CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 23-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2021 |
23-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1955 |
1.1990 |
0.0036 |
0.3% |
1.1999 |
| High |
1.2015 |
1.1990 |
-0.0025 |
-0.2% |
1.2051 |
| Low |
1.1945 |
1.1915 |
-0.0030 |
-0.3% |
1.1945 |
| Close |
1.2011 |
1.1920 |
-0.0091 |
-0.8% |
1.1977 |
| Range |
0.0071 |
0.0076 |
0.0005 |
7.1% |
0.0106 |
| ATR |
0.0067 |
0.0069 |
0.0002 |
3.1% |
0.0000 |
| Volume |
135 |
48 |
-87 |
-64.4% |
52 |
|
| Daily Pivots for day following 23-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2168 |
1.2120 |
1.1962 |
|
| R3 |
1.2093 |
1.2044 |
1.1941 |
|
| R2 |
1.2017 |
1.2017 |
1.1934 |
|
| R1 |
1.1969 |
1.1969 |
1.1927 |
1.1955 |
| PP |
1.1942 |
1.1942 |
1.1942 |
1.1935 |
| S1 |
1.1893 |
1.1893 |
1.1913 |
1.1880 |
| S2 |
1.1866 |
1.1866 |
1.1906 |
|
| S3 |
1.1791 |
1.1818 |
1.1899 |
|
| S4 |
1.1715 |
1.1742 |
1.1878 |
|
|
| 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 |
1.2311 |
|
2.618 |
1.2188 |
|
1.618 |
1.2112 |
|
1.000 |
1.2066 |
|
0.618 |
1.2037 |
|
HIGH |
1.1990 |
|
0.618 |
1.1961 |
|
0.500 |
1.1952 |
|
0.382 |
1.1943 |
|
LOW |
1.1915 |
|
0.618 |
1.1868 |
|
1.000 |
1.1839 |
|
1.618 |
1.1792 |
|
2.618 |
1.1717 |
|
4.250 |
1.1594 |
|
|
| Fisher Pivots for day following 23-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1952 |
1.1965 |
| PP |
1.1942 |
1.1950 |
| S1 |
1.1931 |
1.1935 |
|