CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 09-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2021 |
09-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1919 |
1.1849 |
-0.0071 |
-0.6% |
1.2080 |
| High |
1.1934 |
1.1917 |
-0.0018 |
-0.1% |
1.2116 |
| Low |
1.1846 |
1.1837 |
-0.0009 |
-0.1% |
1.1895 |
| Close |
1.1859 |
1.1902 |
0.0043 |
0.4% |
1.1915 |
| Range |
0.0089 |
0.0080 |
-0.0009 |
-9.6% |
0.0222 |
| ATR |
0.0079 |
0.0079 |
0.0000 |
0.1% |
0.0000 |
| Volume |
226,412 |
262,709 |
36,297 |
16.0% |
1,172,265 |
|
| Daily Pivots for day following 09-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2125 |
1.2094 |
1.1946 |
|
| R3 |
1.2045 |
1.2014 |
1.1924 |
|
| R2 |
1.1965 |
1.1965 |
1.1917 |
|
| R1 |
1.1934 |
1.1934 |
1.1909 |
1.1949 |
| PP |
1.1885 |
1.1885 |
1.1885 |
1.1893 |
| S1 |
1.1854 |
1.1854 |
1.1895 |
1.1869 |
| S2 |
1.1805 |
1.1805 |
1.1887 |
|
| S3 |
1.1725 |
1.1774 |
1.1880 |
|
| S4 |
1.1645 |
1.1694 |
1.1858 |
|
|
| Weekly Pivots for week ending 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2640 |
1.2499 |
1.2037 |
|
| R3 |
1.2418 |
1.2277 |
1.1976 |
|
| R2 |
1.2197 |
1.2197 |
1.1956 |
|
| R1 |
1.2056 |
1.2056 |
1.1935 |
1.2016 |
| PP |
1.1975 |
1.1975 |
1.1975 |
1.1955 |
| S1 |
1.1834 |
1.1834 |
1.1895 |
1.1794 |
| S2 |
1.1754 |
1.1754 |
1.1874 |
|
| S3 |
1.1532 |
1.1613 |
1.1854 |
|
| S4 |
1.1311 |
1.1391 |
1.1793 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2116 |
1.1837 |
0.0280 |
2.3% |
0.0085 |
0.7% |
23% |
False |
True |
245,220 |
| 10 |
1.2249 |
1.1837 |
0.0413 |
3.5% |
0.0088 |
0.7% |
16% |
False |
True |
251,179 |
| 20 |
1.2249 |
1.1837 |
0.0413 |
3.5% |
0.0074 |
0.6% |
16% |
False |
True |
214,030 |
| 40 |
1.2249 |
1.1837 |
0.0413 |
3.5% |
0.0074 |
0.6% |
16% |
False |
True |
194,123 |
| 60 |
1.2368 |
1.1837 |
0.0532 |
4.5% |
0.0075 |
0.6% |
12% |
False |
True |
189,501 |
| 80 |
1.2368 |
1.1781 |
0.0587 |
4.9% |
0.0073 |
0.6% |
21% |
False |
False |
150,869 |
| 100 |
1.2368 |
1.1640 |
0.0728 |
6.1% |
0.0075 |
0.6% |
36% |
False |
False |
120,840 |
| 120 |
1.2368 |
1.1640 |
0.0728 |
6.1% |
0.0074 |
0.6% |
36% |
False |
False |
100,772 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2257 |
|
2.618 |
1.2126 |
|
1.618 |
1.2046 |
|
1.000 |
1.1997 |
|
0.618 |
1.1966 |
|
HIGH |
1.1917 |
|
0.618 |
1.1886 |
|
0.500 |
1.1877 |
|
0.382 |
1.1867 |
|
LOW |
1.1837 |
|
0.618 |
1.1787 |
|
1.000 |
1.1757 |
|
1.618 |
1.1707 |
|
2.618 |
1.1627 |
|
4.250 |
1.1497 |
|
|
| Fisher Pivots for day following 09-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1894 |
1.1907 |
| PP |
1.1885 |
1.1905 |
| S1 |
1.1877 |
1.1904 |
|