CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 26-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2021 |
26-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1854 |
1.1823 |
-0.0032 |
-0.3% |
1.1919 |
| High |
1.1870 |
1.1849 |
-0.0022 |
-0.2% |
1.1992 |
| Low |
1.1805 |
1.1811 |
0.0006 |
0.1% |
1.1805 |
| Close |
1.1819 |
1.1833 |
0.0014 |
0.1% |
1.1833 |
| Range |
0.0066 |
0.0038 |
-0.0028 |
-42.0% |
0.0187 |
| ATR |
0.0072 |
0.0069 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
787 |
436 |
-351 |
-44.6% |
2,392 |
|
| Daily Pivots for day following 26-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1945 |
1.1927 |
1.1854 |
|
| R3 |
1.1907 |
1.1889 |
1.1843 |
|
| R2 |
1.1869 |
1.1869 |
1.1840 |
|
| R1 |
1.1851 |
1.1851 |
1.1836 |
1.1860 |
| PP |
1.1831 |
1.1831 |
1.1831 |
1.1835 |
| S1 |
1.1813 |
1.1813 |
1.1830 |
1.1822 |
| S2 |
1.1793 |
1.1793 |
1.1826 |
|
| S3 |
1.1755 |
1.1775 |
1.1823 |
|
| S4 |
1.1717 |
1.1737 |
1.1812 |
|
|
| Weekly Pivots for week ending 26-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2437 |
1.2322 |
1.1936 |
|
| R3 |
1.2250 |
1.2135 |
1.1884 |
|
| R2 |
1.2063 |
1.2063 |
1.1867 |
|
| R1 |
1.1948 |
1.1948 |
1.1850 |
1.1912 |
| PP |
1.1876 |
1.1876 |
1.1876 |
1.1858 |
| S1 |
1.1761 |
1.1761 |
1.1816 |
1.1725 |
| S2 |
1.1689 |
1.1689 |
1.1799 |
|
| S3 |
1.1502 |
1.1574 |
1.1782 |
|
| S4 |
1.1315 |
1.1387 |
1.1730 |
|
|
| 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% |
0.0063 |
0.5% |
15% |
False |
False |
478 |
| 10 |
1.2034 |
1.1805 |
0.0230 |
1.9% |
0.0068 |
0.6% |
12% |
False |
False |
308 |
| 20 |
1.2160 |
1.1805 |
0.0356 |
3.0% |
0.0070 |
0.6% |
8% |
False |
False |
329 |
| 40 |
1.2295 |
1.1805 |
0.0490 |
4.1% |
0.0064 |
0.5% |
6% |
False |
False |
246 |
| 60 |
1.2414 |
1.1805 |
0.0610 |
5.2% |
0.0064 |
0.5% |
5% |
False |
False |
174 |
| 80 |
1.2414 |
1.1805 |
0.0610 |
5.2% |
0.0062 |
0.5% |
5% |
False |
False |
133 |
| 100 |
1.2414 |
1.1716 |
0.0699 |
5.9% |
0.0060 |
0.5% |
17% |
False |
False |
109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2010 |
|
2.618 |
1.1948 |
|
1.618 |
1.1910 |
|
1.000 |
1.1887 |
|
0.618 |
1.1872 |
|
HIGH |
1.1849 |
|
0.618 |
1.1834 |
|
0.500 |
1.1830 |
|
0.382 |
1.1825 |
|
LOW |
1.1811 |
|
0.618 |
1.1787 |
|
1.000 |
1.1773 |
|
1.618 |
1.1749 |
|
2.618 |
1.1711 |
|
4.250 |
1.1649 |
|
|
| Fisher Pivots for day following 26-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1832 |
1.1849 |
| PP |
1.1831 |
1.1843 |
| S1 |
1.1830 |
1.1838 |
|