CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 15-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2021 |
15-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1985 |
1.1948 |
-0.0037 |
-0.3% |
1.1919 |
| High |
1.1989 |
1.1967 |
-0.0022 |
-0.2% |
1.1991 |
| Low |
1.1910 |
1.1917 |
0.0007 |
0.1% |
1.1837 |
| Close |
1.1950 |
1.1925 |
-0.0025 |
-0.2% |
1.1950 |
| Range |
0.0079 |
0.0050 |
-0.0029 |
-36.3% |
0.0154 |
| ATR |
0.0077 |
0.0075 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
83,306 |
11,440 |
-71,866 |
-86.3% |
1,486,509 |
|
| Daily Pivots for day following 15-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2086 |
1.2055 |
1.1952 |
|
| R3 |
1.2036 |
1.2005 |
1.1938 |
|
| R2 |
1.1986 |
1.1986 |
1.1934 |
|
| R1 |
1.1955 |
1.1955 |
1.1929 |
1.1946 |
| PP |
1.1936 |
1.1936 |
1.1936 |
1.1931 |
| S1 |
1.1905 |
1.1905 |
1.1920 |
1.1896 |
| S2 |
1.1886 |
1.1886 |
1.1915 |
|
| S3 |
1.1836 |
1.1855 |
1.1911 |
|
| S4 |
1.1786 |
1.1805 |
1.1897 |
|
|
| Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2388 |
1.2323 |
1.2034 |
|
| R3 |
1.2234 |
1.2169 |
1.1992 |
|
| R2 |
1.2080 |
1.2080 |
1.1978 |
|
| R1 |
1.2015 |
1.2015 |
1.1964 |
1.2047 |
| PP |
1.1926 |
1.1926 |
1.1926 |
1.1942 |
| S1 |
1.1861 |
1.1861 |
1.1935 |
1.1893 |
| S2 |
1.1772 |
1.1772 |
1.1921 |
|
| S3 |
1.1618 |
1.1707 |
1.1907 |
|
| S4 |
1.1464 |
1.1553 |
1.1865 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1991 |
1.1837 |
0.0154 |
1.3% |
0.0069 |
0.6% |
57% |
False |
False |
254,307 |
| 10 |
1.2116 |
1.1837 |
0.0280 |
2.3% |
0.0079 |
0.7% |
31% |
False |
False |
244,888 |
| 20 |
1.2249 |
1.1837 |
0.0413 |
3.5% |
0.0078 |
0.6% |
21% |
False |
False |
234,577 |
| 40 |
1.2249 |
1.1837 |
0.0413 |
3.5% |
0.0073 |
0.6% |
21% |
False |
False |
204,226 |
| 60 |
1.2368 |
1.1837 |
0.0532 |
4.5% |
0.0075 |
0.6% |
17% |
False |
False |
190,551 |
| 80 |
1.2368 |
1.1833 |
0.0535 |
4.5% |
0.0074 |
0.6% |
17% |
False |
False |
163,383 |
| 100 |
1.2368 |
1.1640 |
0.0728 |
6.1% |
0.0075 |
0.6% |
39% |
False |
False |
130,904 |
| 120 |
1.2368 |
1.1640 |
0.0728 |
6.1% |
0.0073 |
0.6% |
39% |
False |
False |
109,163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2179 |
|
2.618 |
1.2097 |
|
1.618 |
1.2047 |
|
1.000 |
1.2017 |
|
0.618 |
1.1997 |
|
HIGH |
1.1967 |
|
0.618 |
1.1947 |
|
0.500 |
1.1942 |
|
0.382 |
1.1936 |
|
LOW |
1.1917 |
|
0.618 |
1.1886 |
|
1.000 |
1.1867 |
|
1.618 |
1.1836 |
|
2.618 |
1.1786 |
|
4.250 |
1.1704 |
|
|
| Fisher Pivots for day following 15-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1942 |
1.1950 |
| PP |
1.1936 |
1.1942 |
| S1 |
1.1930 |
1.1933 |
|