CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 08-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2021 |
08-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2037 |
1.2107 |
0.0070 |
0.6% |
1.2162 |
| High |
1.2102 |
1.2120 |
0.0018 |
0.1% |
1.2195 |
| Low |
1.2012 |
1.2078 |
0.0066 |
0.5% |
1.2012 |
| Close |
1.2100 |
1.2112 |
0.0012 |
0.1% |
1.2100 |
| Range |
0.0090 |
0.0042 |
-0.0048 |
-53.3% |
0.0183 |
| ATR |
0.0070 |
0.0068 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
22 |
36 |
14 |
63.6% |
324 |
|
| Daily Pivots for day following 08-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2229 |
1.2213 |
1.2135 |
|
| R3 |
1.2187 |
1.2171 |
1.2124 |
|
| R2 |
1.2145 |
1.2145 |
1.2120 |
|
| R1 |
1.2129 |
1.2129 |
1.2116 |
1.2137 |
| PP |
1.2103 |
1.2103 |
1.2103 |
1.2107 |
| S1 |
1.2087 |
1.2087 |
1.2108 |
1.2095 |
| S2 |
1.2061 |
1.2061 |
1.2104 |
|
| S3 |
1.2019 |
1.2045 |
1.2100 |
|
| S4 |
1.1977 |
1.2003 |
1.2089 |
|
|
| Weekly Pivots for week ending 05-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2651 |
1.2559 |
1.2201 |
|
| R3 |
1.2468 |
1.2376 |
1.2150 |
|
| R2 |
1.2285 |
1.2285 |
1.2134 |
|
| R1 |
1.2193 |
1.2193 |
1.2117 |
1.2148 |
| PP |
1.2102 |
1.2102 |
1.2102 |
1.2080 |
| S1 |
1.2010 |
1.2010 |
1.2083 |
1.1965 |
| S2 |
1.1919 |
1.1919 |
1.2066 |
|
| S3 |
1.1736 |
1.1827 |
1.2050 |
|
| S4 |
1.1553 |
1.1644 |
1.1999 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2145 |
1.2012 |
0.0133 |
1.1% |
0.0064 |
0.5% |
75% |
False |
False |
36 |
| 10 |
1.2236 |
1.2012 |
0.0224 |
1.8% |
0.0068 |
0.6% |
45% |
False |
False |
59 |
| 20 |
1.2287 |
1.2012 |
0.0275 |
2.3% |
0.0065 |
0.5% |
36% |
False |
False |
48 |
| 40 |
1.2414 |
1.2012 |
0.0402 |
3.3% |
0.0060 |
0.5% |
25% |
False |
False |
27 |
| 60 |
1.2414 |
1.1845 |
0.0570 |
4.7% |
0.0056 |
0.5% |
47% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2298 |
|
2.618 |
1.2229 |
|
1.618 |
1.2187 |
|
1.000 |
1.2162 |
|
0.618 |
1.2145 |
|
HIGH |
1.2120 |
|
0.618 |
1.2103 |
|
0.500 |
1.2099 |
|
0.382 |
1.2094 |
|
LOW |
1.2078 |
|
0.618 |
1.2052 |
|
1.000 |
1.2036 |
|
1.618 |
1.2010 |
|
2.618 |
1.1968 |
|
4.250 |
1.1899 |
|
|
| Fisher Pivots for day following 08-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2108 |
1.2097 |
| PP |
1.2103 |
1.2081 |
| S1 |
1.2099 |
1.2066 |
|