CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 25-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2021 |
25-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1889 |
1.1854 |
-0.0035 |
-0.3% |
1.1992 |
| High |
1.1893 |
1.1870 |
-0.0023 |
-0.2% |
1.2034 |
| Low |
1.1853 |
1.1805 |
-0.0049 |
-0.4% |
1.1919 |
| Close |
1.1866 |
1.1819 |
-0.0047 |
-0.4% |
1.1954 |
| Range |
0.0040 |
0.0066 |
0.0026 |
65.8% |
0.0115 |
| ATR |
0.0072 |
0.0072 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
388 |
787 |
399 |
102.8% |
696 |
|
| Daily Pivots for day following 25-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2028 |
1.1989 |
1.1855 |
|
| R3 |
1.1962 |
1.1923 |
1.1837 |
|
| R2 |
1.1897 |
1.1897 |
1.1831 |
|
| R1 |
1.1858 |
1.1858 |
1.1825 |
1.1845 |
| PP |
1.1831 |
1.1831 |
1.1831 |
1.1825 |
| S1 |
1.1792 |
1.1792 |
1.1813 |
1.1779 |
| S2 |
1.1766 |
1.1766 |
1.1807 |
|
| S3 |
1.1700 |
1.1727 |
1.1801 |
|
| S4 |
1.1635 |
1.1661 |
1.1783 |
|
|
| 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 |
1.1992 |
1.1805 |
0.0187 |
1.6% |
0.0068 |
0.6% |
8% |
False |
True |
418 |
| 10 |
1.2034 |
1.1805 |
0.0230 |
1.9% |
0.0070 |
0.6% |
6% |
False |
True |
315 |
| 20 |
1.2197 |
1.1805 |
0.0392 |
3.3% |
0.0073 |
0.6% |
4% |
False |
True |
319 |
| 40 |
1.2295 |
1.1805 |
0.0490 |
4.1% |
0.0064 |
0.5% |
3% |
False |
True |
236 |
| 60 |
1.2414 |
1.1805 |
0.0610 |
5.2% |
0.0064 |
0.5% |
2% |
False |
True |
167 |
| 80 |
1.2414 |
1.1805 |
0.0610 |
5.2% |
0.0062 |
0.5% |
2% |
False |
True |
128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2148 |
|
2.618 |
1.2041 |
|
1.618 |
1.1976 |
|
1.000 |
1.1936 |
|
0.618 |
1.1910 |
|
HIGH |
1.1870 |
|
0.618 |
1.1845 |
|
0.500 |
1.1837 |
|
0.382 |
1.1830 |
|
LOW |
1.1805 |
|
0.618 |
1.1764 |
|
1.000 |
1.1739 |
|
1.618 |
1.1699 |
|
2.618 |
1.1633 |
|
4.250 |
1.1526 |
|
|
| Fisher Pivots for day following 25-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1837 |
1.1895 |
| PP |
1.1831 |
1.1870 |
| S1 |
1.1825 |
1.1844 |
|