CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 05-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2021 |
05-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2090 |
1.2011 |
-0.0079 |
-0.6% |
1.2143 |
| High |
1.2099 |
1.2016 |
-0.0083 |
-0.7% |
1.2160 |
| Low |
1.2013 |
1.1944 |
-0.0069 |
-0.6% |
1.1944 |
| Close |
1.2016 |
1.1963 |
-0.0053 |
-0.4% |
1.1963 |
| Range |
0.0087 |
0.0073 |
-0.0014 |
-16.2% |
0.0217 |
| ATR |
0.0073 |
0.0073 |
0.0000 |
0.0% |
0.0000 |
| Volume |
620 |
738 |
118 |
19.0% |
1,528 |
|
| Daily Pivots for day following 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2192 |
1.2150 |
1.2003 |
|
| R3 |
1.2119 |
1.2077 |
1.1983 |
|
| R2 |
1.2047 |
1.2047 |
1.1976 |
|
| R1 |
1.2005 |
1.2005 |
1.1970 |
1.1990 |
| PP |
1.1974 |
1.1974 |
1.1974 |
1.1967 |
| S1 |
1.1932 |
1.1932 |
1.1956 |
1.1917 |
| S2 |
1.1902 |
1.1902 |
1.1950 |
|
| S3 |
1.1829 |
1.1860 |
1.1943 |
|
| S4 |
1.1757 |
1.1787 |
1.1923 |
|
|
| Weekly Pivots for week ending 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2672 |
1.2534 |
1.2082 |
|
| R3 |
1.2455 |
1.2317 |
1.2023 |
|
| R2 |
1.2239 |
1.2239 |
1.2003 |
|
| R1 |
1.2101 |
1.2101 |
1.1983 |
1.2062 |
| PP |
1.2022 |
1.2022 |
1.2022 |
1.2003 |
| S1 |
1.1884 |
1.1884 |
1.1943 |
1.1845 |
| S2 |
1.1806 |
1.1806 |
1.1923 |
|
| S3 |
1.1589 |
1.1668 |
1.1903 |
|
| S4 |
1.1373 |
1.1451 |
1.1844 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2160 |
1.1944 |
0.0217 |
1.8% |
0.0079 |
0.7% |
9% |
False |
True |
305 |
| 10 |
1.2295 |
1.1944 |
0.0351 |
2.9% |
0.0073 |
0.6% |
6% |
False |
True |
201 |
| 20 |
1.2295 |
1.1944 |
0.0351 |
2.9% |
0.0061 |
0.5% |
6% |
False |
True |
222 |
| 40 |
1.2406 |
1.1944 |
0.0463 |
3.9% |
0.0064 |
0.5% |
4% |
False |
True |
134 |
| 60 |
1.2414 |
1.1944 |
0.0471 |
3.9% |
0.0060 |
0.5% |
4% |
False |
True |
91 |
| 80 |
1.2414 |
1.1845 |
0.0570 |
4.8% |
0.0057 |
0.5% |
21% |
False |
False |
73 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2324 |
|
2.618 |
1.2206 |
|
1.618 |
1.2133 |
|
1.000 |
1.2089 |
|
0.618 |
1.2061 |
|
HIGH |
1.2016 |
|
0.618 |
1.1988 |
|
0.500 |
1.1980 |
|
0.382 |
1.1971 |
|
LOW |
1.1944 |
|
0.618 |
1.1899 |
|
1.000 |
1.1871 |
|
1.618 |
1.1826 |
|
2.618 |
1.1754 |
|
4.250 |
1.1635 |
|
|
| Fisher Pivots for day following 05-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1980 |
1.2052 |
| PP |
1.1974 |
1.2022 |
| S1 |
1.1969 |
1.1993 |
|