CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 24-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2021 |
24-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2201 |
1.2200 |
-0.0001 |
0.0% |
1.2195 |
| High |
1.2231 |
1.2225 |
-0.0006 |
0.0% |
1.2218 |
| Low |
1.2188 |
1.2164 |
-0.0025 |
-0.2% |
1.2081 |
| Close |
1.2195 |
1.2200 |
0.0005 |
0.0% |
1.2168 |
| Range |
0.0043 |
0.0061 |
0.0019 |
43.5% |
0.0137 |
| ATR |
0.0062 |
0.0062 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
89 |
9 |
-80 |
-89.9% |
1,214 |
|
| Daily Pivots for day following 24-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2379 |
1.2350 |
1.2233 |
|
| R3 |
1.2318 |
1.2289 |
1.2216 |
|
| R2 |
1.2257 |
1.2257 |
1.2211 |
|
| R1 |
1.2228 |
1.2228 |
1.2205 |
1.2230 |
| PP |
1.2196 |
1.2196 |
1.2196 |
1.2197 |
| S1 |
1.2167 |
1.2167 |
1.2194 |
1.2169 |
| S2 |
1.2135 |
1.2135 |
1.2188 |
|
| S3 |
1.2074 |
1.2106 |
1.2183 |
|
| S4 |
1.2013 |
1.2045 |
1.2166 |
|
|
| Weekly Pivots for week ending 19-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2565 |
1.2503 |
1.2243 |
|
| R3 |
1.2428 |
1.2366 |
1.2205 |
|
| R2 |
1.2292 |
1.2292 |
1.2193 |
|
| R1 |
1.2230 |
1.2230 |
1.2180 |
1.2193 |
| PP |
1.2155 |
1.2155 |
1.2155 |
1.2137 |
| S1 |
1.2093 |
1.2093 |
1.2155 |
1.2056 |
| S2 |
1.2019 |
1.2019 |
1.2142 |
|
| S3 |
1.1882 |
1.1957 |
1.2130 |
|
| S4 |
1.1746 |
1.1820 |
1.2092 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2231 |
1.2089 |
0.0142 |
1.2% |
0.0059 |
0.5% |
78% |
False |
False |
38 |
| 10 |
1.2231 |
1.2081 |
0.0150 |
1.2% |
0.0047 |
0.4% |
79% |
False |
False |
241 |
| 20 |
1.2231 |
1.2012 |
0.0219 |
1.8% |
0.0058 |
0.5% |
86% |
False |
False |
151 |
| 40 |
1.2414 |
1.2012 |
0.0402 |
3.3% |
0.0059 |
0.5% |
47% |
False |
False |
87 |
| 60 |
1.2414 |
1.1973 |
0.0441 |
3.6% |
0.0058 |
0.5% |
51% |
False |
False |
63 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2484 |
|
2.618 |
1.2384 |
|
1.618 |
1.2323 |
|
1.000 |
1.2286 |
|
0.618 |
1.2262 |
|
HIGH |
1.2225 |
|
0.618 |
1.2201 |
|
0.500 |
1.2194 |
|
0.382 |
1.2187 |
|
LOW |
1.2164 |
|
0.618 |
1.2126 |
|
1.000 |
1.2103 |
|
1.618 |
1.2065 |
|
2.618 |
1.2004 |
|
4.250 |
1.1904 |
|
|
| Fisher Pivots for day following 24-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2198 |
1.2195 |
| PP |
1.2196 |
1.2191 |
| S1 |
1.2194 |
1.2187 |
|