CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 22-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2021 |
22-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1961 |
1.1919 |
-0.0042 |
-0.4% |
1.1992 |
| High |
1.1982 |
1.1992 |
0.0010 |
0.1% |
1.2034 |
| Low |
1.1919 |
1.1918 |
-0.0001 |
0.0% |
1.1919 |
| Close |
1.1954 |
1.1987 |
0.0033 |
0.3% |
1.1954 |
| Range |
0.0063 |
0.0074 |
0.0011 |
17.6% |
0.0115 |
| ATR |
0.0073 |
0.0073 |
0.0000 |
0.1% |
0.0000 |
| Volume |
134 |
132 |
-2 |
-1.5% |
696 |
|
| Daily Pivots for day following 22-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2186 |
1.2160 |
1.2027 |
|
| R3 |
1.2112 |
1.2086 |
1.2007 |
|
| R2 |
1.2039 |
1.2039 |
1.2000 |
|
| R1 |
1.2013 |
1.2013 |
1.1993 |
1.2026 |
| PP |
1.1965 |
1.1965 |
1.1965 |
1.1972 |
| S1 |
1.1939 |
1.1939 |
1.1980 |
1.1952 |
| S2 |
1.1892 |
1.1892 |
1.1973 |
|
| S3 |
1.1818 |
1.1866 |
1.1966 |
|
| S4 |
1.1745 |
1.1792 |
1.1946 |
|
|
| Weekly Pivots for week ending 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2314 |
1.2249 |
1.2017 |
|
| R3 |
1.2199 |
1.2134 |
1.1985 |
|
| R2 |
1.2084 |
1.2084 |
1.1975 |
|
| R1 |
1.2019 |
1.2019 |
1.1964 |
1.1994 |
| PP |
1.1969 |
1.1969 |
1.1969 |
1.1956 |
| S1 |
1.1904 |
1.1904 |
1.1943 |
1.1879 |
| S2 |
1.1854 |
1.1854 |
1.1932 |
|
| S3 |
1.1739 |
1.1789 |
1.1922 |
|
| S4 |
1.1624 |
1.1674 |
1.1890 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2034 |
1.1918 |
0.0116 |
1.0% |
0.0077 |
0.6% |
59% |
False |
True |
138 |
| 10 |
1.2035 |
1.1890 |
0.0145 |
1.2% |
0.0069 |
0.6% |
67% |
False |
False |
263 |
| 20 |
1.2295 |
1.1890 |
0.0405 |
3.4% |
0.0071 |
0.6% |
24% |
False |
False |
240 |
| 40 |
1.2295 |
1.1890 |
0.0405 |
3.4% |
0.0065 |
0.5% |
24% |
False |
False |
194 |
| 60 |
1.2414 |
1.1890 |
0.0524 |
4.4% |
0.0063 |
0.5% |
18% |
False |
False |
136 |
| 80 |
1.2414 |
1.1890 |
0.0524 |
4.4% |
0.0061 |
0.5% |
18% |
False |
False |
106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2304 |
|
2.618 |
1.2184 |
|
1.618 |
1.2110 |
|
1.000 |
1.2065 |
|
0.618 |
1.2037 |
|
HIGH |
1.1992 |
|
0.618 |
1.1963 |
|
0.500 |
1.1955 |
|
0.382 |
1.1946 |
|
LOW |
1.1918 |
|
0.618 |
1.1873 |
|
1.000 |
1.1845 |
|
1.618 |
1.1799 |
|
2.618 |
1.1726 |
|
4.250 |
1.1606 |
|
|
| Fisher Pivots for day following 22-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1976 |
1.1983 |
| PP |
1.1965 |
1.1980 |
| S1 |
1.1955 |
1.1976 |
|