CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 08-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2021 |
08-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2345 |
1.2286 |
-0.0059 |
-0.5% |
1.2252 |
| High |
1.2362 |
1.2302 |
-0.0060 |
-0.5% |
1.2368 |
| Low |
1.2262 |
1.2210 |
-0.0052 |
-0.4% |
1.2210 |
| Close |
1.2285 |
1.2233 |
-0.0053 |
-0.4% |
1.2233 |
| Range |
0.0100 |
0.0092 |
-0.0008 |
-8.0% |
0.0158 |
| ATR |
0.0077 |
0.0078 |
0.0001 |
1.4% |
0.0000 |
| Volume |
160,942 |
213,108 |
52,166 |
32.4% |
904,712 |
|
| Daily Pivots for day following 08-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2524 |
1.2470 |
1.2283 |
|
| R3 |
1.2432 |
1.2378 |
1.2258 |
|
| R2 |
1.2340 |
1.2340 |
1.2249 |
|
| R1 |
1.2286 |
1.2286 |
1.2241 |
1.2267 |
| PP |
1.2248 |
1.2248 |
1.2248 |
1.2239 |
| S1 |
1.2194 |
1.2194 |
1.2224 |
1.2175 |
| S2 |
1.2156 |
1.2156 |
1.2216 |
|
| S3 |
1.2064 |
1.2102 |
1.2207 |
|
| S4 |
1.1972 |
1.2010 |
1.2182 |
|
|
| Weekly Pivots for week ending 08-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2744 |
1.2646 |
1.2319 |
|
| R3 |
1.2586 |
1.2488 |
1.2276 |
|
| R2 |
1.2428 |
1.2428 |
1.2261 |
|
| R1 |
1.2330 |
1.2330 |
1.2247 |
1.2300 |
| PP |
1.2270 |
1.2270 |
1.2270 |
1.2255 |
| S1 |
1.2172 |
1.2172 |
1.2218 |
1.2142 |
| S2 |
1.2112 |
1.2112 |
1.2204 |
|
| S3 |
1.1954 |
1.2014 |
1.2189 |
|
| S4 |
1.1796 |
1.1856 |
1.2146 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2368 |
1.2210 |
0.0158 |
1.3% |
0.0083 |
0.7% |
14% |
False |
True |
180,942 |
| 10 |
1.2368 |
1.2205 |
0.0163 |
1.3% |
0.0075 |
0.6% |
17% |
False |
False |
147,503 |
| 20 |
1.2368 |
1.2106 |
0.0262 |
2.1% |
0.0076 |
0.6% |
48% |
False |
False |
180,258 |
| 40 |
1.2368 |
1.1781 |
0.0587 |
4.8% |
0.0073 |
0.6% |
77% |
False |
False |
107,614 |
| 60 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0075 |
0.6% |
81% |
False |
False |
71,985 |
| 80 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0074 |
0.6% |
81% |
False |
False |
54,097 |
| 100 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0076 |
0.6% |
81% |
False |
False |
43,304 |
| 120 |
1.2368 |
1.1489 |
0.0880 |
7.2% |
0.0077 |
0.6% |
85% |
False |
False |
36,094 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2693 |
|
2.618 |
1.2543 |
|
1.618 |
1.2451 |
|
1.000 |
1.2394 |
|
0.618 |
1.2359 |
|
HIGH |
1.2302 |
|
0.618 |
1.2267 |
|
0.500 |
1.2256 |
|
0.382 |
1.2245 |
|
LOW |
1.2210 |
|
0.618 |
1.2153 |
|
1.000 |
1.2118 |
|
1.618 |
1.2061 |
|
2.618 |
1.1969 |
|
4.250 |
1.1819 |
|
|
| Fisher Pivots for day following 08-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2256 |
1.2289 |
| PP |
1.2248 |
1.2270 |
| S1 |
1.2240 |
1.2251 |
|