CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 05-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2021 |
05-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2252 |
1.2268 |
0.0016 |
0.1% |
1.2219 |
| High |
1.2330 |
1.2324 |
-0.0006 |
0.0% |
1.2330 |
| Low |
1.2249 |
1.2266 |
0.0017 |
0.1% |
1.2208 |
| Close |
1.2271 |
1.2322 |
0.0051 |
0.4% |
1.2246 |
| Range |
0.0081 |
0.0059 |
-0.0022 |
-27.3% |
0.0122 |
| ATR |
0.0076 |
0.0075 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
182,283 |
133,366 |
-48,917 |
-26.8% |
514,156 |
|
| Daily Pivots for day following 05-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2479 |
1.2459 |
1.2354 |
|
| R3 |
1.2421 |
1.2401 |
1.2338 |
|
| R2 |
1.2362 |
1.2362 |
1.2333 |
|
| R1 |
1.2342 |
1.2342 |
1.2327 |
1.2352 |
| PP |
1.2304 |
1.2304 |
1.2304 |
1.2309 |
| S1 |
1.2284 |
1.2284 |
1.2317 |
1.2294 |
| S2 |
1.2245 |
1.2245 |
1.2311 |
|
| S3 |
1.2187 |
1.2225 |
1.2306 |
|
| S4 |
1.2128 |
1.2167 |
1.2290 |
|
|
| 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 |
1.2229 |
0.0101 |
0.8% |
0.0073 |
0.6% |
92% |
False |
False |
141,589 |
| 10 |
1.2330 |
1.2158 |
0.0172 |
1.4% |
0.0077 |
0.6% |
95% |
False |
False |
150,973 |
| 20 |
1.2330 |
1.2090 |
0.0240 |
1.9% |
0.0073 |
0.6% |
97% |
False |
False |
178,242 |
| 40 |
1.2330 |
1.1781 |
0.0549 |
4.5% |
0.0073 |
0.6% |
99% |
False |
False |
92,965 |
| 60 |
1.2330 |
1.1640 |
0.0690 |
5.6% |
0.0074 |
0.6% |
99% |
False |
False |
62,191 |
| 80 |
1.2330 |
1.1640 |
0.0690 |
5.6% |
0.0073 |
0.6% |
99% |
False |
False |
46,751 |
| 100 |
1.2330 |
1.1640 |
0.0690 |
5.6% |
0.0075 |
0.6% |
99% |
False |
False |
37,414 |
| 120 |
1.2330 |
1.1436 |
0.0894 |
7.3% |
0.0076 |
0.6% |
99% |
False |
False |
31,185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2573 |
|
2.618 |
1.2477 |
|
1.618 |
1.2419 |
|
1.000 |
1.2383 |
|
0.618 |
1.2360 |
|
HIGH |
1.2324 |
|
0.618 |
1.2302 |
|
0.500 |
1.2295 |
|
0.382 |
1.2288 |
|
LOW |
1.2266 |
|
0.618 |
1.2229 |
|
1.000 |
1.2207 |
|
1.618 |
1.2171 |
|
2.618 |
1.2112 |
|
4.250 |
1.2017 |
|
|
| Fisher Pivots for day following 05-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2313 |
1.2308 |
| PP |
1.2304 |
1.2294 |
| S1 |
1.2295 |
1.2279 |
|