CME Euro FX (E) Future December 2021
Trading Metrics calculated at close of trading on 24-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2021 |
24-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
1.1990 |
1.1899 |
-0.0091 |
-0.8% |
1.1999 |
High |
1.1990 |
1.1899 |
-0.0091 |
-0.8% |
1.2051 |
Low |
1.1915 |
1.1881 |
-0.0034 |
-0.3% |
1.1945 |
Close |
1.1920 |
1.1890 |
-0.0031 |
-0.3% |
1.1977 |
Range |
0.0076 |
0.0018 |
-0.0058 |
-76.2% |
0.0106 |
ATR |
0.0069 |
0.0067 |
-0.0002 |
-3.1% |
0.0000 |
Volume |
48 |
10 |
-38 |
-79.2% |
52 |
|
Daily Pivots for day following 24-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1944 |
1.1935 |
1.1899 |
|
R3 |
1.1926 |
1.1917 |
1.1894 |
|
R2 |
1.1908 |
1.1908 |
1.1893 |
|
R1 |
1.1899 |
1.1899 |
1.1891 |
1.1894 |
PP |
1.1890 |
1.1890 |
1.1890 |
1.1888 |
S1 |
1.1881 |
1.1881 |
1.1888 |
1.1876 |
S2 |
1.1872 |
1.1872 |
1.1886 |
|
S3 |
1.1854 |
1.1863 |
1.1885 |
|
S4 |
1.1836 |
1.1845 |
1.1880 |
|
|
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 |
1.1976 |
2.618 |
1.1946 |
1.618 |
1.1928 |
1.000 |
1.1917 |
0.618 |
1.1910 |
HIGH |
1.1899 |
0.618 |
1.1892 |
0.500 |
1.1890 |
0.382 |
1.1888 |
LOW |
1.1881 |
0.618 |
1.1870 |
1.000 |
1.1863 |
1.618 |
1.1852 |
2.618 |
1.1834 |
4.250 |
1.1805 |
|
|
Fisher Pivots for day following 24-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
1.1890 |
1.1948 |
PP |
1.1890 |
1.1929 |
S1 |
1.1890 |
1.1909 |
|