CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 11-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2021 |
11-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2128 |
1.2128 |
-0.0001 |
0.0% |
1.2142 |
| High |
1.2152 |
1.2157 |
0.0006 |
0.0% |
1.2148 |
| Low |
1.2117 |
1.2121 |
0.0004 |
0.0% |
1.1961 |
| Close |
1.2137 |
1.2138 |
0.0001 |
0.0% |
1.2053 |
| Range |
0.0035 |
0.0037 |
0.0002 |
4.3% |
0.0187 |
| ATR |
0.0072 |
0.0069 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
152,771 |
115,529 |
-37,242 |
-24.4% |
892,484 |
|
| Daily Pivots for day following 11-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2248 |
1.2230 |
1.2158 |
|
| R3 |
1.2212 |
1.2193 |
1.2148 |
|
| R2 |
1.2175 |
1.2175 |
1.2145 |
|
| R1 |
1.2157 |
1.2157 |
1.2141 |
1.2166 |
| PP |
1.2139 |
1.2139 |
1.2139 |
1.2143 |
| S1 |
1.2120 |
1.2120 |
1.2135 |
1.2129 |
| S2 |
1.2102 |
1.2102 |
1.2131 |
|
| S3 |
1.2066 |
1.2084 |
1.2128 |
|
| S4 |
1.2029 |
1.2047 |
1.2118 |
|
|
| Weekly Pivots for week ending 05-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2615 |
1.2521 |
1.2155 |
|
| R3 |
1.2428 |
1.2334 |
1.2104 |
|
| R2 |
1.2241 |
1.2241 |
1.2087 |
|
| R1 |
1.2147 |
1.2147 |
1.2070 |
1.2100 |
| PP |
1.2054 |
1.2054 |
1.2054 |
1.2030 |
| S1 |
1.1960 |
1.1960 |
1.2035 |
1.1913 |
| S2 |
1.1867 |
1.1867 |
1.2018 |
|
| S3 |
1.1680 |
1.1773 |
1.2001 |
|
| S4 |
1.1493 |
1.1586 |
1.1950 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2157 |
1.1961 |
0.0197 |
1.6% |
0.0058 |
0.5% |
90% |
True |
False |
158,315 |
| 10 |
1.2168 |
1.1961 |
0.0208 |
1.7% |
0.0064 |
0.5% |
86% |
False |
False |
170,986 |
| 20 |
1.2203 |
1.1961 |
0.0243 |
2.0% |
0.0070 |
0.6% |
73% |
False |
False |
174,848 |
| 40 |
1.2368 |
1.1961 |
0.0408 |
3.4% |
0.0074 |
0.6% |
44% |
False |
False |
168,538 |
| 60 |
1.2368 |
1.1833 |
0.0535 |
4.4% |
0.0073 |
0.6% |
57% |
False |
False |
137,227 |
| 80 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0075 |
0.6% |
68% |
False |
False |
103,154 |
| 100 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0073 |
0.6% |
68% |
False |
False |
82,617 |
| 120 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0075 |
0.6% |
68% |
False |
False |
68,881 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2312 |
|
2.618 |
1.2253 |
|
1.618 |
1.2216 |
|
1.000 |
1.2194 |
|
0.618 |
1.2180 |
|
HIGH |
1.2157 |
|
0.618 |
1.2143 |
|
0.500 |
1.2139 |
|
0.382 |
1.2134 |
|
LOW |
1.2121 |
|
0.618 |
1.2098 |
|
1.000 |
1.2084 |
|
1.618 |
1.2061 |
|
2.618 |
1.2025 |
|
4.250 |
1.1965 |
|
|
| Fisher Pivots for day following 11-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2139 |
1.2127 |
| PP |
1.2139 |
1.2117 |
| S1 |
1.2138 |
1.2106 |
|