CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 05-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2021 |
05-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2087 |
1.2000 |
-0.0087 |
-0.7% |
1.2103 |
| High |
1.2088 |
1.2000 |
-0.0088 |
-0.7% |
1.2140 |
| Low |
1.1988 |
1.1920 |
-0.0069 |
-0.6% |
1.1920 |
| Close |
1.1992 |
1.1940 |
-0.0052 |
-0.4% |
1.1940 |
| Range |
0.0100 |
0.0081 |
-0.0020 |
-19.5% |
0.0220 |
| ATR |
0.0077 |
0.0077 |
0.0000 |
0.4% |
0.0000 |
| Volume |
23,464 |
15,221 |
-8,243 |
-35.1% |
68,344 |
|
| Daily Pivots for day following 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2195 |
1.2148 |
1.1984 |
|
| R3 |
1.2114 |
1.2067 |
1.1962 |
|
| R2 |
1.2034 |
1.2034 |
1.1954 |
|
| R1 |
1.1987 |
1.1987 |
1.1947 |
1.1970 |
| PP |
1.1953 |
1.1953 |
1.1953 |
1.1945 |
| S1 |
1.1906 |
1.1906 |
1.1932 |
1.1889 |
| S2 |
1.1873 |
1.1873 |
1.1925 |
|
| S3 |
1.1792 |
1.1826 |
1.1917 |
|
| S4 |
1.1712 |
1.1745 |
1.1895 |
|
|
| Weekly Pivots for week ending 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2660 |
1.2520 |
1.2061 |
|
| R3 |
1.2440 |
1.2300 |
1.2000 |
|
| R2 |
1.2220 |
1.2220 |
1.1980 |
|
| R1 |
1.2080 |
1.2080 |
1.1960 |
1.2040 |
| PP |
1.2000 |
1.2000 |
1.2000 |
1.1980 |
| S1 |
1.1860 |
1.1860 |
1.1919 |
1.1820 |
| S2 |
1.1780 |
1.1780 |
1.1899 |
|
| S3 |
1.1560 |
1.1640 |
1.1879 |
|
| S4 |
1.1340 |
1.1420 |
1.1819 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2140 |
1.1920 |
0.0220 |
1.8% |
0.0085 |
0.7% |
9% |
False |
True |
13,668 |
| 10 |
1.2271 |
1.1920 |
0.0352 |
2.9% |
0.0082 |
0.7% |
6% |
False |
True |
9,549 |
| 20 |
1.2271 |
1.1920 |
0.0352 |
2.9% |
0.0072 |
0.6% |
6% |
False |
True |
5,515 |
| 40 |
1.2387 |
1.1920 |
0.0467 |
3.9% |
0.0073 |
0.6% |
4% |
False |
True |
3,046 |
| 60 |
1.2392 |
1.1920 |
0.0473 |
4.0% |
0.0072 |
0.6% |
4% |
False |
True |
2,134 |
| 80 |
1.2392 |
1.1808 |
0.0584 |
4.9% |
0.0071 |
0.6% |
23% |
False |
False |
1,616 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2342 |
|
2.618 |
1.2211 |
|
1.618 |
1.2130 |
|
1.000 |
1.2081 |
|
0.618 |
1.2050 |
|
HIGH |
1.2000 |
|
0.618 |
1.1969 |
|
0.500 |
1.1960 |
|
0.382 |
1.1950 |
|
LOW |
1.1920 |
|
0.618 |
1.1870 |
|
1.000 |
1.1839 |
|
1.618 |
1.1789 |
|
2.618 |
1.1709 |
|
4.250 |
1.1577 |
|
|
| Fisher Pivots for day following 05-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1960 |
1.2030 |
| PP |
1.1953 |
1.2000 |
| S1 |
1.1946 |
1.1970 |
|