CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 04-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2021 |
04-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2137 |
1.2090 |
-0.0048 |
-0.4% |
1.2164 |
| High |
1.2160 |
1.2099 |
-0.0061 |
-0.5% |
1.2295 |
| Low |
1.2094 |
1.2013 |
-0.0082 |
-0.7% |
1.2116 |
| Close |
1.2116 |
1.2016 |
-0.0101 |
-0.8% |
1.2130 |
| Range |
0.0066 |
0.0087 |
0.0021 |
31.1% |
0.0179 |
| ATR |
0.0071 |
0.0073 |
0.0002 |
3.3% |
0.0000 |
| Volume |
12 |
620 |
608 |
5,066.7% |
484 |
|
| Daily Pivots for day following 04-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2302 |
1.2245 |
1.2063 |
|
| R3 |
1.2215 |
1.2159 |
1.2039 |
|
| R2 |
1.2129 |
1.2129 |
1.2031 |
|
| R1 |
1.2072 |
1.2072 |
1.2023 |
1.2057 |
| PP |
1.2042 |
1.2042 |
1.2042 |
1.2035 |
| S1 |
1.1986 |
1.1986 |
1.2008 |
1.1971 |
| S2 |
1.1956 |
1.1956 |
1.2000 |
|
| S3 |
1.1869 |
1.1899 |
1.1992 |
|
| S4 |
1.1783 |
1.1813 |
1.1968 |
|
|
| 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 |
1.2197 |
1.2013 |
0.0184 |
1.5% |
0.0081 |
0.7% |
2% |
False |
True |
205 |
| 10 |
1.2295 |
1.2013 |
0.0282 |
2.3% |
0.0072 |
0.6% |
1% |
False |
True |
132 |
| 20 |
1.2295 |
1.2012 |
0.0283 |
2.4% |
0.0061 |
0.5% |
1% |
False |
False |
189 |
| 40 |
1.2414 |
1.2012 |
0.0402 |
3.3% |
0.0064 |
0.5% |
1% |
False |
False |
115 |
| 60 |
1.2414 |
1.2012 |
0.0402 |
3.3% |
0.0060 |
0.5% |
1% |
False |
False |
80 |
| 80 |
1.2414 |
1.1845 |
0.0570 |
4.7% |
0.0058 |
0.5% |
30% |
False |
False |
64 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2467 |
|
2.618 |
1.2325 |
|
1.618 |
1.2239 |
|
1.000 |
1.2186 |
|
0.618 |
1.2152 |
|
HIGH |
1.2099 |
|
0.618 |
1.2066 |
|
0.500 |
1.2056 |
|
0.382 |
1.2046 |
|
LOW |
1.2013 |
|
0.618 |
1.1959 |
|
1.000 |
1.1926 |
|
1.618 |
1.1873 |
|
2.618 |
1.1786 |
|
4.250 |
1.1645 |
|
|
| Fisher Pivots for day following 04-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2056 |
1.2086 |
| PP |
1.2042 |
1.2063 |
| S1 |
1.2029 |
1.2039 |
|