CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 11-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2021 |
11-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1926 |
1.1952 |
0.0026 |
0.2% |
1.2103 |
| High |
1.1955 |
1.2015 |
0.0060 |
0.5% |
1.2140 |
| Low |
1.1894 |
1.1940 |
0.0046 |
0.4% |
1.1920 |
| Close |
1.1947 |
1.2007 |
0.0060 |
0.5% |
1.1940 |
| Range |
0.0061 |
0.0075 |
0.0014 |
23.0% |
0.0220 |
| ATR |
0.0077 |
0.0076 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
322,250 |
327,729 |
5,479 |
1.7% |
68,344 |
|
| Daily Pivots for day following 11-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2212 |
1.2185 |
1.2048 |
|
| R3 |
1.2137 |
1.2110 |
1.2028 |
|
| R2 |
1.2062 |
1.2062 |
1.2021 |
|
| R1 |
1.2035 |
1.2035 |
1.2014 |
1.2048 |
| PP |
1.1987 |
1.1987 |
1.1987 |
1.1994 |
| S1 |
1.1960 |
1.1960 |
1.2000 |
1.1973 |
| S2 |
1.1912 |
1.1912 |
1.1993 |
|
| S3 |
1.1837 |
1.1885 |
1.1986 |
|
| S4 |
1.1762 |
1.1810 |
1.1966 |
|
|
| 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 |
1.2015 |
1.1861 |
0.0154 |
1.3% |
0.0077 |
0.6% |
95% |
True |
False |
163,354 |
| 10 |
1.2210 |
1.1861 |
0.0349 |
2.9% |
0.0085 |
0.7% |
42% |
False |
False |
87,531 |
| 20 |
1.2271 |
1.1861 |
0.0410 |
3.4% |
0.0074 |
0.6% |
36% |
False |
False |
45,317 |
| 40 |
1.2271 |
1.1861 |
0.0410 |
3.4% |
0.0072 |
0.6% |
36% |
False |
False |
23,036 |
| 60 |
1.2392 |
1.1861 |
0.0531 |
4.4% |
0.0073 |
0.6% |
27% |
False |
False |
15,468 |
| 80 |
1.2392 |
1.1858 |
0.0534 |
4.4% |
0.0071 |
0.6% |
28% |
False |
False |
11,635 |
| 100 |
1.2392 |
1.1671 |
0.0722 |
6.0% |
0.0068 |
0.6% |
47% |
False |
False |
9,312 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2333 |
|
2.618 |
1.2211 |
|
1.618 |
1.2136 |
|
1.000 |
1.2090 |
|
0.618 |
1.2061 |
|
HIGH |
1.2015 |
|
0.618 |
1.1986 |
|
0.500 |
1.1977 |
|
0.382 |
1.1968 |
|
LOW |
1.1940 |
|
0.618 |
1.1893 |
|
1.000 |
1.1865 |
|
1.618 |
1.1818 |
|
2.618 |
1.1743 |
|
4.250 |
1.1621 |
|
|
| Fisher Pivots for day following 11-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1997 |
1.1984 |
| PP |
1.1987 |
1.1961 |
| S1 |
1.1977 |
1.1938 |
|