CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 25-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2021 |
25-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2200 |
1.2247 |
0.0048 |
0.4% |
1.2195 |
| High |
1.2225 |
1.2295 |
0.0070 |
0.6% |
1.2218 |
| Low |
1.2164 |
1.2219 |
0.0056 |
0.5% |
1.2081 |
| Close |
1.2200 |
1.2236 |
0.0036 |
0.3% |
1.2168 |
| Range |
0.0061 |
0.0076 |
0.0015 |
23.8% |
0.0137 |
| ATR |
0.0062 |
0.0065 |
0.0002 |
3.7% |
0.0000 |
| Volume |
9 |
138 |
129 |
1,433.3% |
1,214 |
|
| Daily Pivots for day following 25-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2476 |
1.2431 |
1.2277 |
|
| R3 |
1.2401 |
1.2356 |
1.2256 |
|
| R2 |
1.2325 |
1.2325 |
1.2249 |
|
| R1 |
1.2280 |
1.2280 |
1.2242 |
1.2265 |
| PP |
1.2250 |
1.2250 |
1.2250 |
1.2242 |
| S1 |
1.2205 |
1.2205 |
1.2229 |
1.2190 |
| S2 |
1.2174 |
1.2174 |
1.2222 |
|
| S3 |
1.2099 |
1.2129 |
1.2215 |
|
| S4 |
1.2023 |
1.2054 |
1.2194 |
|
|
| 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 |
1.2295 |
1.2135 |
0.0160 |
1.3% |
0.0063 |
0.5% |
63% |
True |
False |
59 |
| 10 |
1.2295 |
1.2081 |
0.0214 |
1.7% |
0.0052 |
0.4% |
72% |
True |
False |
147 |
| 20 |
1.2295 |
1.2012 |
0.0283 |
2.3% |
0.0056 |
0.5% |
79% |
True |
False |
153 |
| 40 |
1.2414 |
1.2012 |
0.0402 |
3.3% |
0.0060 |
0.5% |
56% |
False |
False |
90 |
| 60 |
1.2414 |
1.2012 |
0.0402 |
3.3% |
0.0058 |
0.5% |
56% |
False |
False |
65 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2615 |
|
2.618 |
1.2492 |
|
1.618 |
1.2417 |
|
1.000 |
1.2370 |
|
0.618 |
1.2341 |
|
HIGH |
1.2295 |
|
0.618 |
1.2266 |
|
0.500 |
1.2257 |
|
0.382 |
1.2248 |
|
LOW |
1.2219 |
|
0.618 |
1.2172 |
|
1.000 |
1.2144 |
|
1.618 |
1.2097 |
|
2.618 |
1.2021 |
|
4.250 |
1.1898 |
|
|
| Fisher Pivots for day following 25-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2257 |
1.2233 |
| PP |
1.2250 |
1.2231 |
| S1 |
1.2243 |
1.2229 |
|