CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 31-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2021 |
31-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1816 |
1.1811 |
-0.0005 |
0.0% |
1.1955 |
| High |
1.1838 |
1.1823 |
-0.0015 |
-0.1% |
1.2015 |
| Low |
1.1779 |
1.1772 |
-0.0008 |
-0.1% |
1.1830 |
| Close |
1.1784 |
1.1790 |
0.0006 |
0.1% |
1.1857 |
| Range |
0.0059 |
0.0052 |
-0.0007 |
-12.0% |
0.0185 |
| ATR |
0.0061 |
0.0060 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
38 |
87 |
49 |
128.9% |
233 |
|
| Daily Pivots for day following 31-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1949 |
1.1921 |
1.1818 |
|
| R3 |
1.1898 |
1.1870 |
1.1804 |
|
| R2 |
1.1846 |
1.1846 |
1.1799 |
|
| R1 |
1.1818 |
1.1818 |
1.1795 |
1.1807 |
| PP |
1.1795 |
1.1795 |
1.1795 |
1.1789 |
| S1 |
1.1767 |
1.1767 |
1.1785 |
1.1755 |
| S2 |
1.1743 |
1.1743 |
1.1781 |
|
| S3 |
1.1692 |
1.1715 |
1.1776 |
|
| S4 |
1.1640 |
1.1664 |
1.1762 |
|
|
| Weekly Pivots for week ending 26-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2456 |
1.2341 |
1.1958 |
|
| R3 |
1.2271 |
1.2156 |
1.1907 |
|
| R2 |
1.2086 |
1.2086 |
1.1890 |
|
| R1 |
1.1971 |
1.1971 |
1.1873 |
1.1936 |
| PP |
1.1901 |
1.1901 |
1.1901 |
1.1883 |
| S1 |
1.1786 |
1.1786 |
1.1840 |
1.1751 |
| S2 |
1.1716 |
1.1716 |
1.1823 |
|
| S3 |
1.1531 |
1.1601 |
1.1806 |
|
| S4 |
1.1346 |
1.1416 |
1.1755 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2042 |
|
2.618 |
1.1958 |
|
1.618 |
1.1906 |
|
1.000 |
1.1875 |
|
0.618 |
1.1855 |
|
HIGH |
1.1823 |
|
0.618 |
1.1803 |
|
0.500 |
1.1797 |
|
0.382 |
1.1791 |
|
LOW |
1.1772 |
|
0.618 |
1.1740 |
|
1.000 |
1.1720 |
|
1.618 |
1.1688 |
|
2.618 |
1.1637 |
|
4.250 |
1.1553 |
|
|
| Fisher Pivots for day following 31-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1797 |
1.1815 |
| PP |
1.1795 |
1.1807 |
| S1 |
1.1792 |
1.1798 |
|