-40.2% |
696 |
|
Daily Pivots for day following 24-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1989 |
1.1967 |
1.1887 |
|
R3 |
1.1949 |
1.1927 |
1.1876 |
|
R2 |
1.1910 |
1.1910 |
1.1873 |
|
R1 |
1.1888 |
1.1888 |
1.1869 |
1.1879 |
PP |
1.1870 |
1.1870 |
1.1870 |
1.1866 |
S1 |
1.1848 |
1.1848 |
1.1862 |
1.1840 |
S2 |
1.1831 |
1.1831 |
1.1858 |
|
S3 |
1.1791 |
1.1809 |
1.1855 |
|
S4 |
1.1752 |
1.1769 |
1.1844 |
|
|
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 |
1.1853 |
0.0181 |
1.5% |
0.0071 |
0.6% |
7% |
False |
True |
297 |
10 |
1.2035 |
1.1853 |
0.0182 |
1.5% |
0.0070 |
0.6% |
7% |
False |
True |
320 |
20 |
1.2295 |
1.1853 |
0.0442 |
3.7% |
0.0073 |
0.6% |
3% |
False |
True |
287 |
40 |
1.2295 |
1.1853 |
0.0442 |
3.7% |
0.0065 |
0.6% |
3% |
False |
True |
219 |
60 |
1.2414 |
1.1853 |
0.0561 |
4.7% |
0.0064 |
0.5% |
2% |
False |
True |
153 |
80 |
1.2414 |
1.1853 |
0.0561 |
4.7% |
0.0062 |
0.5% |
2% |
False |
True |
119 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2060 |
2.618 |
1.1996 |
1.618 |
1.1956 |
1.000 |
1.1932 |
0.618 |
1.1917 |
HIGH |
1.1893 |
0.618 |
1.1877 |
0.500 |
1.1873 |
0.382 |
1.1868 |
LOW |
1.1853 |
0.618 |
1.1829 |
1.000 |
1.1814 |
1.618 |
1.1789 |
2.618 |
1.1750 |
4.250 |
1.1685 |
|
|
Fisher Pivots for day following 24-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
1.1873 |
1.1922 |
PP |
1.1870 |
1.1903 |
S1 |
1.1868 |
1.1884 |
|