CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 01-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2021 |
01-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2135 |
1.2142 |
0.0007 |
0.1% |
1.2183 |
| High |
1.2168 |
1.2148 |
-0.0021 |
-0.2% |
1.2197 |
| Low |
1.2106 |
1.2067 |
-0.0039 |
-0.3% |
1.2070 |
| Close |
1.2143 |
1.2078 |
-0.0065 |
-0.5% |
1.2143 |
| Range |
0.0063 |
0.0081 |
0.0019 |
29.6% |
0.0128 |
| ATR |
0.0076 |
0.0076 |
0.0000 |
0.5% |
0.0000 |
| Volume |
218,641 |
182,067 |
-36,574 |
-16.7% |
1,023,189 |
|
| Daily Pivots for day following 01-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2340 |
1.2290 |
1.2123 |
|
| R3 |
1.2259 |
1.2209 |
1.2100 |
|
| R2 |
1.2178 |
1.2178 |
1.2093 |
|
| R1 |
1.2128 |
1.2128 |
1.2085 |
1.2113 |
| PP |
1.2097 |
1.2097 |
1.2097 |
1.2090 |
| S1 |
1.2047 |
1.2047 |
1.2071 |
1.2032 |
| S2 |
1.2016 |
1.2016 |
1.2063 |
|
| S3 |
1.1935 |
1.1966 |
1.2056 |
|
| S4 |
1.1854 |
1.1885 |
1.2033 |
|
|
| 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 |
1.2189 |
1.2067 |
0.0123 |
1.0% |
0.0078 |
0.6% |
9% |
False |
True |
209,797 |
| 10 |
1.2203 |
1.2067 |
0.0137 |
1.1% |
0.0074 |
0.6% |
8% |
False |
True |
187,870 |
| 20 |
1.2368 |
1.2067 |
0.0302 |
2.5% |
0.0078 |
0.6% |
4% |
False |
True |
176,546 |
| 40 |
1.2368 |
1.2067 |
0.0302 |
2.5% |
0.0075 |
0.6% |
4% |
False |
True |
171,291 |
| 60 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0077 |
0.6% |
60% |
False |
False |
115,599 |
| 80 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0074 |
0.6% |
60% |
False |
False |
86,843 |
| 100 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0074 |
0.6% |
60% |
False |
False |
69,557 |
| 120 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0075 |
0.6% |
60% |
False |
False |
57,972 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2492 |
|
2.618 |
1.2360 |
|
1.618 |
1.2279 |
|
1.000 |
1.2229 |
|
0.618 |
1.2198 |
|
HIGH |
1.2148 |
|
0.618 |
1.2117 |
|
0.500 |
1.2107 |
|
0.382 |
1.2097 |
|
LOW |
1.2067 |
|
0.618 |
1.2016 |
|
1.000 |
1.1986 |
|
1.618 |
1.1935 |
|
2.618 |
1.1854 |
|
4.250 |
1.1722 |
|
|
| Fisher Pivots for day following 01-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2107 |
1.2117 |
| PP |
1.2097 |
1.2104 |
| S1 |
1.2088 |
1.2091 |
|