CME Euro FX (E) Future June 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 |
1.1873 |
1.1926 |
0.0053 |
0.4% |
1.2103 |
| High |
1.1941 |
1.1955 |
0.0015 |
0.1% |
1.2140 |
| Low |
1.1861 |
1.1894 |
0.0033 |
0.3% |
1.1920 |
| Close |
1.1926 |
1.1947 |
0.0021 |
0.2% |
1.1940 |
| Range |
0.0080 |
0.0061 |
-0.0019 |
-23.3% |
0.0220 |
| ATR |
0.0078 |
0.0077 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
100,169 |
322,250 |
222,081 |
221.7% |
68,344 |
|
| Daily Pivots for day following 10-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2115 |
1.2092 |
1.1981 |
|
| R3 |
1.2054 |
1.2031 |
1.1964 |
|
| R2 |
1.1993 |
1.1993 |
1.1958 |
|
| R1 |
1.1970 |
1.1970 |
1.1953 |
1.1982 |
| PP |
1.1932 |
1.1932 |
1.1932 |
1.1938 |
| S1 |
1.1909 |
1.1909 |
1.1941 |
1.1921 |
| S2 |
1.1871 |
1.1871 |
1.1936 |
|
| S3 |
1.1810 |
1.1848 |
1.1930 |
|
| S4 |
1.1749 |
1.1787 |
1.1913 |
|
|
| 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 |
1.2088 |
1.1861 |
0.0227 |
1.9% |
0.0082 |
0.7% |
38% |
False |
False |
102,501 |
| 10 |
1.2271 |
1.1861 |
0.0410 |
3.4% |
0.0086 |
0.7% |
21% |
False |
False |
55,332 |
| 20 |
1.2271 |
1.1861 |
0.0410 |
3.4% |
0.0072 |
0.6% |
21% |
False |
False |
29,047 |
| 40 |
1.2271 |
1.1861 |
0.0410 |
3.4% |
0.0072 |
0.6% |
21% |
False |
False |
14,858 |
| 60 |
1.2392 |
1.1861 |
0.0531 |
4.4% |
0.0073 |
0.6% |
16% |
False |
False |
10,014 |
| 80 |
1.2392 |
1.1820 |
0.0573 |
4.8% |
0.0071 |
0.6% |
22% |
False |
False |
7,539 |
| 100 |
1.2392 |
1.1671 |
0.0722 |
6.0% |
0.0068 |
0.6% |
38% |
False |
False |
6,035 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2214 |
|
2.618 |
1.2115 |
|
1.618 |
1.2054 |
|
1.000 |
1.2016 |
|
0.618 |
1.1993 |
|
HIGH |
1.1955 |
|
0.618 |
1.1932 |
|
0.500 |
1.1925 |
|
0.382 |
1.1917 |
|
LOW |
1.1894 |
|
0.618 |
1.1856 |
|
1.000 |
1.1833 |
|
1.618 |
1.1795 |
|
2.618 |
1.1734 |
|
4.250 |
1.1635 |
|
|
| Fisher Pivots for day following 10-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1940 |
1.1934 |
| PP |
1.1932 |
1.1922 |
| S1 |
1.1925 |
1.1909 |
|