CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 22-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2021 |
22-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1952 |
1.1955 |
0.0003 |
0.0% |
1.1999 |
| High |
1.1998 |
1.2015 |
0.0017 |
0.1% |
1.2051 |
| Low |
1.1945 |
1.1945 |
-0.0001 |
0.0% |
1.1945 |
| Close |
1.1977 |
1.2011 |
0.0034 |
0.3% |
1.1977 |
| Range |
0.0053 |
0.0071 |
0.0018 |
33.0% |
0.0106 |
| ATR |
0.0067 |
0.0067 |
0.0000 |
0.4% |
0.0000 |
| Volume |
4 |
135 |
131 |
3,275.0% |
52 |
|
| Daily Pivots for day following 22-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2202 |
1.2177 |
1.2049 |
|
| R3 |
1.2131 |
1.2106 |
1.2030 |
|
| R2 |
1.2061 |
1.2061 |
1.2023 |
|
| R1 |
1.2036 |
1.2036 |
1.2017 |
1.2048 |
| PP |
1.1990 |
1.1990 |
1.1990 |
1.1996 |
| S1 |
1.1965 |
1.1965 |
1.2004 |
1.1978 |
| S2 |
1.1920 |
1.1920 |
1.1998 |
|
| S3 |
1.1849 |
1.1895 |
1.1991 |
|
| S4 |
1.1779 |
1.1824 |
1.1972 |
|
|
| Weekly Pivots for week ending 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2307 |
1.2248 |
1.2035 |
|
| R3 |
1.2202 |
1.2142 |
1.2006 |
|
| R2 |
1.2096 |
1.2096 |
1.1996 |
|
| R1 |
1.2037 |
1.2037 |
1.1987 |
1.2014 |
| PP |
1.1991 |
1.1991 |
1.1991 |
1.1979 |
| S1 |
1.1931 |
1.1931 |
1.1967 |
1.1908 |
| S2 |
1.1885 |
1.1885 |
1.1958 |
|
| S3 |
1.1780 |
1.1826 |
1.1948 |
|
| S4 |
1.1674 |
1.1720 |
1.1919 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2315 |
|
2.618 |
1.2200 |
|
1.618 |
1.2129 |
|
1.000 |
1.2086 |
|
0.618 |
1.2059 |
|
HIGH |
1.2015 |
|
0.618 |
1.1988 |
|
0.500 |
1.1980 |
|
0.382 |
1.1971 |
|
LOW |
1.1945 |
|
0.618 |
1.1901 |
|
1.000 |
1.1874 |
|
1.618 |
1.1830 |
|
2.618 |
1.1760 |
|
4.250 |
1.1645 |
|
|
| Fisher Pivots for day following 22-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2000 |
1.2006 |
| PP |
1.1990 |
1.2002 |
| S1 |
1.1980 |
1.1998 |
|