CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 04-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2020 |
04-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2319 |
1.2252 |
-0.0067 |
-0.5% |
1.2219 |
| High |
1.2329 |
1.2330 |
0.0001 |
0.0% |
1.2330 |
| Low |
1.2229 |
1.2249 |
0.0020 |
0.2% |
1.2208 |
| Close |
1.2246 |
1.2271 |
0.0025 |
0.2% |
1.2246 |
| Range |
0.0100 |
0.0081 |
-0.0020 |
-19.5% |
0.0122 |
| ATR |
0.0075 |
0.0076 |
0.0001 |
0.8% |
0.0000 |
| Volume |
131,799 |
182,283 |
50,484 |
38.3% |
514,156 |
|
| Daily Pivots for day following 04-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2525 |
1.2478 |
1.2315 |
|
| R3 |
1.2444 |
1.2398 |
1.2293 |
|
| R2 |
1.2364 |
1.2364 |
1.2286 |
|
| R1 |
1.2317 |
1.2317 |
1.2278 |
1.2341 |
| PP |
1.2283 |
1.2283 |
1.2283 |
1.2295 |
| S1 |
1.2237 |
1.2237 |
1.2264 |
1.2260 |
| S2 |
1.2203 |
1.2203 |
1.2256 |
|
| S3 |
1.2122 |
1.2156 |
1.2249 |
|
| S4 |
1.2042 |
1.2076 |
1.2227 |
|
|
| Weekly Pivots for week ending 01-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2627 |
1.2559 |
1.2313 |
|
| R3 |
1.2505 |
1.2437 |
1.2280 |
|
| R2 |
1.2383 |
1.2383 |
1.2268 |
|
| R1 |
1.2315 |
1.2315 |
1.2257 |
1.2349 |
| PP |
1.2261 |
1.2261 |
1.2261 |
1.2279 |
| S1 |
1.2193 |
1.2193 |
1.2235 |
1.2227 |
| S2 |
1.2139 |
1.2139 |
1.2224 |
|
| S3 |
1.2017 |
1.2071 |
1.2212 |
|
| S4 |
1.1895 |
1.1949 |
1.2179 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2330 |
1.2208 |
0.0122 |
1.0% |
0.0075 |
0.6% |
52% |
False |
False |
139,287 |
| 10 |
1.2330 |
1.2158 |
0.0172 |
1.4% |
0.0076 |
0.6% |
66% |
False |
False |
153,088 |
| 20 |
1.2330 |
1.2090 |
0.0240 |
2.0% |
0.0073 |
0.6% |
75% |
False |
False |
174,286 |
| 40 |
1.2330 |
1.1747 |
0.0584 |
4.8% |
0.0075 |
0.6% |
90% |
False |
False |
89,661 |
| 60 |
1.2330 |
1.1640 |
0.0690 |
5.6% |
0.0074 |
0.6% |
91% |
False |
False |
59,971 |
| 80 |
1.2330 |
1.1640 |
0.0690 |
5.6% |
0.0074 |
0.6% |
91% |
False |
False |
45,087 |
| 100 |
1.2330 |
1.1640 |
0.0690 |
5.6% |
0.0075 |
0.6% |
91% |
False |
False |
36,080 |
| 120 |
1.2330 |
1.1436 |
0.0894 |
7.3% |
0.0076 |
0.6% |
93% |
False |
False |
30,074 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2672 |
|
2.618 |
1.2540 |
|
1.618 |
1.2460 |
|
1.000 |
1.2410 |
|
0.618 |
1.2379 |
|
HIGH |
1.2330 |
|
0.618 |
1.2299 |
|
0.500 |
1.2289 |
|
0.382 |
1.2280 |
|
LOW |
1.2249 |
|
0.618 |
1.2199 |
|
1.000 |
1.2169 |
|
1.618 |
1.2119 |
|
2.618 |
1.2038 |
|
4.250 |
1.1907 |
|
|
| Fisher Pivots for day following 04-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2289 |
1.2280 |
| PP |
1.2283 |
1.2277 |
| S1 |
1.2277 |
1.2274 |
|