CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 31-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2021 |
31-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1809 |
1.1760 |
-0.0049 |
-0.4% |
1.1919 |
| High |
1.1816 |
1.1801 |
-0.0015 |
-0.1% |
1.1992 |
| Low |
1.1753 |
1.1746 |
-0.0007 |
-0.1% |
1.1805 |
| Close |
1.1760 |
1.1766 |
0.0007 |
0.1% |
1.1833 |
| Range |
0.0063 |
0.0055 |
-0.0008 |
-12.0% |
0.0187 |
| ATR |
0.0066 |
0.0066 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
427 |
452 |
25 |
5.9% |
2,392 |
|
| Daily Pivots for day following 31-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1936 |
1.1906 |
1.1796 |
|
| R3 |
1.1881 |
1.1851 |
1.1781 |
|
| R2 |
1.1826 |
1.1826 |
1.1776 |
|
| R1 |
1.1796 |
1.1796 |
1.1771 |
1.1811 |
| PP |
1.1771 |
1.1771 |
1.1771 |
1.1779 |
| S1 |
1.1741 |
1.1741 |
1.1761 |
1.1756 |
| S2 |
1.1716 |
1.1716 |
1.1756 |
|
| S3 |
1.1661 |
1.1686 |
1.1751 |
|
| S4 |
1.1606 |
1.1631 |
1.1736 |
|
|
| 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 |
1.1870 |
1.1746 |
0.0124 |
1.1% |
0.0051 |
0.4% |
16% |
False |
True |
498 |
| 10 |
1.2034 |
1.1746 |
0.0288 |
2.4% |
0.0061 |
0.5% |
7% |
False |
True |
398 |
| 20 |
1.2099 |
1.1746 |
0.0353 |
3.0% |
0.0066 |
0.6% |
6% |
False |
True |
384 |
| 40 |
1.2295 |
1.1746 |
0.0549 |
4.7% |
0.0063 |
0.5% |
4% |
False |
True |
271 |
| 60 |
1.2414 |
1.1746 |
0.0668 |
5.7% |
0.0063 |
0.5% |
3% |
False |
True |
195 |
| 80 |
1.2414 |
1.1746 |
0.0668 |
5.7% |
0.0061 |
0.5% |
3% |
False |
True |
148 |
| 100 |
1.2414 |
1.1746 |
0.0668 |
5.7% |
0.0060 |
0.5% |
3% |
False |
True |
122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2035 |
|
2.618 |
1.1945 |
|
1.618 |
1.1890 |
|
1.000 |
1.1856 |
|
0.618 |
1.1835 |
|
HIGH |
1.1801 |
|
0.618 |
1.1780 |
|
0.500 |
1.1774 |
|
0.382 |
1.1767 |
|
LOW |
1.1746 |
|
0.618 |
1.1712 |
|
1.000 |
1.1691 |
|
1.618 |
1.1657 |
|
2.618 |
1.1602 |
|
4.250 |
1.1512 |
|
|
| Fisher Pivots for day following 31-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1774 |
1.1791 |
| PP |
1.1771 |
1.1783 |
| S1 |
1.1769 |
1.1774 |
|