CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 14-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2021 |
14-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2223 |
1.2175 |
-0.0048 |
-0.4% |
1.2252 |
| High |
1.2240 |
1.2195 |
-0.0045 |
-0.4% |
1.2368 |
| Low |
1.2156 |
1.2125 |
-0.0031 |
-0.3% |
1.2210 |
| Close |
1.2171 |
1.2171 |
0.0000 |
0.0% |
1.2233 |
| Range |
0.0084 |
0.0070 |
-0.0014 |
-16.7% |
0.0158 |
| ATR |
0.0079 |
0.0078 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
145,532 |
166,280 |
20,748 |
14.3% |
904,712 |
|
| Daily Pivots for day following 14-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2374 |
1.2342 |
1.2209 |
|
| R3 |
1.2304 |
1.2272 |
1.2190 |
|
| R2 |
1.2234 |
1.2234 |
1.2183 |
|
| R1 |
1.2202 |
1.2202 |
1.2177 |
1.2183 |
| PP |
1.2164 |
1.2164 |
1.2164 |
1.2154 |
| S1 |
1.2132 |
1.2132 |
1.2164 |
1.2113 |
| S2 |
1.2094 |
1.2094 |
1.2158 |
|
| S3 |
1.2024 |
1.2062 |
1.2151 |
|
| S4 |
1.1954 |
1.1992 |
1.2132 |
|
|
| 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 |
1.2302 |
1.2125 |
0.0177 |
1.5% |
0.0081 |
0.7% |
26% |
False |
True |
163,560 |
| 10 |
1.2368 |
1.2125 |
0.0243 |
2.0% |
0.0083 |
0.7% |
19% |
False |
True |
164,120 |
| 20 |
1.2368 |
1.2125 |
0.0243 |
2.0% |
0.0079 |
0.6% |
19% |
False |
True |
163,200 |
| 40 |
1.2368 |
1.1833 |
0.0535 |
4.4% |
0.0074 |
0.6% |
63% |
False |
False |
122,541 |
| 60 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0076 |
0.6% |
73% |
False |
False |
82,022 |
| 80 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0074 |
0.6% |
73% |
False |
False |
61,631 |
| 100 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0075 |
0.6% |
73% |
False |
False |
49,351 |
| 120 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0077 |
0.6% |
73% |
False |
False |
41,132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2493 |
|
2.618 |
1.2378 |
|
1.618 |
1.2308 |
|
1.000 |
1.2265 |
|
0.618 |
1.2238 |
|
HIGH |
1.2195 |
|
0.618 |
1.2168 |
|
0.500 |
1.2160 |
|
0.382 |
1.2152 |
|
LOW |
1.2125 |
|
0.618 |
1.2082 |
|
1.000 |
1.2055 |
|
1.618 |
1.2012 |
|
2.618 |
1.1942 |
|
4.250 |
1.1828 |
|
|
| Fisher Pivots for day following 14-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2167 |
1.2182 |
| PP |
1.2164 |
1.2178 |
| S1 |
1.2160 |
1.2174 |
|