CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 26-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2021 |
26-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2171 |
1.2185 |
0.0014 |
0.1% |
1.2130 |
| High |
1.2249 |
1.2188 |
-0.0061 |
-0.5% |
1.2249 |
| Low |
1.2160 |
1.2066 |
-0.0094 |
-0.8% |
1.2066 |
| Close |
1.2189 |
1.2082 |
-0.0107 |
-0.9% |
1.2082 |
| Range |
0.0089 |
0.0122 |
0.0033 |
37.1% |
0.0183 |
| ATR |
0.0070 |
0.0074 |
0.0004 |
5.4% |
0.0000 |
| Volume |
323,554 |
309,072 |
-14,482 |
-4.5% |
1,200,669 |
|
| Daily Pivots for day following 26-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2478 |
1.2402 |
1.2149 |
|
| R3 |
1.2356 |
1.2280 |
1.2115 |
|
| R2 |
1.2234 |
1.2234 |
1.2104 |
|
| R1 |
1.2158 |
1.2158 |
1.2093 |
1.2135 |
| PP |
1.2112 |
1.2112 |
1.2112 |
1.2100 |
| S1 |
1.2036 |
1.2036 |
1.2070 |
1.2013 |
| S2 |
1.1990 |
1.1990 |
1.2059 |
|
| S3 |
1.1868 |
1.1914 |
1.2048 |
|
| S4 |
1.1746 |
1.1792 |
1.2014 |
|
|
| Weekly Pivots for week ending 26-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2681 |
1.2564 |
1.2182 |
|
| R3 |
1.2498 |
1.2381 |
1.2132 |
|
| R2 |
1.2315 |
1.2315 |
1.2115 |
|
| R1 |
1.2198 |
1.2198 |
1.2098 |
1.2165 |
| PP |
1.2132 |
1.2132 |
1.2132 |
1.2116 |
| S1 |
1.2015 |
1.2015 |
1.2065 |
1.1982 |
| S2 |
1.1949 |
1.1949 |
1.2048 |
|
| S3 |
1.1766 |
1.1832 |
1.2031 |
|
| S4 |
1.1583 |
1.1649 |
1.1981 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2249 |
1.2066 |
0.0183 |
1.5% |
0.0080 |
0.7% |
8% |
False |
True |
240,133 |
| 10 |
1.2249 |
1.2030 |
0.0220 |
1.8% |
0.0074 |
0.6% |
24% |
False |
False |
216,817 |
| 20 |
1.2249 |
1.1961 |
0.0289 |
2.4% |
0.0069 |
0.6% |
42% |
False |
False |
193,902 |
| 40 |
1.2368 |
1.1961 |
0.0408 |
3.4% |
0.0074 |
0.6% |
30% |
False |
False |
181,847 |
| 60 |
1.2368 |
1.1961 |
0.0408 |
3.4% |
0.0074 |
0.6% |
30% |
False |
False |
172,802 |
| 80 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0075 |
0.6% |
61% |
False |
False |
130,182 |
| 100 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0073 |
0.6% |
61% |
False |
False |
104,257 |
| 120 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0073 |
0.6% |
61% |
False |
False |
86,946 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2707 |
|
2.618 |
1.2507 |
|
1.618 |
1.2385 |
|
1.000 |
1.2310 |
|
0.618 |
1.2263 |
|
HIGH |
1.2188 |
|
0.618 |
1.2141 |
|
0.500 |
1.2127 |
|
0.382 |
1.2113 |
|
LOW |
1.2066 |
|
0.618 |
1.1991 |
|
1.000 |
1.1944 |
|
1.618 |
1.1869 |
|
2.618 |
1.1747 |
|
4.250 |
1.1548 |
|
|
| Fisher Pivots for day following 26-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2127 |
1.2158 |
| PP |
1.2112 |
1.2132 |
| S1 |
1.2097 |
1.2107 |
|