CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 19-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2021 |
19-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2071 |
1.2124 |
0.0053 |
0.4% |
1.2152 |
| High |
1.2123 |
1.2173 |
0.0050 |
0.4% |
1.2200 |
| Low |
1.2065 |
1.2111 |
0.0046 |
0.4% |
1.2053 |
| Close |
1.2115 |
1.2145 |
0.0030 |
0.2% |
1.2145 |
| Range |
0.0058 |
0.0062 |
0.0004 |
6.9% |
0.0147 |
| ATR |
0.0068 |
0.0068 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
1,189 |
4,993 |
3,804 |
319.9% |
8,433 |
|
| Daily Pivots for day following 19-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2329 |
1.2299 |
1.2179 |
|
| R3 |
1.2267 |
1.2237 |
1.2162 |
|
| R2 |
1.2205 |
1.2205 |
1.2156 |
|
| R1 |
1.2175 |
1.2175 |
1.2150 |
1.2190 |
| PP |
1.2143 |
1.2143 |
1.2143 |
1.2150 |
| S1 |
1.2113 |
1.2113 |
1.2139 |
1.2128 |
| S2 |
1.2081 |
1.2081 |
1.2133 |
|
| S3 |
1.2019 |
1.2051 |
1.2127 |
|
| S4 |
1.1957 |
1.1989 |
1.2110 |
|
|
| Weekly Pivots for week ending 19-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2572 |
1.2505 |
1.2225 |
|
| R3 |
1.2425 |
1.2358 |
1.2185 |
|
| R2 |
1.2279 |
1.2279 |
1.2171 |
|
| R1 |
1.2212 |
1.2212 |
1.2158 |
1.2172 |
| PP |
1.2132 |
1.2132 |
1.2132 |
1.2113 |
| S1 |
1.2065 |
1.2065 |
1.2131 |
1.2026 |
| S2 |
1.1986 |
1.1986 |
1.2118 |
|
| S3 |
1.1839 |
1.1919 |
1.2104 |
|
| S4 |
1.1693 |
1.1772 |
1.2064 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2200 |
1.2053 |
0.0147 |
1.2% |
0.0065 |
0.5% |
62% |
False |
False |
1,751 |
| 10 |
1.2200 |
1.1985 |
0.0215 |
1.8% |
0.0061 |
0.5% |
74% |
False |
False |
1,482 |
| 20 |
1.2227 |
1.1985 |
0.0242 |
2.0% |
0.0065 |
0.5% |
66% |
False |
False |
1,052 |
| 40 |
1.2392 |
1.1985 |
0.0407 |
3.4% |
0.0071 |
0.6% |
39% |
False |
False |
734 |
| 60 |
1.2392 |
1.1858 |
0.0534 |
4.4% |
0.0071 |
0.6% |
54% |
False |
False |
560 |
| 80 |
1.2392 |
1.1671 |
0.0722 |
5.9% |
0.0068 |
0.6% |
66% |
False |
False |
426 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2437 |
|
2.618 |
1.2335 |
|
1.618 |
1.2273 |
|
1.000 |
1.2235 |
|
0.618 |
1.2211 |
|
HIGH |
1.2173 |
|
0.618 |
1.2149 |
|
0.500 |
1.2142 |
|
0.382 |
1.2135 |
|
LOW |
1.2111 |
|
0.618 |
1.2073 |
|
1.000 |
1.2049 |
|
1.618 |
1.2011 |
|
2.618 |
1.1949 |
|
4.250 |
1.1848 |
|
|
| Fisher Pivots for day following 19-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2144 |
1.2134 |
| PP |
1.2143 |
1.2124 |
| S1 |
1.2142 |
1.2113 |
|