CME Euro FX (E) Future September 2021
Trading Metrics calculated at close of trading on 29-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2021 |
29-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
1.2197 |
1.2189 |
-0.0008 |
-0.1% |
1.2205 |
High |
1.2201 |
1.2213 |
0.0012 |
0.1% |
1.2244 |
Low |
1.2144 |
1.2162 |
0.0018 |
0.1% |
1.2123 |
Close |
1.2193 |
1.2192 |
-0.0001 |
0.0% |
1.2192 |
Range |
0.0057 |
0.0052 |
-0.0006 |
-9.6% |
0.0121 |
ATR |
0.0070 |
0.0069 |
-0.0001 |
-1.9% |
0.0000 |
Volume |
40 |
56 |
16 |
40.0% |
243 |
|
Daily Pivots for day following 29-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2343 |
1.2319 |
1.2220 |
|
R3 |
1.2292 |
1.2268 |
1.2206 |
|
R2 |
1.2240 |
1.2240 |
1.2201 |
|
R1 |
1.2216 |
1.2216 |
1.2197 |
1.2228 |
PP |
1.2189 |
1.2189 |
1.2189 |
1.2195 |
S1 |
1.2165 |
1.2165 |
1.2187 |
1.2177 |
S2 |
1.2137 |
1.2137 |
1.2183 |
|
S3 |
1.2086 |
1.2113 |
1.2178 |
|
S4 |
1.2034 |
1.2062 |
1.2164 |
|
|
Weekly Pivots for week ending 29-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2549 |
1.2492 |
1.2259 |
|
R3 |
1.2428 |
1.2371 |
1.2225 |
|
R2 |
1.2307 |
1.2307 |
1.2214 |
|
R1 |
1.2250 |
1.2250 |
1.2203 |
1.2218 |
PP |
1.2186 |
1.2186 |
1.2186 |
1.2171 |
S1 |
1.2129 |
1.2129 |
1.2181 |
1.2097 |
S2 |
1.2065 |
1.2065 |
1.2170 |
|
S3 |
1.1944 |
1.2008 |
1.2159 |
|
S4 |
1.1823 |
1.1887 |
1.2125 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2244 |
1.2123 |
0.0121 |
1.0% |
0.0069 |
0.6% |
57% |
False |
False |
48 |
10 |
1.2251 |
1.2119 |
0.0132 |
1.1% |
0.0066 |
0.5% |
56% |
False |
False |
49 |
20 |
1.2414 |
1.2119 |
0.0295 |
2.4% |
0.0065 |
0.5% |
25% |
False |
False |
32 |
40 |
1.2414 |
1.2119 |
0.0295 |
2.4% |
0.0057 |
0.5% |
25% |
False |
False |
20 |
60 |
1.2414 |
1.1716 |
0.0699 |
5.7% |
0.0058 |
0.5% |
68% |
False |
False |
19 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2432 |
2.618 |
1.2348 |
1.618 |
1.2296 |
1.000 |
1.2265 |
0.618 |
1.2245 |
HIGH |
1.2213 |
0.618 |
1.2193 |
0.500 |
1.2187 |
0.382 |
1.2181 |
LOW |
1.2162 |
0.618 |
1.2130 |
1.000 |
1.2110 |
1.618 |
1.2078 |
2.618 |
1.2027 |
4.250 |
1.1943 |
|
|
Fisher Pivots for day following 29-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
1.2190 |
1.2187 |
PP |
1.2189 |
1.2182 |
S1 |
1.2187 |
1.2176 |
|