CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 01-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2021 |
01-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2197 |
1.2143 |
-0.0054 |
-0.4% |
1.2164 |
| High |
1.2197 |
1.2152 |
-0.0045 |
-0.4% |
1.2295 |
| Low |
1.2116 |
1.2082 |
-0.0035 |
-0.3% |
1.2116 |
| Close |
1.2130 |
1.2099 |
-0.0031 |
-0.3% |
1.2130 |
| Range |
0.0081 |
0.0071 |
-0.0010 |
-12.4% |
0.0179 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
0.2% |
0.0000 |
| Volume |
235 |
59 |
-176 |
-74.9% |
484 |
|
| Daily Pivots for day following 01-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2322 |
1.2281 |
1.2138 |
|
| R3 |
1.2252 |
1.2211 |
1.2118 |
|
| R2 |
1.2181 |
1.2181 |
1.2112 |
|
| R1 |
1.2140 |
1.2140 |
1.2105 |
1.2126 |
| PP |
1.2111 |
1.2111 |
1.2111 |
1.2104 |
| S1 |
1.2070 |
1.2070 |
1.2093 |
1.2055 |
| S2 |
1.2040 |
1.2040 |
1.2086 |
|
| S3 |
1.1970 |
1.1999 |
1.2080 |
|
| S4 |
1.1899 |
1.1929 |
1.2060 |
|
|
| Weekly Pivots for week ending 26-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2716 |
1.2601 |
1.2228 |
|
| R3 |
1.2537 |
1.2423 |
1.2179 |
|
| R2 |
1.2359 |
1.2359 |
1.2163 |
|
| R1 |
1.2244 |
1.2244 |
1.2146 |
1.2212 |
| PP |
1.2180 |
1.2180 |
1.2180 |
1.2164 |
| S1 |
1.2066 |
1.2066 |
1.2114 |
1.2034 |
| S2 |
1.2002 |
1.2002 |
1.2097 |
|
| S3 |
1.1823 |
1.1887 |
1.2081 |
|
| S4 |
1.1645 |
1.1709 |
1.2032 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2295 |
1.2082 |
0.0213 |
1.8% |
0.0066 |
0.5% |
8% |
False |
True |
106 |
| 10 |
1.2295 |
1.2081 |
0.0214 |
1.8% |
0.0061 |
0.5% |
8% |
False |
False |
175 |
| 20 |
1.2295 |
1.2012 |
0.0283 |
2.3% |
0.0058 |
0.5% |
31% |
False |
False |
163 |
| 40 |
1.2414 |
1.2012 |
0.0402 |
3.3% |
0.0062 |
0.5% |
22% |
False |
False |
98 |
| 60 |
1.2414 |
1.2012 |
0.0402 |
3.3% |
0.0058 |
0.5% |
22% |
False |
False |
68 |
| 80 |
1.2414 |
1.1716 |
0.0699 |
5.8% |
0.0058 |
0.5% |
55% |
False |
False |
55 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2452 |
|
2.618 |
1.2337 |
|
1.618 |
1.2266 |
|
1.000 |
1.2223 |
|
0.618 |
1.2196 |
|
HIGH |
1.2152 |
|
0.618 |
1.2125 |
|
0.500 |
1.2117 |
|
0.382 |
1.2108 |
|
LOW |
1.2082 |
|
0.618 |
1.2038 |
|
1.000 |
1.2011 |
|
1.618 |
1.1967 |
|
2.618 |
1.1897 |
|
4.250 |
1.1782 |
|
|
| Fisher Pivots for day following 01-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2117 |
1.2188 |
| PP |
1.2111 |
1.2158 |
| S1 |
1.2105 |
1.2129 |
|