CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 09-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2021 |
09-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2107 |
1.2138 |
0.0031 |
0.3% |
1.2162 |
| High |
1.2120 |
1.2174 |
0.0054 |
0.4% |
1.2195 |
| Low |
1.2078 |
1.2110 |
0.0032 |
0.3% |
1.2012 |
| Close |
1.2112 |
1.2173 |
0.0061 |
0.5% |
1.2100 |
| Range |
0.0042 |
0.0064 |
0.0022 |
52.4% |
0.0183 |
| ATR |
0.0068 |
0.0068 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
36 |
67 |
31 |
86.1% |
324 |
|
| Daily Pivots for day following 09-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2344 |
1.2323 |
1.2208 |
|
| R3 |
1.2280 |
1.2259 |
1.2191 |
|
| R2 |
1.2216 |
1.2216 |
1.2185 |
|
| R1 |
1.2195 |
1.2195 |
1.2179 |
1.2205 |
| PP |
1.2152 |
1.2152 |
1.2152 |
1.2157 |
| S1 |
1.2131 |
1.2131 |
1.2167 |
1.2141 |
| S2 |
1.2088 |
1.2088 |
1.2161 |
|
| S3 |
1.2024 |
1.2067 |
1.2155 |
|
| S4 |
1.1960 |
1.2003 |
1.2138 |
|
|
| 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 |
1.2174 |
1.2012 |
0.0162 |
1.3% |
0.0063 |
0.5% |
100% |
True |
False |
43 |
| 10 |
1.2230 |
1.2012 |
0.0218 |
1.8% |
0.0068 |
0.6% |
74% |
False |
False |
61 |
| 20 |
1.2287 |
1.2012 |
0.0275 |
2.3% |
0.0067 |
0.5% |
59% |
False |
False |
50 |
| 40 |
1.2414 |
1.2012 |
0.0402 |
3.3% |
0.0061 |
0.5% |
40% |
False |
False |
28 |
| 60 |
1.2414 |
1.1850 |
0.0564 |
4.6% |
0.0056 |
0.5% |
57% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2446 |
|
2.618 |
1.2341 |
|
1.618 |
1.2277 |
|
1.000 |
1.2238 |
|
0.618 |
1.2213 |
|
HIGH |
1.2174 |
|
0.618 |
1.2149 |
|
0.500 |
1.2142 |
|
0.382 |
1.2134 |
|
LOW |
1.2110 |
|
0.618 |
1.2070 |
|
1.000 |
1.2046 |
|
1.618 |
1.2006 |
|
2.618 |
1.1942 |
|
4.250 |
1.1838 |
|
|
| Fisher Pivots for day following 09-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2163 |
1.2146 |
| PP |
1.2152 |
1.2120 |
| S1 |
1.2142 |
1.2093 |
|