CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 22-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2021 |
22-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2098 |
1.2130 |
0.0032 |
0.3% |
1.2129 |
| High |
1.2151 |
1.2175 |
0.0024 |
0.2% |
1.2177 |
| Low |
1.2088 |
1.2096 |
0.0009 |
0.1% |
1.2030 |
| Close |
1.2122 |
1.2173 |
0.0052 |
0.4% |
1.2122 |
| Range |
0.0063 |
0.0079 |
0.0016 |
24.6% |
0.0147 |
| ATR |
0.0069 |
0.0070 |
0.0001 |
1.0% |
0.0000 |
| Volume |
172,777 |
192,525 |
19,748 |
11.4% |
820,667 |
|
| Daily Pivots for day following 22-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2383 |
1.2357 |
1.2216 |
|
| R3 |
1.2305 |
1.2278 |
1.2195 |
|
| R2 |
1.2226 |
1.2226 |
1.2187 |
|
| R1 |
1.2200 |
1.2200 |
1.2180 |
1.2213 |
| PP |
1.2148 |
1.2148 |
1.2148 |
1.2155 |
| S1 |
1.2121 |
1.2121 |
1.2166 |
1.2135 |
| S2 |
1.2069 |
1.2069 |
1.2159 |
|
| S3 |
1.1991 |
1.2043 |
1.2151 |
|
| S4 |
1.1912 |
1.1964 |
1.2130 |
|
|
| Weekly Pivots for week ending 19-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2550 |
1.2483 |
1.2202 |
|
| R3 |
1.2403 |
1.2336 |
1.2162 |
|
| R2 |
1.2256 |
1.2256 |
1.2148 |
|
| R1 |
1.2189 |
1.2189 |
1.2135 |
1.2149 |
| PP |
1.2109 |
1.2109 |
1.2109 |
1.2089 |
| S1 |
1.2042 |
1.2042 |
1.2108 |
1.2002 |
| S2 |
1.1962 |
1.1962 |
1.2095 |
|
| S3 |
1.1815 |
1.1895 |
1.2081 |
|
| S4 |
1.1668 |
1.1748 |
1.2041 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2177 |
1.2030 |
0.0147 |
1.2% |
0.0072 |
0.6% |
98% |
False |
False |
202,638 |
| 10 |
1.2177 |
1.2029 |
0.0148 |
1.2% |
0.0060 |
0.5% |
98% |
False |
False |
175,877 |
| 20 |
1.2197 |
1.1961 |
0.0237 |
1.9% |
0.0068 |
0.6% |
90% |
False |
False |
183,722 |
| 40 |
1.2368 |
1.1961 |
0.0408 |
3.3% |
0.0072 |
0.6% |
52% |
False |
False |
168,871 |
| 60 |
1.2368 |
1.1872 |
0.0497 |
4.1% |
0.0073 |
0.6% |
61% |
False |
False |
156,429 |
| 80 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0075 |
0.6% |
73% |
False |
False |
117,620 |
| 100 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0073 |
0.6% |
73% |
False |
False |
94,193 |
| 120 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0074 |
0.6% |
73% |
False |
False |
78,548 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2508 |
|
2.618 |
1.2380 |
|
1.618 |
1.2302 |
|
1.000 |
1.2253 |
|
0.618 |
1.2223 |
|
HIGH |
1.2175 |
|
0.618 |
1.2145 |
|
0.500 |
1.2135 |
|
0.382 |
1.2126 |
|
LOW |
1.2096 |
|
0.618 |
1.2047 |
|
1.000 |
1.2018 |
|
1.618 |
1.1969 |
|
2.618 |
1.1890 |
|
4.250 |
1.1762 |
|
|
| Fisher Pivots for day following 22-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2160 |
1.2151 |
| PP |
1.2148 |
1.2130 |
| S1 |
1.2135 |
1.2108 |
|