CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 11-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2021 |
11-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1966 |
1.2020 |
0.0054 |
0.4% |
1.2119 |
| High |
1.2000 |
1.2054 |
0.0054 |
0.5% |
1.2183 |
| Low |
1.1942 |
1.1991 |
0.0049 |
0.4% |
1.1975 |
| Close |
1.1994 |
1.2054 |
0.0060 |
0.5% |
1.1986 |
| Range |
0.0058 |
0.0064 |
0.0006 |
9.5% |
0.0209 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
166 |
23 |
-143 |
-86.1% |
209 |
|
| Daily Pivots for day following 11-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2223 |
1.2202 |
1.2088 |
|
| R3 |
1.2160 |
1.2138 |
1.2071 |
|
| R2 |
1.2096 |
1.2096 |
1.2065 |
|
| R1 |
1.2075 |
1.2075 |
1.2059 |
1.2086 |
| PP |
1.2033 |
1.2033 |
1.2033 |
1.2038 |
| S1 |
1.2011 |
1.2011 |
1.2048 |
1.2022 |
| S2 |
1.1969 |
1.1969 |
1.2042 |
|
| S3 |
1.1906 |
1.1948 |
1.2036 |
|
| S4 |
1.1842 |
1.1884 |
1.2019 |
|
|
| Weekly Pivots for week ending 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2673 |
1.2538 |
1.2101 |
|
| R3 |
1.2465 |
1.2330 |
1.2043 |
|
| R2 |
1.2256 |
1.2256 |
1.2024 |
|
| R1 |
1.2121 |
1.2121 |
1.2005 |
1.2085 |
| PP |
1.2048 |
1.2048 |
1.2048 |
1.2030 |
| S1 |
1.1913 |
1.1913 |
1.1967 |
1.1876 |
| S2 |
1.1839 |
1.1839 |
1.1948 |
|
| S3 |
1.1631 |
1.1704 |
1.1929 |
|
| S4 |
1.1422 |
1.1496 |
1.1871 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2324 |
|
2.618 |
1.2220 |
|
1.618 |
1.2157 |
|
1.000 |
1.2118 |
|
0.618 |
1.2093 |
|
HIGH |
1.2054 |
|
0.618 |
1.2030 |
|
0.500 |
1.2022 |
|
0.382 |
1.2015 |
|
LOW |
1.1991 |
|
0.618 |
1.1951 |
|
1.000 |
1.1927 |
|
1.618 |
1.1888 |
|
2.618 |
1.1824 |
|
4.250 |
1.1721 |
|
|
| Fisher Pivots for day following 11-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2043 |
1.2030 |
| PP |
1.2033 |
1.2007 |
| S1 |
1.2022 |
1.1984 |
|