CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 17-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2021 |
17-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1975 |
1.1950 |
-0.0025 |
-0.2% |
1.1976 |
| High |
1.1998 |
1.2032 |
0.0034 |
0.3% |
1.2035 |
| Low |
1.1930 |
1.1933 |
0.0004 |
0.0% |
1.1890 |
| Close |
1.1950 |
1.2024 |
0.0074 |
0.6% |
1.1996 |
| Range |
0.0069 |
0.0099 |
0.0030 |
43.8% |
0.0145 |
| ATR |
0.0071 |
0.0073 |
0.0002 |
2.8% |
0.0000 |
| Volume |
73 |
167 |
94 |
128.8% |
1,978 |
|
| Daily Pivots for day following 17-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2292 |
1.2256 |
1.2078 |
|
| R3 |
1.2193 |
1.2158 |
1.2051 |
|
| R2 |
1.2095 |
1.2095 |
1.2042 |
|
| R1 |
1.2059 |
1.2059 |
1.2033 |
1.2077 |
| PP |
1.1996 |
1.1996 |
1.1996 |
1.2005 |
| S1 |
1.1961 |
1.1961 |
1.2015 |
1.1979 |
| S2 |
1.1898 |
1.1898 |
1.2006 |
|
| S3 |
1.1799 |
1.1862 |
1.1997 |
|
| S4 |
1.1701 |
1.1764 |
1.1970 |
|
|
| 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 |
1.1930 |
0.0106 |
0.9% |
0.0068 |
0.6% |
90% |
False |
False |
343 |
| 10 |
1.2099 |
1.1890 |
0.0209 |
1.7% |
0.0071 |
0.6% |
64% |
False |
False |
371 |
| 20 |
1.2295 |
1.1890 |
0.0405 |
3.4% |
0.0070 |
0.6% |
33% |
False |
False |
222 |
| 40 |
1.2295 |
1.1890 |
0.0405 |
3.4% |
0.0063 |
0.5% |
33% |
False |
False |
187 |
| 60 |
1.2414 |
1.1890 |
0.0524 |
4.4% |
0.0063 |
0.5% |
26% |
False |
False |
129 |
| 80 |
1.2414 |
1.1890 |
0.0524 |
4.4% |
0.0060 |
0.5% |
26% |
False |
False |
101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2450 |
|
2.618 |
1.2289 |
|
1.618 |
1.2191 |
|
1.000 |
1.2130 |
|
0.618 |
1.2092 |
|
HIGH |
1.2032 |
|
0.618 |
1.1994 |
|
0.500 |
1.1982 |
|
0.382 |
1.1971 |
|
LOW |
1.1933 |
|
0.618 |
1.1872 |
|
1.000 |
1.1835 |
|
1.618 |
1.1774 |
|
2.618 |
1.1675 |
|
4.250 |
1.1514 |
|
|
| Fisher Pivots for day following 17-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2010 |
1.2010 |
| PP |
1.1996 |
1.1995 |
| S1 |
1.1982 |
1.1981 |
|