CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 25-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2021 |
25-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2178 |
1.2194 |
0.0016 |
0.1% |
1.2152 |
| High |
1.2203 |
1.2271 |
0.0069 |
0.6% |
1.2200 |
| Low |
1.2138 |
1.2184 |
0.0046 |
0.4% |
1.2053 |
| Close |
1.2177 |
1.2213 |
0.0036 |
0.3% |
1.2145 |
| Range |
0.0065 |
0.0088 |
0.0023 |
35.7% |
0.0147 |
| ATR |
0.0067 |
0.0069 |
0.0002 |
3.0% |
0.0000 |
| Volume |
3,989 |
5,741 |
1,752 |
43.9% |
8,433 |
|
| Daily Pivots for day following 25-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2485 |
1.2436 |
1.2261 |
|
| R3 |
1.2397 |
1.2349 |
1.2237 |
|
| R2 |
1.2310 |
1.2310 |
1.2229 |
|
| R1 |
1.2261 |
1.2261 |
1.2221 |
1.2286 |
| PP |
1.2222 |
1.2222 |
1.2222 |
1.2235 |
| S1 |
1.2174 |
1.2174 |
1.2204 |
1.2198 |
| S2 |
1.2135 |
1.2135 |
1.2196 |
|
| S3 |
1.2047 |
1.2086 |
1.2188 |
|
| S4 |
1.1960 |
1.1999 |
1.2164 |
|
|
| 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 |
1.2271 |
1.2111 |
0.0160 |
1.3% |
0.0068 |
0.6% |
63% |
True |
False |
5,344 |
| 10 |
1.2271 |
1.2053 |
0.0218 |
1.8% |
0.0064 |
0.5% |
73% |
True |
False |
3,103 |
| 20 |
1.2271 |
1.1985 |
0.0286 |
2.3% |
0.0065 |
0.5% |
80% |
True |
False |
2,033 |
| 40 |
1.2392 |
1.1985 |
0.0407 |
3.3% |
0.0071 |
0.6% |
56% |
False |
False |
1,257 |
| 60 |
1.2392 |
1.1985 |
0.0407 |
3.3% |
0.0072 |
0.6% |
56% |
False |
False |
920 |
| 80 |
1.2392 |
1.1671 |
0.0722 |
5.9% |
0.0070 |
0.6% |
75% |
False |
False |
697 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2643 |
|
2.618 |
1.2500 |
|
1.618 |
1.2413 |
|
1.000 |
1.2359 |
|
0.618 |
1.2325 |
|
HIGH |
1.2271 |
|
0.618 |
1.2238 |
|
0.500 |
1.2227 |
|
0.382 |
1.2217 |
|
LOW |
1.2184 |
|
0.618 |
1.2129 |
|
1.000 |
1.2096 |
|
1.618 |
1.2042 |
|
2.618 |
1.1954 |
|
4.250 |
1.1812 |
|
|
| Fisher Pivots for day following 25-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2227 |
1.2210 |
| PP |
1.2222 |
1.2207 |
| S1 |
1.2217 |
1.2205 |
|