CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 02-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2021 |
02-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2080 |
1.2053 |
-0.0028 |
-0.2% |
1.2130 |
| High |
1.2105 |
1.2098 |
-0.0008 |
-0.1% |
1.2249 |
| Low |
1.2031 |
1.1995 |
-0.0037 |
-0.3% |
1.2066 |
| Close |
1.2051 |
1.2088 |
0.0037 |
0.3% |
1.2082 |
| Range |
0.0074 |
0.0103 |
0.0029 |
39.2% |
0.0183 |
| ATR |
0.0074 |
0.0076 |
0.0002 |
2.8% |
0.0000 |
| Volume |
221,325 |
213,958 |
-7,367 |
-3.3% |
1,200,669 |
|
| Daily Pivots for day following 02-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2369 |
1.2331 |
1.2144 |
|
| R3 |
1.2266 |
1.2228 |
1.2116 |
|
| R2 |
1.2163 |
1.2163 |
1.2106 |
|
| R1 |
1.2125 |
1.2125 |
1.2097 |
1.2144 |
| PP |
1.2060 |
1.2060 |
1.2060 |
1.2069 |
| S1 |
1.2022 |
1.2022 |
1.2078 |
1.2041 |
| S2 |
1.1957 |
1.1957 |
1.2069 |
|
| S3 |
1.1854 |
1.1919 |
1.2059 |
|
| S4 |
1.1751 |
1.1816 |
1.2031 |
|
|
| 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 |
1.1995 |
0.0255 |
2.1% |
0.0091 |
0.8% |
37% |
False |
True |
257,138 |
| 10 |
1.2249 |
1.1995 |
0.0255 |
2.1% |
0.0078 |
0.6% |
37% |
False |
True |
219,273 |
| 20 |
1.2249 |
1.1961 |
0.0289 |
2.4% |
0.0071 |
0.6% |
44% |
False |
False |
195,630 |
| 40 |
1.2368 |
1.1961 |
0.0408 |
3.4% |
0.0074 |
0.6% |
31% |
False |
False |
186,088 |
| 60 |
1.2368 |
1.1961 |
0.0408 |
3.4% |
0.0074 |
0.6% |
31% |
False |
False |
179,404 |
| 80 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0076 |
0.6% |
61% |
False |
False |
135,607 |
| 100 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0074 |
0.6% |
61% |
False |
False |
108,601 |
| 120 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0074 |
0.6% |
61% |
False |
False |
90,569 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2535 |
|
2.618 |
1.2367 |
|
1.618 |
1.2264 |
|
1.000 |
1.2201 |
|
0.618 |
1.2161 |
|
HIGH |
1.2098 |
|
0.618 |
1.2058 |
|
0.500 |
1.2046 |
|
0.382 |
1.2034 |
|
LOW |
1.1995 |
|
0.618 |
1.1931 |
|
1.000 |
1.1892 |
|
1.618 |
1.1828 |
|
2.618 |
1.1725 |
|
4.250 |
1.1557 |
|
|
| Fisher Pivots for day following 02-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2074 |
1.2091 |
| PP |
1.2060 |
1.2090 |
| S1 |
1.2046 |
1.2089 |
|