CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 07-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2021 |
07-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2316 |
1.2345 |
0.0029 |
0.2% |
1.2219 |
| High |
1.2368 |
1.2362 |
-0.0006 |
0.0% |
1.2330 |
| Low |
1.2284 |
1.2262 |
-0.0022 |
-0.2% |
1.2208 |
| Close |
1.2327 |
1.2285 |
-0.0042 |
-0.3% |
1.2246 |
| Range |
0.0085 |
0.0100 |
0.0016 |
18.3% |
0.0122 |
| ATR |
0.0075 |
0.0077 |
0.0002 |
2.3% |
0.0000 |
| Volume |
215,013 |
160,942 |
-54,071 |
-25.1% |
514,156 |
|
| Daily Pivots for day following 07-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2603 |
1.2544 |
1.2340 |
|
| R3 |
1.2503 |
1.2444 |
1.2313 |
|
| R2 |
1.2403 |
1.2403 |
1.2303 |
|
| R1 |
1.2344 |
1.2344 |
1.2294 |
1.2324 |
| PP |
1.2303 |
1.2303 |
1.2303 |
1.2293 |
| S1 |
1.2244 |
1.2244 |
1.2276 |
1.2224 |
| S2 |
1.2203 |
1.2203 |
1.2267 |
|
| S3 |
1.2103 |
1.2144 |
1.2258 |
|
| S4 |
1.2003 |
1.2044 |
1.2230 |
|
|
| 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% |
0.0085 |
0.7% |
40% |
False |
False |
164,680 |
| 10 |
1.2368 |
1.2186 |
0.0182 |
1.5% |
0.0072 |
0.6% |
54% |
False |
False |
144,634 |
| 20 |
1.2368 |
1.2090 |
0.0278 |
2.3% |
0.0075 |
0.6% |
70% |
False |
False |
184,895 |
| 40 |
1.2368 |
1.1781 |
0.0587 |
4.8% |
0.0072 |
0.6% |
86% |
False |
False |
102,309 |
| 60 |
1.2368 |
1.1640 |
0.0728 |
5.9% |
0.0075 |
0.6% |
89% |
False |
False |
68,439 |
| 80 |
1.2368 |
1.1640 |
0.0728 |
5.9% |
0.0074 |
0.6% |
89% |
False |
False |
51,447 |
| 100 |
1.2368 |
1.1640 |
0.0728 |
5.9% |
0.0075 |
0.6% |
89% |
False |
False |
41,173 |
| 120 |
1.2368 |
1.1469 |
0.0899 |
7.3% |
0.0077 |
0.6% |
91% |
False |
False |
34,318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2787 |
|
2.618 |
1.2624 |
|
1.618 |
1.2524 |
|
1.000 |
1.2462 |
|
0.618 |
1.2424 |
|
HIGH |
1.2362 |
|
0.618 |
1.2324 |
|
0.500 |
1.2312 |
|
0.382 |
1.2300 |
|
LOW |
1.2262 |
|
0.618 |
1.2200 |
|
1.000 |
1.2162 |
|
1.618 |
1.2100 |
|
2.618 |
1.2000 |
|
4.250 |
1.1837 |
|
|
| Fisher Pivots for day following 07-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2312 |
1.2315 |
| PP |
1.2303 |
1.2305 |
| S1 |
1.2294 |
1.2295 |
|