CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 29-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2021 |
29-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2121 |
1.2135 |
0.0014 |
0.1% |
1.2183 |
| High |
1.2155 |
1.2168 |
0.0014 |
0.1% |
1.2197 |
| Low |
1.2092 |
1.2106 |
0.0014 |
0.1% |
1.2070 |
| Close |
1.2144 |
1.2143 |
-0.0001 |
0.0% |
1.2143 |
| Range |
0.0063 |
0.0063 |
0.0000 |
0.0% |
0.0128 |
| ATR |
0.0077 |
0.0076 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
199,525 |
218,641 |
19,116 |
9.6% |
1,023,189 |
|
| Daily Pivots for day following 29-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2326 |
1.2297 |
1.2177 |
|
| R3 |
1.2264 |
1.2235 |
1.2160 |
|
| R2 |
1.2201 |
1.2201 |
1.2154 |
|
| R1 |
1.2172 |
1.2172 |
1.2149 |
1.2187 |
| PP |
1.2139 |
1.2139 |
1.2139 |
1.2146 |
| S1 |
1.2110 |
1.2110 |
1.2137 |
1.2124 |
| S2 |
1.2076 |
1.2076 |
1.2132 |
|
| S3 |
1.2014 |
1.2047 |
1.2126 |
|
| S4 |
1.1951 |
1.1985 |
1.2109 |
|
|
| Weekly Pivots for week ending 29-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2519 |
1.2459 |
1.2213 |
|
| R3 |
1.2392 |
1.2331 |
1.2178 |
|
| R2 |
1.2264 |
1.2264 |
1.2166 |
|
| R1 |
1.2204 |
1.2204 |
1.2155 |
1.2170 |
| PP |
1.2137 |
1.2137 |
1.2137 |
1.2120 |
| S1 |
1.2076 |
1.2076 |
1.2131 |
1.2043 |
| S2 |
1.2009 |
1.2009 |
1.2120 |
|
| S3 |
1.1882 |
1.1949 |
1.2108 |
|
| S4 |
1.1754 |
1.1821 |
1.2073 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2197 |
1.2070 |
0.0128 |
1.0% |
0.0075 |
0.6% |
58% |
False |
False |
204,637 |
| 10 |
1.2203 |
1.2068 |
0.0136 |
1.1% |
0.0074 |
0.6% |
56% |
False |
False |
183,945 |
| 20 |
1.2368 |
1.2068 |
0.0301 |
2.5% |
0.0079 |
0.6% |
25% |
False |
False |
174,033 |
| 40 |
1.2368 |
1.2068 |
0.0301 |
2.5% |
0.0075 |
0.6% |
25% |
False |
False |
167,232 |
| 60 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0078 |
0.6% |
69% |
False |
False |
112,576 |
| 80 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0074 |
0.6% |
69% |
False |
False |
84,573 |
| 100 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0074 |
0.6% |
69% |
False |
False |
67,741 |
| 120 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0075 |
0.6% |
69% |
False |
False |
56,455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2434 |
|
2.618 |
1.2332 |
|
1.618 |
1.2269 |
|
1.000 |
1.2231 |
|
0.618 |
1.2207 |
|
HIGH |
1.2168 |
|
0.618 |
1.2144 |
|
0.500 |
1.2137 |
|
0.382 |
1.2129 |
|
LOW |
1.2106 |
|
0.618 |
1.2067 |
|
1.000 |
1.2043 |
|
1.618 |
1.2004 |
|
2.618 |
1.1942 |
|
4.250 |
1.1840 |
|
|
| Fisher Pivots for day following 29-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2141 |
1.2137 |
| PP |
1.2139 |
1.2132 |
| S1 |
1.2137 |
1.2126 |
|