CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 28-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2021 |
28-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2207 |
1.2197 |
-0.0010 |
-0.1% |
1.2178 |
| High |
1.2230 |
1.2201 |
-0.0029 |
-0.2% |
1.2251 |
| Low |
1.2123 |
1.2144 |
0.0021 |
0.2% |
1.2119 |
| Close |
1.2162 |
1.2193 |
0.0032 |
0.3% |
1.2230 |
| Range |
0.0107 |
0.0057 |
-0.0050 |
-46.5% |
0.0132 |
| ATR |
0.0071 |
0.0070 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
87 |
40 |
-47 |
-54.0% |
238 |
|
| Daily Pivots for day following 28-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2350 |
1.2329 |
1.2224 |
|
| R3 |
1.2293 |
1.2272 |
1.2209 |
|
| R2 |
1.2236 |
1.2236 |
1.2203 |
|
| R1 |
1.2215 |
1.2215 |
1.2198 |
1.2197 |
| PP |
1.2179 |
1.2179 |
1.2179 |
1.2171 |
| S1 |
1.2158 |
1.2158 |
1.2188 |
1.2140 |
| S2 |
1.2122 |
1.2122 |
1.2183 |
|
| S3 |
1.2065 |
1.2101 |
1.2177 |
|
| S4 |
1.2008 |
1.2044 |
1.2162 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2251 |
1.2123 |
0.0128 |
1.0% |
0.0065 |
0.5% |
55% |
False |
False |
58 |
| 10 |
1.2251 |
1.2119 |
0.0132 |
1.1% |
0.0068 |
0.6% |
56% |
False |
False |
45 |
| 20 |
1.2414 |
1.2119 |
0.0295 |
2.4% |
0.0065 |
0.5% |
25% |
False |
False |
29 |
| 40 |
1.2414 |
1.2018 |
0.0396 |
3.2% |
0.0059 |
0.5% |
44% |
False |
False |
19 |
| 60 |
1.2414 |
1.1716 |
0.0699 |
5.7% |
0.0057 |
0.5% |
68% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2443 |
|
2.618 |
1.2350 |
|
1.618 |
1.2293 |
|
1.000 |
1.2258 |
|
0.618 |
1.2236 |
|
HIGH |
1.2201 |
|
0.618 |
1.2179 |
|
0.500 |
1.2173 |
|
0.382 |
1.2166 |
|
LOW |
1.2144 |
|
0.618 |
1.2109 |
|
1.000 |
1.2087 |
|
1.618 |
1.2052 |
|
2.618 |
1.1995 |
|
4.250 |
1.1902 |
|
|
| Fisher Pivots for day following 28-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2186 |
1.2189 |
| PP |
1.2179 |
1.2184 |
| S1 |
1.2173 |
1.2180 |
|