CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 04-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2021 |
04-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2088 |
1.2067 |
-0.0021 |
-0.2% |
1.2130 |
| High |
1.2116 |
1.2069 |
-0.0048 |
-0.4% |
1.2249 |
| Low |
1.2046 |
1.1964 |
-0.0082 |
-0.7% |
1.2066 |
| Close |
1.2069 |
1.1968 |
-0.0101 |
-0.8% |
1.2082 |
| Range |
0.0071 |
0.0105 |
0.0035 |
48.9% |
0.0183 |
| ATR |
0.0075 |
0.0077 |
0.0002 |
2.8% |
0.0000 |
| Volume |
192,159 |
253,320 |
61,161 |
31.8% |
1,200,669 |
|
| Daily Pivots for day following 04-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2315 |
1.2246 |
1.2025 |
|
| R3 |
1.2210 |
1.2141 |
1.1996 |
|
| R2 |
1.2105 |
1.2105 |
1.1987 |
|
| R1 |
1.2036 |
1.2036 |
1.1977 |
1.2018 |
| PP |
1.2000 |
1.2000 |
1.2000 |
1.1991 |
| S1 |
1.1931 |
1.1931 |
1.1958 |
1.1913 |
| S2 |
1.1895 |
1.1895 |
1.1948 |
|
| S3 |
1.1790 |
1.1826 |
1.1939 |
|
| S4 |
1.1685 |
1.1721 |
1.1910 |
|
|
| 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 |
1.2188 |
1.1964 |
0.0225 |
1.9% |
0.0095 |
0.8% |
2% |
False |
True |
237,966 |
| 10 |
1.2249 |
1.1964 |
0.0286 |
2.4% |
0.0082 |
0.7% |
1% |
False |
True |
225,420 |
| 20 |
1.2249 |
1.1961 |
0.0289 |
2.4% |
0.0073 |
0.6% |
2% |
False |
False |
200,410 |
| 40 |
1.2368 |
1.1961 |
0.0408 |
3.4% |
0.0075 |
0.6% |
2% |
False |
False |
189,334 |
| 60 |
1.2368 |
1.1961 |
0.0408 |
3.4% |
0.0074 |
0.6% |
2% |
False |
False |
185,637 |
| 80 |
1.2368 |
1.1781 |
0.0587 |
4.9% |
0.0074 |
0.6% |
32% |
False |
False |
141,150 |
| 100 |
1.2368 |
1.1640 |
0.0728 |
6.1% |
0.0074 |
0.6% |
45% |
False |
False |
113,048 |
| 120 |
1.2368 |
1.1640 |
0.0728 |
6.1% |
0.0074 |
0.6% |
45% |
False |
False |
94,279 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2515 |
|
2.618 |
1.2343 |
|
1.618 |
1.2238 |
|
1.000 |
1.2174 |
|
0.618 |
1.2133 |
|
HIGH |
1.2069 |
|
0.618 |
1.2028 |
|
0.500 |
1.2016 |
|
0.382 |
1.2004 |
|
LOW |
1.1964 |
|
0.618 |
1.1899 |
|
1.000 |
1.1859 |
|
1.618 |
1.1794 |
|
2.618 |
1.1689 |
|
4.250 |
1.1517 |
|
|
| Fisher Pivots for day following 04-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2016 |
1.2040 |
| PP |
1.2000 |
1.2016 |
| S1 |
1.1984 |
1.1992 |
|