CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 16-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2021 |
16-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1999 |
1.1963 |
-0.0037 |
-0.3% |
1.1964 |
| High |
1.2030 |
1.2015 |
-0.0015 |
-0.1% |
1.2054 |
| Low |
1.1988 |
1.1958 |
-0.0030 |
-0.3% |
1.1913 |
| Close |
1.1996 |
1.1975 |
-0.0022 |
-0.2% |
1.2020 |
| Range |
0.0042 |
0.0057 |
0.0015 |
36.1% |
0.0141 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
2 |
14 |
12 |
600.0% |
276 |
|
| Daily Pivots for day following 16-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2152 |
1.2120 |
1.2006 |
|
| R3 |
1.2095 |
1.2063 |
1.1990 |
|
| R2 |
1.2039 |
1.2039 |
1.1985 |
|
| R1 |
1.2007 |
1.2007 |
1.1980 |
1.2023 |
| PP |
1.1982 |
1.1982 |
1.1982 |
1.1990 |
| S1 |
1.1950 |
1.1950 |
1.1969 |
1.1966 |
| S2 |
1.1926 |
1.1926 |
1.1964 |
|
| S3 |
1.1869 |
1.1894 |
1.1959 |
|
| S4 |
1.1813 |
1.1837 |
1.1943 |
|
|
| 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 |
1.2255 |
|
2.618 |
1.2162 |
|
1.618 |
1.2106 |
|
1.000 |
1.2071 |
|
0.618 |
1.2049 |
|
HIGH |
1.2015 |
|
0.618 |
1.1993 |
|
0.500 |
1.1986 |
|
0.382 |
1.1980 |
|
LOW |
1.1958 |
|
0.618 |
1.1923 |
|
1.000 |
1.1902 |
|
1.618 |
1.1867 |
|
2.618 |
1.1810 |
|
4.250 |
1.1718 |
|
|
| Fisher Pivots for day following 16-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1986 |
1.2006 |
| PP |
1.1982 |
1.1995 |
| S1 |
1.1978 |
1.1985 |
|