CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 22-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2021 |
22-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2123 |
1.2180 |
0.0058 |
0.5% |
1.2096 |
| High |
1.2187 |
1.2203 |
0.0016 |
0.1% |
1.2203 |
| Low |
1.2122 |
1.2165 |
0.0043 |
0.4% |
1.2068 |
| Close |
1.2173 |
1.2181 |
0.0009 |
0.1% |
1.2181 |
| Range |
0.0066 |
0.0039 |
-0.0027 |
-41.2% |
0.0136 |
| ATR |
0.0079 |
0.0076 |
-0.0003 |
-3.7% |
0.0000 |
| Volume |
163,178 |
136,554 |
-26,624 |
-16.3% |
673,453 |
|
| Daily Pivots for day following 22-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2298 |
1.2278 |
1.2202 |
|
| R3 |
1.2260 |
1.2240 |
1.2192 |
|
| R2 |
1.2221 |
1.2221 |
1.2188 |
|
| R1 |
1.2201 |
1.2201 |
1.2185 |
1.2211 |
| PP |
1.2183 |
1.2183 |
1.2183 |
1.2188 |
| S1 |
1.2163 |
1.2163 |
1.2177 |
1.2173 |
| S2 |
1.2144 |
1.2144 |
1.2174 |
|
| S3 |
1.2106 |
1.2124 |
1.2170 |
|
| S4 |
1.2067 |
1.2086 |
1.2160 |
|
|
| Weekly Pivots for week ending 22-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2557 |
1.2505 |
1.2256 |
|
| R3 |
1.2422 |
1.2369 |
1.2218 |
|
| R2 |
1.2286 |
1.2286 |
1.2206 |
|
| R1 |
1.2234 |
1.2234 |
1.2193 |
1.2260 |
| PP |
1.2151 |
1.2151 |
1.2151 |
1.2164 |
| S1 |
1.2098 |
1.2098 |
1.2169 |
1.2124 |
| S2 |
1.2015 |
1.2015 |
1.2156 |
|
| S3 |
1.1880 |
1.1963 |
1.2144 |
|
| S4 |
1.1744 |
1.1827 |
1.2106 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2203 |
1.2068 |
0.0136 |
1.1% |
0.0074 |
0.6% |
84% |
True |
False |
163,253 |
| 10 |
1.2302 |
1.2068 |
0.0235 |
1.9% |
0.0077 |
0.6% |
48% |
False |
False |
163,407 |
| 20 |
1.2368 |
1.2068 |
0.0301 |
2.5% |
0.0075 |
0.6% |
38% |
False |
False |
154,020 |
| 40 |
1.2368 |
1.1872 |
0.0497 |
4.1% |
0.0076 |
0.6% |
62% |
False |
False |
142,783 |
| 60 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0077 |
0.6% |
74% |
False |
False |
95,586 |
| 80 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0074 |
0.6% |
74% |
False |
False |
71,811 |
| 100 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0075 |
0.6% |
74% |
False |
False |
57,513 |
| 120 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0076 |
0.6% |
74% |
False |
False |
47,930 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2367 |
|
2.618 |
1.2304 |
|
1.618 |
1.2265 |
|
1.000 |
1.2242 |
|
0.618 |
1.2227 |
|
HIGH |
1.2203 |
|
0.618 |
1.2188 |
|
0.500 |
1.2184 |
|
0.382 |
1.2179 |
|
LOW |
1.2165 |
|
0.618 |
1.2141 |
|
1.000 |
1.2126 |
|
1.618 |
1.2102 |
|
2.618 |
1.2064 |
|
4.250 |
1.2001 |
|
|
| Fisher Pivots for day following 22-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2184 |
1.2170 |
| PP |
1.2183 |
1.2158 |
| S1 |
1.2182 |
1.2147 |
|