CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 12-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2021 |
12-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2128 |
1.2140 |
0.0012 |
0.1% |
1.2054 |
| High |
1.2157 |
1.2141 |
-0.0016 |
-0.1% |
1.2157 |
| Low |
1.2121 |
1.2088 |
-0.0033 |
-0.3% |
1.2029 |
| Close |
1.2138 |
1.2123 |
-0.0015 |
-0.1% |
1.2123 |
| Range |
0.0037 |
0.0054 |
0.0017 |
46.6% |
0.0129 |
| ATR |
0.0069 |
0.0068 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
115,529 |
146,837 |
31,308 |
27.1% |
745,581 |
|
| Daily Pivots for day following 12-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2278 |
1.2254 |
1.2152 |
|
| R3 |
1.2224 |
1.2200 |
1.2138 |
|
| R2 |
1.2171 |
1.2171 |
1.2133 |
|
| R1 |
1.2147 |
1.2147 |
1.2128 |
1.2132 |
| PP |
1.2117 |
1.2117 |
1.2117 |
1.2110 |
| S1 |
1.2093 |
1.2093 |
1.2118 |
1.2079 |
| S2 |
1.2064 |
1.2064 |
1.2113 |
|
| S3 |
1.2010 |
1.2040 |
1.2108 |
|
| S4 |
1.1957 |
1.1986 |
1.2094 |
|
|
| Weekly Pivots for week ending 12-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2488 |
1.2434 |
1.2194 |
|
| R3 |
1.2360 |
1.2306 |
1.2158 |
|
| R2 |
1.2231 |
1.2231 |
1.2147 |
|
| R1 |
1.2177 |
1.2177 |
1.2135 |
1.2204 |
| PP |
1.2103 |
1.2103 |
1.2103 |
1.2116 |
| S1 |
1.2049 |
1.2049 |
1.2111 |
1.2076 |
| S2 |
1.1974 |
1.1974 |
1.2099 |
|
| S3 |
1.1846 |
1.1920 |
1.2088 |
|
| S4 |
1.1717 |
1.1792 |
1.2052 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2157 |
1.2029 |
0.0129 |
1.1% |
0.0049 |
0.4% |
74% |
False |
False |
149,116 |
| 10 |
1.2157 |
1.1961 |
0.0197 |
1.6% |
0.0064 |
0.5% |
83% |
False |
False |
163,806 |
| 20 |
1.2203 |
1.1961 |
0.0243 |
2.0% |
0.0069 |
0.6% |
67% |
False |
False |
173,876 |
| 40 |
1.2368 |
1.1961 |
0.0408 |
3.4% |
0.0074 |
0.6% |
40% |
False |
False |
168,538 |
| 60 |
1.2368 |
1.1833 |
0.0535 |
4.4% |
0.0073 |
0.6% |
54% |
False |
False |
139,652 |
| 80 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0074 |
0.6% |
66% |
False |
False |
104,985 |
| 100 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0073 |
0.6% |
66% |
False |
False |
84,080 |
| 120 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0074 |
0.6% |
66% |
False |
False |
70,105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2368 |
|
2.618 |
1.2281 |
|
1.618 |
1.2228 |
|
1.000 |
1.2195 |
|
0.618 |
1.2174 |
|
HIGH |
1.2141 |
|
0.618 |
1.2121 |
|
0.500 |
1.2114 |
|
0.382 |
1.2108 |
|
LOW |
1.2088 |
|
0.618 |
1.2054 |
|
1.000 |
1.2034 |
|
1.618 |
1.2001 |
|
2.618 |
1.1947 |
|
4.250 |
1.1860 |
|
|
| Fisher Pivots for day following 12-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2120 |
1.2123 |
| PP |
1.2117 |
1.2123 |
| S1 |
1.2114 |
1.2122 |
|