CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 23-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2021 |
23-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1900 |
1.1956 |
0.0056 |
0.5% |
1.1975 |
| High |
1.1969 |
1.1963 |
-0.0007 |
-0.1% |
1.2011 |
| Low |
1.1893 |
1.1864 |
-0.0029 |
-0.2% |
1.1896 |
| Close |
1.1964 |
1.1873 |
-0.0091 |
-0.8% |
1.1930 |
| Range |
0.0077 |
0.0099 |
0.0023 |
29.4% |
0.0116 |
| ATR |
0.0076 |
0.0078 |
0.0002 |
2.2% |
0.0000 |
| Volume |
149,887 |
176,362 |
26,475 |
17.7% |
880,643 |
|
| Daily Pivots for day following 23-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2197 |
1.2134 |
1.1927 |
|
| R3 |
1.2098 |
1.2035 |
1.1900 |
|
| R2 |
1.1999 |
1.1999 |
1.1891 |
|
| R1 |
1.1936 |
1.1936 |
1.1882 |
1.1918 |
| PP |
1.1900 |
1.1900 |
1.1900 |
1.1891 |
| S1 |
1.1837 |
1.1837 |
1.1864 |
1.1819 |
| S2 |
1.1801 |
1.1801 |
1.1855 |
|
| S3 |
1.1702 |
1.1738 |
1.1846 |
|
| S4 |
1.1603 |
1.1639 |
1.1819 |
|
|
| Weekly Pivots for week ending 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2292 |
1.2227 |
1.1994 |
|
| R3 |
1.2177 |
1.2111 |
1.1962 |
|
| R2 |
1.2061 |
1.2061 |
1.1951 |
|
| R1 |
1.1996 |
1.1996 |
1.1941 |
1.1971 |
| PP |
1.1946 |
1.1946 |
1.1946 |
1.1933 |
| S1 |
1.1880 |
1.1880 |
1.1919 |
1.1855 |
| S2 |
1.1830 |
1.1830 |
1.1909 |
|
| S3 |
1.1715 |
1.1765 |
1.1898 |
|
| S4 |
1.1599 |
1.1649 |
1.1866 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2011 |
1.1864 |
0.0148 |
1.2% |
0.0085 |
0.7% |
6% |
False |
True |
178,425 |
| 10 |
1.2015 |
1.1864 |
0.0151 |
1.3% |
0.0076 |
0.6% |
6% |
False |
True |
208,478 |
| 20 |
1.2271 |
1.1861 |
0.0410 |
3.5% |
0.0081 |
0.7% |
3% |
False |
False |
115,992 |
| 40 |
1.2271 |
1.1861 |
0.0410 |
3.5% |
0.0074 |
0.6% |
3% |
False |
False |
58,806 |
| 60 |
1.2392 |
1.1861 |
0.0531 |
4.5% |
0.0074 |
0.6% |
2% |
False |
False |
39,344 |
| 80 |
1.2392 |
1.1861 |
0.0531 |
4.5% |
0.0074 |
0.6% |
2% |
False |
False |
29,568 |
| 100 |
1.2392 |
1.1671 |
0.0722 |
6.1% |
0.0071 |
0.6% |
28% |
False |
False |
23,659 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2383 |
|
2.618 |
1.2222 |
|
1.618 |
1.2123 |
|
1.000 |
1.2062 |
|
0.618 |
1.2024 |
|
HIGH |
1.1963 |
|
0.618 |
1.1925 |
|
0.500 |
1.1913 |
|
0.382 |
1.1901 |
|
LOW |
1.1864 |
|
0.618 |
1.1802 |
|
1.000 |
1.1765 |
|
1.618 |
1.1703 |
|
2.618 |
1.1604 |
|
4.250 |
1.1443 |
|
|
| Fisher Pivots for day following 23-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1913 |
1.1916 |
| PP |
1.1900 |
1.1902 |
| S1 |
1.1886 |
1.1887 |
|