CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 29-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2021 |
29-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1823 |
1.1835 |
0.0012 |
0.1% |
1.1919 |
| High |
1.1849 |
1.1837 |
-0.0012 |
-0.1% |
1.1992 |
| Low |
1.1811 |
1.1804 |
-0.0007 |
-0.1% |
1.1805 |
| Close |
1.1833 |
1.1807 |
-0.0027 |
-0.2% |
1.1833 |
| Range |
0.0038 |
0.0033 |
-0.0006 |
-14.5% |
0.0187 |
| ATR |
0.0069 |
0.0067 |
-0.0003 |
-3.8% |
0.0000 |
| Volume |
436 |
390 |
-46 |
-10.6% |
2,392 |
|
| Daily Pivots for day following 29-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1913 |
1.1892 |
1.1824 |
|
| R3 |
1.1881 |
1.1860 |
1.1815 |
|
| R2 |
1.1848 |
1.1848 |
1.1812 |
|
| R1 |
1.1827 |
1.1827 |
1.1809 |
1.1822 |
| PP |
1.1816 |
1.1816 |
1.1816 |
1.1813 |
| S1 |
1.1795 |
1.1795 |
1.1804 |
1.1789 |
| S2 |
1.1783 |
1.1783 |
1.1801 |
|
| S3 |
1.1751 |
1.1762 |
1.1798 |
|
| S4 |
1.1718 |
1.1730 |
1.1789 |
|
|
| 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 |
1.1986 |
1.1804 |
0.0182 |
1.5% |
0.0055 |
0.5% |
1% |
False |
True |
530 |
| 10 |
1.2034 |
1.1804 |
0.0230 |
1.9% |
0.0066 |
0.6% |
1% |
False |
True |
334 |
| 20 |
1.2160 |
1.1804 |
0.0356 |
3.0% |
0.0069 |
0.6% |
1% |
False |
True |
346 |
| 40 |
1.2295 |
1.1804 |
0.0491 |
4.2% |
0.0063 |
0.5% |
1% |
False |
True |
254 |
| 60 |
1.2414 |
1.1804 |
0.0610 |
5.2% |
0.0064 |
0.5% |
0% |
False |
True |
180 |
| 80 |
1.2414 |
1.1804 |
0.0610 |
5.2% |
0.0060 |
0.5% |
0% |
False |
True |
137 |
| 100 |
1.2414 |
1.1716 |
0.0699 |
5.9% |
0.0060 |
0.5% |
13% |
False |
False |
113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1975 |
|
2.618 |
1.1922 |
|
1.618 |
1.1889 |
|
1.000 |
1.1869 |
|
0.618 |
1.1857 |
|
HIGH |
1.1837 |
|
0.618 |
1.1824 |
|
0.500 |
1.1820 |
|
0.382 |
1.1816 |
|
LOW |
1.1804 |
|
0.618 |
1.1784 |
|
1.000 |
1.1772 |
|
1.618 |
1.1751 |
|
2.618 |
1.1719 |
|
4.250 |
1.1666 |
|
|
| Fisher Pivots for day following 29-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1820 |
1.1837 |
| PP |
1.1816 |
1.1827 |
| S1 |
1.1811 |
1.1817 |
|