I need help completing this question as I am unsure how to approach and derive the answer. Thank you :)

Assume today's settlement price on a CME EUR futures contract is $1.3148 per euro. You have a short position in one contract. EUR125,000 is the contract size of one EUR contract. Your performance bond account currently has a balance of $2,100. The next three days' settlement prices are $1.3134,$1.3141, and $1.3057. Calculate the changes in the performance bond account from daily marking-to-market and the balance of the performance bond account after the third day. Required: Note: Do not round intermediate calculations. Round your answer to 2 decimal places