CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 16-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2021 |
16-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1992 |
1.1975 |
-0.0018 |
-0.1% |
1.1976 |
| High |
1.2013 |
1.1998 |
-0.0015 |
-0.1% |
1.2035 |
| Low |
1.1958 |
1.1930 |
-0.0029 |
-0.2% |
1.1890 |
| Close |
1.1972 |
1.1950 |
-0.0022 |
-0.2% |
1.1996 |
| Range |
0.0055 |
0.0069 |
0.0014 |
24.5% |
0.0145 |
| ATR |
0.0071 |
0.0071 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
136 |
73 |
-63 |
-46.3% |
1,978 |
|
| Daily Pivots for day following 16-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2165 |
1.2126 |
1.1988 |
|
| R3 |
1.2096 |
1.2057 |
1.1969 |
|
| R2 |
1.2028 |
1.2028 |
1.1963 |
|
| R1 |
1.1989 |
1.1989 |
1.1956 |
1.1974 |
| PP |
1.1959 |
1.1959 |
1.1959 |
1.1952 |
| S1 |
1.1920 |
1.1920 |
1.1944 |
1.1906 |
| S2 |
1.1891 |
1.1891 |
1.1937 |
|
| S3 |
1.1822 |
1.1852 |
1.1931 |
|
| S4 |
1.1754 |
1.1783 |
1.1912 |
|
|
| Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2409 |
1.2347 |
1.2076 |
|
| R3 |
1.2264 |
1.2202 |
1.2036 |
|
| R2 |
1.2119 |
1.2119 |
1.2023 |
|
| R1 |
1.2057 |
1.2057 |
1.2009 |
1.2088 |
| PP |
1.1974 |
1.1974 |
1.1974 |
1.1989 |
| S1 |
1.1912 |
1.1912 |
1.1983 |
1.1943 |
| S2 |
1.1829 |
1.1829 |
1.1969 |
|
| S3 |
1.1684 |
1.1767 |
1.1956 |
|
| S4 |
1.1539 |
1.1622 |
1.1916 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2035 |
1.1918 |
0.0117 |
1.0% |
0.0060 |
0.5% |
27% |
False |
False |
363 |
| 10 |
1.2160 |
1.1890 |
0.0270 |
2.3% |
0.0068 |
0.6% |
22% |
False |
False |
355 |
| 20 |
1.2295 |
1.1890 |
0.0405 |
3.4% |
0.0066 |
0.6% |
15% |
False |
False |
267 |
| 40 |
1.2295 |
1.1890 |
0.0405 |
3.4% |
0.0063 |
0.5% |
15% |
False |
False |
185 |
| 60 |
1.2414 |
1.1890 |
0.0524 |
4.4% |
0.0062 |
0.5% |
11% |
False |
False |
127 |
| 80 |
1.2414 |
1.1890 |
0.0524 |
4.4% |
0.0059 |
0.5% |
11% |
False |
False |
100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2289 |
|
2.618 |
1.2177 |
|
1.618 |
1.2109 |
|
1.000 |
1.2067 |
|
0.618 |
1.2040 |
|
HIGH |
1.1998 |
|
0.618 |
1.1972 |
|
0.500 |
1.1964 |
|
0.382 |
1.1956 |
|
LOW |
1.1930 |
|
0.618 |
1.1887 |
|
1.000 |
1.1861 |
|
1.618 |
1.1819 |
|
2.618 |
1.1750 |
|
4.250 |
1.1638 |
|
|
| Fisher Pivots for day following 16-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1964 |
1.1971 |
| PP |
1.1959 |
1.1964 |
| S1 |
1.1955 |
1.1957 |
|