CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 04-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2021 |
04-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2053 |
1.2045 |
-0.0008 |
-0.1% |
1.2183 |
| High |
1.2060 |
1.2052 |
-0.0008 |
-0.1% |
1.2197 |
| Low |
1.2014 |
1.1966 |
-0.0048 |
-0.4% |
1.2070 |
| Close |
1.2036 |
1.1976 |
-0.0061 |
-0.5% |
1.2143 |
| Range |
0.0047 |
0.0086 |
0.0040 |
84.9% |
0.0128 |
| ATR |
0.0074 |
0.0075 |
0.0001 |
1.2% |
0.0000 |
| Volume |
155,420 |
167,699 |
12,279 |
7.9% |
1,023,189 |
|
| Daily Pivots for day following 04-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2256 |
1.2202 |
1.2023 |
|
| R3 |
1.2170 |
1.2116 |
1.1999 |
|
| R2 |
1.2084 |
1.2084 |
1.1991 |
|
| R1 |
1.2030 |
1.2030 |
1.1983 |
1.2014 |
| PP |
1.1998 |
1.1998 |
1.1998 |
1.1990 |
| S1 |
1.1944 |
1.1944 |
1.1968 |
1.1928 |
| S2 |
1.1912 |
1.1912 |
1.1960 |
|
| S3 |
1.1826 |
1.1858 |
1.1952 |
|
| S4 |
1.1740 |
1.1772 |
1.1928 |
|
|
| 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 |
1.2168 |
1.1966 |
0.0202 |
1.7% |
0.0071 |
0.6% |
5% |
False |
True |
183,658 |
| 10 |
1.2203 |
1.1966 |
0.0237 |
2.0% |
0.0070 |
0.6% |
4% |
False |
True |
185,939 |
| 20 |
1.2362 |
1.1966 |
0.0396 |
3.3% |
0.0077 |
0.6% |
2% |
False |
True |
175,892 |
| 40 |
1.2368 |
1.1966 |
0.0402 |
3.4% |
0.0075 |
0.6% |
2% |
False |
True |
179,944 |
| 60 |
1.2368 |
1.1781 |
0.0587 |
4.9% |
0.0074 |
0.6% |
33% |
False |
False |
124,174 |
| 80 |
1.2368 |
1.1640 |
0.0728 |
6.1% |
0.0075 |
0.6% |
46% |
False |
False |
93,293 |
| 100 |
1.2368 |
1.1640 |
0.0728 |
6.1% |
0.0074 |
0.6% |
46% |
False |
False |
74,729 |
| 120 |
1.2368 |
1.1640 |
0.0728 |
6.1% |
0.0075 |
0.6% |
46% |
False |
False |
62,285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2418 |
|
2.618 |
1.2277 |
|
1.618 |
1.2191 |
|
1.000 |
1.2138 |
|
0.618 |
1.2105 |
|
HIGH |
1.2052 |
|
0.618 |
1.2019 |
|
0.500 |
1.2009 |
|
0.382 |
1.1999 |
|
LOW |
1.1966 |
|
0.618 |
1.1913 |
|
1.000 |
1.1880 |
|
1.618 |
1.1827 |
|
2.618 |
1.1741 |
|
4.250 |
1.1601 |
|
|
| Fisher Pivots for day following 04-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2009 |
1.2032 |
| PP |
1.1998 |
1.2013 |
| S1 |
1.1987 |
1.1994 |
|