CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 10-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2021 |
10-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1849 |
1.1905 |
0.0056 |
0.5% |
1.2080 |
| High |
1.1917 |
1.1931 |
0.0015 |
0.1% |
1.2116 |
| Low |
1.1837 |
1.1870 |
0.0034 |
0.3% |
1.1895 |
| Close |
1.1902 |
1.1923 |
0.0021 |
0.2% |
1.1915 |
| Range |
0.0080 |
0.0061 |
-0.0019 |
-23.8% |
0.0222 |
| ATR |
0.0079 |
0.0077 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
262,709 |
473,974 |
211,265 |
80.4% |
1,172,265 |
|
| Daily Pivots for day following 10-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2091 |
1.2068 |
1.1957 |
|
| R3 |
1.2030 |
1.2007 |
1.1940 |
|
| R2 |
1.1969 |
1.1969 |
1.1934 |
|
| R1 |
1.1946 |
1.1946 |
1.1929 |
1.1958 |
| PP |
1.1908 |
1.1908 |
1.1908 |
1.1914 |
| S1 |
1.1885 |
1.1885 |
1.1917 |
1.1897 |
| S2 |
1.1847 |
1.1847 |
1.1912 |
|
| S3 |
1.1786 |
1.1824 |
1.1906 |
|
| S4 |
1.1725 |
1.1763 |
1.1889 |
|
|
| 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 |
1.2069 |
1.1837 |
0.0232 |
1.9% |
0.0083 |
0.7% |
37% |
False |
False |
301,583 |
| 10 |
1.2249 |
1.1837 |
0.0413 |
3.5% |
0.0088 |
0.7% |
21% |
False |
False |
276,798 |
| 20 |
1.2249 |
1.1837 |
0.0413 |
3.5% |
0.0074 |
0.6% |
21% |
False |
False |
228,591 |
| 40 |
1.2249 |
1.1837 |
0.0413 |
3.5% |
0.0074 |
0.6% |
21% |
False |
False |
202,243 |
| 60 |
1.2368 |
1.1837 |
0.0532 |
4.5% |
0.0074 |
0.6% |
16% |
False |
False |
191,352 |
| 80 |
1.2368 |
1.1794 |
0.0575 |
4.8% |
0.0073 |
0.6% |
23% |
False |
False |
156,747 |
| 100 |
1.2368 |
1.1640 |
0.0728 |
6.1% |
0.0075 |
0.6% |
39% |
False |
False |
125,565 |
| 120 |
1.2368 |
1.1640 |
0.0728 |
6.1% |
0.0074 |
0.6% |
39% |
False |
False |
104,718 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2190 |
|
2.618 |
1.2091 |
|
1.618 |
1.2030 |
|
1.000 |
1.1992 |
|
0.618 |
1.1969 |
|
HIGH |
1.1931 |
|
0.618 |
1.1908 |
|
0.500 |
1.1901 |
|
0.382 |
1.1893 |
|
LOW |
1.1870 |
|
0.618 |
1.1832 |
|
1.000 |
1.1809 |
|
1.618 |
1.1771 |
|
2.618 |
1.1710 |
|
4.250 |
1.1611 |
|
|
| Fisher Pivots for day following 10-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1916 |
1.1910 |
| PP |
1.1908 |
1.1898 |
| S1 |
1.1901 |
1.1885 |
|