CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 02-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2021 |
02-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2143 |
1.2072 |
-0.0071 |
-0.6% |
1.2164 |
| High |
1.2152 |
1.2144 |
-0.0009 |
-0.1% |
1.2295 |
| Low |
1.2082 |
1.2043 |
-0.0039 |
-0.3% |
1.2116 |
| Close |
1.2099 |
1.2135 |
0.0036 |
0.3% |
1.2130 |
| Range |
0.0071 |
0.0101 |
0.0030 |
42.6% |
0.0179 |
| ATR |
0.0069 |
0.0071 |
0.0002 |
3.3% |
0.0000 |
| Volume |
59 |
99 |
40 |
67.8% |
484 |
|
| Daily Pivots for day following 02-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2409 |
1.2372 |
1.2190 |
|
| R3 |
1.2308 |
1.2272 |
1.2163 |
|
| R2 |
1.2208 |
1.2208 |
1.2153 |
|
| R1 |
1.2171 |
1.2171 |
1.2144 |
1.2190 |
| PP |
1.2107 |
1.2107 |
1.2107 |
1.2116 |
| S1 |
1.2071 |
1.2071 |
1.2126 |
1.2089 |
| S2 |
1.2007 |
1.2007 |
1.2117 |
|
| S3 |
1.1906 |
1.1970 |
1.2107 |
|
| S4 |
1.1806 |
1.1870 |
1.2080 |
|
|
| 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 |
1.2043 |
0.0252 |
2.1% |
0.0078 |
0.6% |
37% |
False |
True |
108 |
| 10 |
1.2295 |
1.2043 |
0.0252 |
2.1% |
0.0064 |
0.5% |
37% |
False |
True |
178 |
| 20 |
1.2295 |
1.2012 |
0.0283 |
2.3% |
0.0059 |
0.5% |
44% |
False |
False |
159 |
| 40 |
1.2414 |
1.2012 |
0.0402 |
3.3% |
0.0062 |
0.5% |
31% |
False |
False |
100 |
| 60 |
1.2414 |
1.2012 |
0.0402 |
3.3% |
0.0058 |
0.5% |
31% |
False |
False |
69 |
| 80 |
1.2414 |
1.1716 |
0.0699 |
5.8% |
0.0059 |
0.5% |
60% |
False |
False |
56 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2571 |
|
2.618 |
1.2407 |
|
1.618 |
1.2306 |
|
1.000 |
1.2244 |
|
0.618 |
1.2206 |
|
HIGH |
1.2144 |
|
0.618 |
1.2105 |
|
0.500 |
1.2093 |
|
0.382 |
1.2081 |
|
LOW |
1.2043 |
|
0.618 |
1.1981 |
|
1.000 |
1.1943 |
|
1.618 |
1.1880 |
|
2.618 |
1.1780 |
|
4.250 |
1.1616 |
|
|
| Fisher Pivots for day following 02-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2121 |
1.2130 |
| PP |
1.2107 |
1.2125 |
| S1 |
1.2093 |
1.2120 |
|