CME Euro FX (E) Future September 2021
Trading Metrics calculated at close of trading on 12-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2021 |
12-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
1.2180 |
1.2141 |
-0.0040 |
-0.3% |
1.2107 |
High |
1.2201 |
1.2170 |
-0.0031 |
-0.3% |
1.2201 |
Low |
1.2174 |
1.2136 |
-0.0038 |
-0.3% |
1.2078 |
Close |
1.2185 |
1.2170 |
-0.0015 |
-0.1% |
1.2170 |
Range |
0.0027 |
0.0034 |
0.0007 |
25.9% |
0.0123 |
ATR |
0.0062 |
0.0061 |
-0.0001 |
-1.5% |
0.0000 |
Volume |
2 |
5 |
3 |
150.0% |
1,192 |
|
Daily Pivots for day following 12-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2260 |
1.2249 |
1.2188 |
|
R3 |
1.2226 |
1.2215 |
1.2179 |
|
R2 |
1.2192 |
1.2192 |
1.2176 |
|
R1 |
1.2181 |
1.2181 |
1.2173 |
1.2187 |
PP |
1.2158 |
1.2158 |
1.2158 |
1.2161 |
S1 |
1.2147 |
1.2147 |
1.2166 |
1.2153 |
S2 |
1.2124 |
1.2124 |
1.2163 |
|
S3 |
1.2090 |
1.2113 |
1.2160 |
|
S4 |
1.2056 |
1.2079 |
1.2151 |
|
|
Weekly Pivots for week ending 12-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2518 |
1.2467 |
1.2237 |
|
R3 |
1.2395 |
1.2344 |
1.2203 |
|
R2 |
1.2272 |
1.2272 |
1.2192 |
|
R1 |
1.2221 |
1.2221 |
1.2181 |
1.2247 |
PP |
1.2149 |
1.2149 |
1.2149 |
1.2162 |
S1 |
1.2098 |
1.2098 |
1.2158 |
1.2124 |
S2 |
1.2026 |
1.2026 |
1.2147 |
|
S3 |
1.1903 |
1.1975 |
1.2136 |
|
S4 |
1.1780 |
1.1852 |
1.2102 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2201 |
1.2078 |
0.0123 |
1.0% |
0.0040 |
0.3% |
75% |
False |
False |
238 |
10 |
1.2201 |
1.2012 |
0.0189 |
1.5% |
0.0056 |
0.5% |
84% |
False |
False |
151 |
20 |
1.2251 |
1.2012 |
0.0239 |
2.0% |
0.0061 |
0.5% |
66% |
False |
False |
100 |
40 |
1.2414 |
1.2012 |
0.0402 |
3.3% |
0.0060 |
0.5% |
39% |
False |
False |
55 |
60 |
1.2414 |
1.1903 |
0.0511 |
4.2% |
0.0056 |
0.5% |
52% |
False |
False |
43 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2314 |
2.618 |
1.2259 |
1.618 |
1.2225 |
1.000 |
1.2204 |
0.618 |
1.2191 |
HIGH |
1.2170 |
0.618 |
1.2157 |
0.500 |
1.2153 |
0.382 |
1.2148 |
LOW |
1.2136 |
0.618 |
1.2114 |
1.000 |
1.2102 |
1.618 |
1.2080 |
2.618 |
1.2046 |
4.250 |
1.1991 |
|
|
Fisher Pivots for day following 12-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
1.2164 |
1.2169 |
PP |
1.2158 |
1.2169 |
S1 |
1.2153 |
1.2168 |
|