CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 26-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2021 |
26-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1834 |
1.1787 |
-0.0047 |
-0.4% |
1.1900 |
| High |
1.1848 |
1.1825 |
-0.0023 |
-0.2% |
1.1969 |
| Low |
1.1780 |
1.1787 |
0.0007 |
0.1% |
1.1780 |
| Close |
1.1796 |
1.1810 |
0.0014 |
0.1% |
1.1810 |
| Range |
0.0068 |
0.0038 |
-0.0030 |
-43.7% |
0.0189 |
| ATR |
0.0075 |
0.0072 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
189,419 |
132,640 |
-56,779 |
-30.0% |
814,790 |
|
| Daily Pivots for day following 26-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1921 |
1.1903 |
1.1830 |
|
| R3 |
1.1883 |
1.1865 |
1.1820 |
|
| R2 |
1.1845 |
1.1845 |
1.1816 |
|
| R1 |
1.1827 |
1.1827 |
1.1813 |
1.1836 |
| PP |
1.1807 |
1.1807 |
1.1807 |
1.1811 |
| S1 |
1.1789 |
1.1789 |
1.1806 |
1.1798 |
| S2 |
1.1769 |
1.1769 |
1.1803 |
|
| S3 |
1.1731 |
1.1751 |
1.1799 |
|
| S4 |
1.1693 |
1.1713 |
1.1789 |
|
|
| Weekly Pivots for week ending 26-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2420 |
1.2304 |
1.1913 |
|
| R3 |
1.2231 |
1.2115 |
1.1861 |
|
| R2 |
1.2042 |
1.2042 |
1.1844 |
|
| R1 |
1.1926 |
1.1926 |
1.1827 |
1.1889 |
| PP |
1.1853 |
1.1853 |
1.1853 |
1.1835 |
| S1 |
1.1737 |
1.1737 |
1.1792 |
1.1700 |
| S2 |
1.1664 |
1.1664 |
1.1775 |
|
| S3 |
1.1475 |
1.1548 |
1.1758 |
|
| S4 |
1.1286 |
1.1359 |
1.1706 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1969 |
1.1780 |
0.0189 |
1.6% |
0.0065 |
0.5% |
16% |
False |
False |
162,958 |
| 10 |
1.2011 |
1.1780 |
0.0231 |
2.0% |
0.0070 |
0.6% |
13% |
False |
False |
169,543 |
| 20 |
1.2140 |
1.1780 |
0.0360 |
3.0% |
0.0075 |
0.6% |
8% |
False |
False |
139,662 |
| 40 |
1.2271 |
1.1780 |
0.0491 |
4.2% |
0.0072 |
0.6% |
6% |
False |
False |
70,969 |
| 60 |
1.2392 |
1.1780 |
0.0612 |
5.2% |
0.0073 |
0.6% |
5% |
False |
False |
47,479 |
| 80 |
1.2392 |
1.1780 |
0.0612 |
5.2% |
0.0073 |
0.6% |
5% |
False |
False |
35,671 |
| 100 |
1.2392 |
1.1671 |
0.0722 |
6.1% |
0.0072 |
0.6% |
19% |
False |
False |
28,544 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1986 |
|
2.618 |
1.1924 |
|
1.618 |
1.1886 |
|
1.000 |
1.1863 |
|
0.618 |
1.1848 |
|
HIGH |
1.1825 |
|
0.618 |
1.1810 |
|
0.500 |
1.1806 |
|
0.382 |
1.1801 |
|
LOW |
1.1787 |
|
0.618 |
1.1763 |
|
1.000 |
1.1749 |
|
1.618 |
1.1725 |
|
2.618 |
1.1687 |
|
4.250 |
1.1625 |
|
|
| Fisher Pivots for day following 26-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1808 |
1.1827 |
| PP |
1.1807 |
1.1821 |
| S1 |
1.1806 |
1.1815 |
|