CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 12-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2021 |
12-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2020 |
1.2052 |
0.0032 |
0.3% |
1.1964 |
| High |
1.2054 |
1.2053 |
-0.0001 |
0.0% |
1.2054 |
| Low |
1.1991 |
1.1986 |
-0.0005 |
0.0% |
1.1913 |
| Close |
1.2054 |
1.2020 |
-0.0034 |
-0.3% |
1.2020 |
| Range |
0.0064 |
0.0067 |
0.0004 |
5.5% |
0.0141 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
23 |
67 |
44 |
191.3% |
276 |
|
| Daily Pivots for day following 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2221 |
1.2187 |
1.2057 |
|
| R3 |
1.2154 |
1.2120 |
1.2038 |
|
| R2 |
1.2087 |
1.2087 |
1.2032 |
|
| R1 |
1.2053 |
1.2053 |
1.2026 |
1.2037 |
| PP |
1.2020 |
1.2020 |
1.2020 |
1.2011 |
| S1 |
1.1986 |
1.1986 |
1.2014 |
1.1970 |
| S2 |
1.1953 |
1.1953 |
1.2008 |
|
| S3 |
1.1886 |
1.1919 |
1.2002 |
|
| S4 |
1.1819 |
1.1852 |
1.1983 |
|
|
| Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2419 |
1.2360 |
1.2098 |
|
| R3 |
1.2278 |
1.2219 |
1.2059 |
|
| R2 |
1.2137 |
1.2137 |
1.2046 |
|
| R1 |
1.2078 |
1.2078 |
1.2033 |
1.2108 |
| PP |
1.1996 |
1.1996 |
1.1996 |
1.2010 |
| S1 |
1.1937 |
1.1937 |
1.2007 |
1.1967 |
| S2 |
1.1855 |
1.1855 |
1.1994 |
|
| S3 |
1.1714 |
1.1796 |
1.1981 |
|
| S4 |
1.1573 |
1.1655 |
1.1942 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2338 |
|
2.618 |
1.2228 |
|
1.618 |
1.2161 |
|
1.000 |
1.2120 |
|
0.618 |
1.2094 |
|
HIGH |
1.2053 |
|
0.618 |
1.2027 |
|
0.500 |
1.2020 |
|
0.382 |
1.2012 |
|
LOW |
1.1986 |
|
0.618 |
1.1945 |
|
1.000 |
1.1919 |
|
1.618 |
1.1878 |
|
2.618 |
1.1811 |
|
4.250 |
1.1701 |
|
|
| Fisher Pivots for day following 12-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2020 |
1.2013 |
| PP |
1.2020 |
1.2005 |
| S1 |
1.2020 |
1.1998 |
|