CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 27-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2021 |
27-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2233 |
1.2207 |
-0.0027 |
-0.2% |
1.2178 |
| High |
1.2236 |
1.2230 |
-0.0007 |
-0.1% |
1.2251 |
| Low |
1.2172 |
1.2123 |
-0.0049 |
-0.4% |
1.2119 |
| Close |
1.2227 |
1.2162 |
-0.0065 |
-0.5% |
1.2230 |
| Range |
0.0065 |
0.0107 |
0.0042 |
65.1% |
0.0132 |
| ATR |
0.0069 |
0.0071 |
0.0003 |
3.9% |
0.0000 |
| Volume |
53 |
87 |
34 |
64.2% |
238 |
|
| Daily Pivots for day following 27-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2491 |
1.2433 |
1.2220 |
|
| R3 |
1.2384 |
1.2326 |
1.2191 |
|
| R2 |
1.2278 |
1.2278 |
1.2181 |
|
| R1 |
1.2220 |
1.2220 |
1.2171 |
1.2196 |
| PP |
1.2171 |
1.2171 |
1.2171 |
1.2159 |
| S1 |
1.2113 |
1.2113 |
1.2152 |
1.2089 |
| S2 |
1.2065 |
1.2065 |
1.2142 |
|
| S3 |
1.1958 |
1.2007 |
1.2132 |
|
| S4 |
1.1852 |
1.1900 |
1.2103 |
|
|
| Weekly Pivots for week ending 22-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2594 |
1.2544 |
1.2302 |
|
| R3 |
1.2463 |
1.2412 |
1.2266 |
|
| R2 |
1.2331 |
1.2331 |
1.2254 |
|
| R1 |
1.2281 |
1.2281 |
1.2242 |
1.2306 |
| PP |
1.2200 |
1.2200 |
1.2200 |
1.2213 |
| S1 |
1.2149 |
1.2149 |
1.2218 |
1.2175 |
| S2 |
1.2068 |
1.2068 |
1.2206 |
|
| S3 |
1.1937 |
1.2018 |
1.2194 |
|
| S4 |
1.1805 |
1.1886 |
1.2158 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2682 |
|
2.618 |
1.2508 |
|
1.618 |
1.2402 |
|
1.000 |
1.2336 |
|
0.618 |
1.2295 |
|
HIGH |
1.2230 |
|
0.618 |
1.2189 |
|
0.500 |
1.2176 |
|
0.382 |
1.2164 |
|
LOW |
1.2123 |
|
0.618 |
1.2057 |
|
1.000 |
1.2017 |
|
1.618 |
1.1951 |
|
2.618 |
1.1844 |
|
4.250 |
1.1670 |
|
|
| Fisher Pivots for day following 27-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2176 |
1.2184 |
| PP |
1.2171 |
1.2176 |
| S1 |
1.2166 |
1.2169 |
|