CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 06-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2021 |
06-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2268 |
1.2316 |
0.0048 |
0.4% |
1.2219 |
| High |
1.2324 |
1.2368 |
0.0044 |
0.4% |
1.2330 |
| Low |
1.2266 |
1.2284 |
0.0018 |
0.1% |
1.2208 |
| Close |
1.2322 |
1.2327 |
0.0005 |
0.0% |
1.2246 |
| Range |
0.0059 |
0.0085 |
0.0026 |
44.4% |
0.0122 |
| ATR |
0.0075 |
0.0075 |
0.0001 |
0.9% |
0.0000 |
| Volume |
133,366 |
215,013 |
81,647 |
61.2% |
514,156 |
|
| Daily Pivots for day following 06-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2580 |
1.2538 |
1.2373 |
|
| R3 |
1.2495 |
1.2453 |
1.2350 |
|
| R2 |
1.2411 |
1.2411 |
1.2342 |
|
| R1 |
1.2369 |
1.2369 |
1.2334 |
1.2390 |
| PP |
1.2326 |
1.2326 |
1.2326 |
1.2337 |
| S1 |
1.2284 |
1.2284 |
1.2319 |
1.2305 |
| S2 |
1.2242 |
1.2242 |
1.2311 |
|
| S3 |
1.2157 |
1.2200 |
1.2303 |
|
| S4 |
1.2073 |
1.2115 |
1.2280 |
|
|
| 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 |
1.2368 |
1.2229 |
0.0139 |
1.1% |
0.0077 |
0.6% |
70% |
True |
False |
159,258 |
| 10 |
1.2368 |
1.2185 |
0.0183 |
1.5% |
0.0073 |
0.6% |
77% |
True |
False |
147,196 |
| 20 |
1.2368 |
1.2090 |
0.0278 |
2.3% |
0.0072 |
0.6% |
85% |
True |
False |
183,997 |
| 40 |
1.2368 |
1.1781 |
0.0587 |
4.8% |
0.0072 |
0.6% |
93% |
True |
False |
98,315 |
| 60 |
1.2368 |
1.1640 |
0.0728 |
5.9% |
0.0074 |
0.6% |
94% |
True |
False |
65,760 |
| 80 |
1.2368 |
1.1640 |
0.0728 |
5.9% |
0.0073 |
0.6% |
94% |
True |
False |
49,438 |
| 100 |
1.2368 |
1.1640 |
0.0728 |
5.9% |
0.0075 |
0.6% |
94% |
True |
False |
39,564 |
| 120 |
1.2368 |
1.1441 |
0.0928 |
7.5% |
0.0077 |
0.6% |
96% |
True |
False |
32,977 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2727 |
|
2.618 |
1.2589 |
|
1.618 |
1.2505 |
|
1.000 |
1.2453 |
|
0.618 |
1.2420 |
|
HIGH |
1.2368 |
|
0.618 |
1.2336 |
|
0.500 |
1.2326 |
|
0.382 |
1.2316 |
|
LOW |
1.2284 |
|
0.618 |
1.2231 |
|
1.000 |
1.2199 |
|
1.618 |
1.2147 |
|
2.618 |
1.2062 |
|
4.250 |
1.1924 |
|
|
| Fisher Pivots for day following 06-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2326 |
1.2321 |
| PP |
1.2326 |
1.2315 |
| S1 |
1.2326 |
1.2309 |
|