CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 24-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2021 |
24-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2164 |
1.2153 |
-0.0012 |
-0.1% |
1.2129 |
| High |
1.2186 |
1.2180 |
-0.0007 |
-0.1% |
1.2177 |
| Low |
1.2140 |
1.2114 |
-0.0027 |
-0.2% |
1.2030 |
| Close |
1.2149 |
1.2153 |
0.0005 |
0.0% |
1.2122 |
| Range |
0.0046 |
0.0066 |
0.0020 |
43.5% |
0.0147 |
| ATR |
0.0068 |
0.0068 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
157,735 |
217,783 |
60,048 |
38.1% |
820,667 |
|
| Daily Pivots for day following 24-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2347 |
1.2316 |
1.2189 |
|
| R3 |
1.2281 |
1.2250 |
1.2171 |
|
| R2 |
1.2215 |
1.2215 |
1.2165 |
|
| R1 |
1.2184 |
1.2184 |
1.2159 |
1.2199 |
| PP |
1.2149 |
1.2149 |
1.2149 |
1.2156 |
| S1 |
1.2118 |
1.2118 |
1.2147 |
1.2133 |
| S2 |
1.2083 |
1.2083 |
1.2141 |
|
| S3 |
1.2017 |
1.2052 |
1.2135 |
|
| S4 |
1.1951 |
1.1986 |
1.2117 |
|
|
| 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 |
1.2186 |
1.2041 |
0.0145 |
1.2% |
0.0063 |
0.5% |
77% |
False |
False |
183,380 |
| 10 |
1.2186 |
1.2030 |
0.0157 |
1.3% |
0.0060 |
0.5% |
79% |
False |
False |
180,384 |
| 20 |
1.2186 |
1.1961 |
0.0226 |
1.9% |
0.0067 |
0.6% |
85% |
False |
False |
186,473 |
| 40 |
1.2368 |
1.1961 |
0.0408 |
3.4% |
0.0072 |
0.6% |
47% |
False |
False |
172,244 |
| 60 |
1.2368 |
1.1918 |
0.0450 |
3.7% |
0.0074 |
0.6% |
52% |
False |
False |
162,554 |
| 80 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0075 |
0.6% |
70% |
False |
False |
122,293 |
| 100 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0072 |
0.6% |
70% |
False |
False |
97,942 |
| 120 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0073 |
0.6% |
70% |
False |
False |
81,676 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2460 |
|
2.618 |
1.2352 |
|
1.618 |
1.2286 |
|
1.000 |
1.2246 |
|
0.618 |
1.2220 |
|
HIGH |
1.2180 |
|
0.618 |
1.2154 |
|
0.500 |
1.2147 |
|
0.382 |
1.2139 |
|
LOW |
1.2114 |
|
0.618 |
1.2073 |
|
1.000 |
1.2048 |
|
1.618 |
1.2007 |
|
2.618 |
1.1941 |
|
4.250 |
1.1833 |
|
|
| Fisher Pivots for day following 24-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2151 |
1.2149 |
| PP |
1.2149 |
1.2145 |
| S1 |
1.2147 |
1.2141 |
|