CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 01-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2021 |
01-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2185 |
1.2080 |
-0.0105 |
-0.9% |
1.2130 |
| High |
1.2188 |
1.2105 |
-0.0083 |
-0.7% |
1.2249 |
| Low |
1.2066 |
1.2031 |
-0.0035 |
-0.3% |
1.2066 |
| Close |
1.2082 |
1.2051 |
-0.0031 |
-0.3% |
1.2082 |
| Range |
0.0122 |
0.0074 |
-0.0048 |
-39.3% |
0.0183 |
| ATR |
0.0074 |
0.0074 |
0.0000 |
0.0% |
0.0000 |
| Volume |
309,072 |
221,325 |
-87,747 |
-28.4% |
1,200,669 |
|
| Daily Pivots for day following 01-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2284 |
1.2241 |
1.2091 |
|
| R3 |
1.2210 |
1.2167 |
1.2071 |
|
| R2 |
1.2136 |
1.2136 |
1.2064 |
|
| R1 |
1.2093 |
1.2093 |
1.2057 |
1.2078 |
| PP |
1.2062 |
1.2062 |
1.2062 |
1.2054 |
| S1 |
1.2019 |
1.2019 |
1.2044 |
1.2004 |
| S2 |
1.1988 |
1.1988 |
1.2037 |
|
| S3 |
1.1914 |
1.1945 |
1.2030 |
|
| S4 |
1.1840 |
1.1871 |
1.2010 |
|
|
| 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 |
1.2031 |
0.0218 |
1.8% |
0.0079 |
0.7% |
9% |
False |
True |
245,893 |
| 10 |
1.2249 |
1.2030 |
0.0220 |
1.8% |
0.0076 |
0.6% |
10% |
False |
False |
224,266 |
| 20 |
1.2249 |
1.1961 |
0.0289 |
2.4% |
0.0070 |
0.6% |
31% |
False |
False |
194,036 |
| 40 |
1.2368 |
1.1961 |
0.0408 |
3.4% |
0.0074 |
0.6% |
22% |
False |
False |
184,034 |
| 60 |
1.2368 |
1.1961 |
0.0408 |
3.4% |
0.0073 |
0.6% |
22% |
False |
False |
176,167 |
| 80 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0076 |
0.6% |
56% |
False |
False |
132,941 |
| 100 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0073 |
0.6% |
56% |
False |
False |
106,466 |
| 120 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0073 |
0.6% |
56% |
False |
False |
88,790 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2420 |
|
2.618 |
1.2299 |
|
1.618 |
1.2225 |
|
1.000 |
1.2179 |
|
0.618 |
1.2151 |
|
HIGH |
1.2105 |
|
0.618 |
1.2077 |
|
0.500 |
1.2068 |
|
0.382 |
1.2059 |
|
LOW |
1.2031 |
|
0.618 |
1.1985 |
|
1.000 |
1.1957 |
|
1.618 |
1.1911 |
|
2.618 |
1.1837 |
|
4.250 |
1.1717 |
|
|
| Fisher Pivots for day following 01-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2068 |
1.2140 |
| PP |
1.2062 |
1.2110 |
| S1 |
1.2056 |
1.2080 |
|