CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 25-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2021 |
25-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2153 |
1.2171 |
0.0019 |
0.2% |
1.2129 |
| High |
1.2180 |
1.2249 |
0.0070 |
0.6% |
1.2177 |
| Low |
1.2114 |
1.2160 |
0.0047 |
0.4% |
1.2030 |
| Close |
1.2153 |
1.2189 |
0.0036 |
0.3% |
1.2122 |
| Range |
0.0066 |
0.0089 |
0.0023 |
34.8% |
0.0147 |
| ATR |
0.0068 |
0.0070 |
0.0002 |
3.0% |
0.0000 |
| Volume |
217,783 |
323,554 |
105,771 |
48.6% |
820,667 |
|
| Daily Pivots for day following 25-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2466 |
1.2416 |
1.2237 |
|
| R3 |
1.2377 |
1.2327 |
1.2213 |
|
| R2 |
1.2288 |
1.2288 |
1.2205 |
|
| R1 |
1.2238 |
1.2238 |
1.2197 |
1.2263 |
| PP |
1.2199 |
1.2199 |
1.2199 |
1.2212 |
| S1 |
1.2149 |
1.2149 |
1.2180 |
1.2174 |
| S2 |
1.2110 |
1.2110 |
1.2172 |
|
| S3 |
1.2021 |
1.2060 |
1.2164 |
|
| S4 |
1.1932 |
1.1971 |
1.2140 |
|
|
| 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 |
1.2249 |
1.2088 |
0.0162 |
1.3% |
0.0069 |
0.6% |
63% |
True |
False |
212,874 |
| 10 |
1.2249 |
1.2030 |
0.0220 |
1.8% |
0.0065 |
0.5% |
72% |
True |
False |
197,463 |
| 20 |
1.2249 |
1.1961 |
0.0289 |
2.4% |
0.0066 |
0.5% |
79% |
True |
False |
188,424 |
| 40 |
1.2368 |
1.1961 |
0.0408 |
3.3% |
0.0072 |
0.6% |
56% |
False |
False |
177,287 |
| 60 |
1.2368 |
1.1957 |
0.0411 |
3.4% |
0.0074 |
0.6% |
56% |
False |
False |
167,824 |
| 80 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0074 |
0.6% |
75% |
False |
False |
126,328 |
| 100 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0073 |
0.6% |
75% |
False |
False |
101,173 |
| 120 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0073 |
0.6% |
75% |
False |
False |
84,372 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2627 |
|
2.618 |
1.2482 |
|
1.618 |
1.2393 |
|
1.000 |
1.2338 |
|
0.618 |
1.2304 |
|
HIGH |
1.2249 |
|
0.618 |
1.2215 |
|
0.500 |
1.2205 |
|
0.382 |
1.2194 |
|
LOW |
1.2160 |
|
0.618 |
1.2105 |
|
1.000 |
1.2071 |
|
1.618 |
1.2016 |
|
2.618 |
1.1927 |
|
4.250 |
1.1782 |
|
|
| Fisher Pivots for day following 25-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2205 |
1.2186 |
| PP |
1.2199 |
1.2184 |
| S1 |
1.2194 |
1.2181 |
|