CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 27-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2021 |
27-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2155 |
1.2172 |
0.0017 |
0.1% |
1.2096 |
| High |
1.2189 |
1.2183 |
-0.0007 |
-0.1% |
1.2203 |
| Low |
1.2121 |
1.2070 |
-0.0051 |
-0.4% |
1.2068 |
| Close |
1.2178 |
1.2113 |
-0.0065 |
-0.5% |
1.2181 |
| Range |
0.0069 |
0.0113 |
0.0045 |
65.0% |
0.0136 |
| ATR |
0.0075 |
0.0078 |
0.0003 |
3.6% |
0.0000 |
| Volume |
164,218 |
284,535 |
120,317 |
73.3% |
673,453 |
|
| Daily Pivots for day following 27-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2461 |
1.2400 |
1.2175 |
|
| R3 |
1.2348 |
1.2287 |
1.2144 |
|
| R2 |
1.2235 |
1.2235 |
1.2133 |
|
| R1 |
1.2174 |
1.2174 |
1.2123 |
1.2148 |
| PP |
1.2122 |
1.2122 |
1.2122 |
1.2109 |
| S1 |
1.2061 |
1.2061 |
1.2102 |
1.2035 |
| S2 |
1.2009 |
1.2009 |
1.2092 |
|
| S3 |
1.1896 |
1.1948 |
1.2081 |
|
| S4 |
1.1783 |
1.1835 |
1.2050 |
|
|
| 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 |
1.2070 |
0.0134 |
1.1% |
0.0071 |
0.6% |
32% |
False |
True |
180,951 |
| 10 |
1.2240 |
1.2068 |
0.0172 |
1.4% |
0.0077 |
0.6% |
26% |
False |
False |
173,310 |
| 20 |
1.2368 |
1.2068 |
0.0301 |
2.5% |
0.0079 |
0.6% |
15% |
False |
False |
166,149 |
| 40 |
1.2368 |
1.1957 |
0.0411 |
3.4% |
0.0078 |
0.6% |
38% |
False |
False |
157,524 |
| 60 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0077 |
0.6% |
65% |
False |
False |
105,629 |
| 80 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0074 |
0.6% |
65% |
False |
False |
79,360 |
| 100 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0074 |
0.6% |
65% |
False |
False |
63,561 |
| 120 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0076 |
0.6% |
65% |
False |
False |
52,971 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2663 |
|
2.618 |
1.2478 |
|
1.618 |
1.2365 |
|
1.000 |
1.2296 |
|
0.618 |
1.2252 |
|
HIGH |
1.2183 |
|
0.618 |
1.2139 |
|
0.500 |
1.2126 |
|
0.382 |
1.2113 |
|
LOW |
1.2070 |
|
0.618 |
1.2000 |
|
1.000 |
1.1957 |
|
1.618 |
1.1887 |
|
2.618 |
1.1774 |
|
4.250 |
1.1589 |
|
|
| Fisher Pivots for day following 27-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2126 |
1.2133 |
| PP |
1.2122 |
1.2126 |
| S1 |
1.2117 |
1.2119 |
|