CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 01-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2021 |
01-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1760 |
1.1768 |
0.0008 |
0.1% |
1.1919 |
| High |
1.1801 |
1.1820 |
0.0019 |
0.2% |
1.1992 |
| Low |
1.1746 |
1.1754 |
0.0008 |
0.1% |
1.1805 |
| Close |
1.1766 |
1.1812 |
0.0046 |
0.4% |
1.1833 |
| Range |
0.0055 |
0.0067 |
0.0012 |
20.9% |
0.0187 |
| ATR |
0.0066 |
0.0066 |
0.0000 |
0.1% |
0.0000 |
| Volume |
452 |
534 |
82 |
18.1% |
2,392 |
|
| Daily Pivots for day following 01-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1995 |
1.1970 |
1.1848 |
|
| R3 |
1.1928 |
1.1903 |
1.1830 |
|
| R2 |
1.1862 |
1.1862 |
1.1824 |
|
| R1 |
1.1837 |
1.1837 |
1.1818 |
1.1849 |
| PP |
1.1795 |
1.1795 |
1.1795 |
1.1801 |
| S1 |
1.1770 |
1.1770 |
1.1805 |
1.1783 |
| S2 |
1.1729 |
1.1729 |
1.1799 |
|
| S3 |
1.1662 |
1.1704 |
1.1793 |
|
| S4 |
1.1596 |
1.1637 |
1.1775 |
|
|
| 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 |
1.1849 |
1.1746 |
0.0103 |
0.9% |
0.0051 |
0.4% |
64% |
False |
False |
447 |
| 10 |
1.1992 |
1.1746 |
0.0246 |
2.1% |
0.0059 |
0.5% |
27% |
False |
False |
432 |
| 20 |
1.2035 |
1.1746 |
0.0289 |
2.4% |
0.0065 |
0.6% |
23% |
False |
False |
380 |
| 40 |
1.2295 |
1.1746 |
0.0549 |
4.6% |
0.0063 |
0.5% |
12% |
False |
False |
284 |
| 60 |
1.2414 |
1.1746 |
0.0668 |
5.7% |
0.0064 |
0.5% |
10% |
False |
False |
203 |
| 80 |
1.2414 |
1.1746 |
0.0668 |
5.7% |
0.0061 |
0.5% |
10% |
False |
False |
155 |
| 100 |
1.2414 |
1.1746 |
0.0668 |
5.7% |
0.0059 |
0.5% |
10% |
False |
False |
127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2103 |
|
2.618 |
1.1994 |
|
1.618 |
1.1928 |
|
1.000 |
1.1887 |
|
0.618 |
1.1861 |
|
HIGH |
1.1820 |
|
0.618 |
1.1795 |
|
0.500 |
1.1787 |
|
0.382 |
1.1779 |
|
LOW |
1.1754 |
|
0.618 |
1.1712 |
|
1.000 |
1.1687 |
|
1.618 |
1.1646 |
|
2.618 |
1.1579 |
|
4.250 |
1.1471 |
|
|
| Fisher Pivots for day following 01-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1803 |
1.1802 |
| PP |
1.1795 |
1.1793 |
| S1 |
1.1787 |
1.1783 |
|