CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 10-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2021 |
10-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1892 |
1.1955 |
0.0063 |
0.5% |
1.2143 |
| High |
1.1963 |
1.1975 |
0.0013 |
0.1% |
1.2160 |
| Low |
1.1890 |
1.1918 |
0.0028 |
0.2% |
1.1944 |
| Close |
1.1949 |
1.1970 |
0.0021 |
0.2% |
1.1963 |
| Range |
0.0073 |
0.0057 |
-0.0016 |
-21.4% |
0.0217 |
| ATR |
0.0074 |
0.0072 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
198 |
271 |
73 |
36.9% |
1,528 |
|
| Daily Pivots for day following 10-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2125 |
1.2105 |
1.2001 |
|
| R3 |
1.2068 |
1.2048 |
1.1986 |
|
| R2 |
1.2011 |
1.2011 |
1.1980 |
|
| R1 |
1.1991 |
1.1991 |
1.1975 |
1.2001 |
| PP |
1.1954 |
1.1954 |
1.1954 |
1.1960 |
| S1 |
1.1934 |
1.1934 |
1.1965 |
1.1944 |
| S2 |
1.1897 |
1.1897 |
1.1960 |
|
| S3 |
1.1840 |
1.1877 |
1.1954 |
|
| S4 |
1.1783 |
1.1820 |
1.1939 |
|
|
| 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 |
1.2099 |
1.1890 |
0.0209 |
1.7% |
0.0075 |
0.6% |
38% |
False |
False |
399 |
| 10 |
1.2295 |
1.1890 |
0.0405 |
3.4% |
0.0077 |
0.6% |
20% |
False |
False |
254 |
| 20 |
1.2295 |
1.1890 |
0.0405 |
3.4% |
0.0062 |
0.5% |
20% |
False |
False |
247 |
| 40 |
1.2295 |
1.1890 |
0.0405 |
3.4% |
0.0064 |
0.5% |
20% |
False |
False |
149 |
| 60 |
1.2414 |
1.1890 |
0.0524 |
4.4% |
0.0061 |
0.5% |
15% |
False |
False |
101 |
| 80 |
1.2414 |
1.1850 |
0.0564 |
4.7% |
0.0058 |
0.5% |
21% |
False |
False |
80 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2217 |
|
2.618 |
1.2124 |
|
1.618 |
1.2067 |
|
1.000 |
1.2032 |
|
0.618 |
1.2010 |
|
HIGH |
1.1975 |
|
0.618 |
1.1953 |
|
0.500 |
1.1947 |
|
0.382 |
1.1940 |
|
LOW |
1.1918 |
|
0.618 |
1.1883 |
|
1.000 |
1.1861 |
|
1.618 |
1.1826 |
|
2.618 |
1.1769 |
|
4.250 |
1.1676 |
|
|
| Fisher Pivots for day following 10-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1962 |
1.1958 |
| PP |
1.1954 |
1.1946 |
| S1 |
1.1947 |
1.1935 |
|