CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 01-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2020 |
01-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1968 |
1.1932 |
-0.0036 |
-0.3% |
1.1865 |
| High |
1.2008 |
1.2080 |
0.0073 |
0.6% |
1.1967 |
| Low |
1.1928 |
1.1932 |
0.0005 |
0.0% |
1.1805 |
| Close |
1.1951 |
1.2051 |
0.0101 |
0.8% |
1.1961 |
| Range |
0.0080 |
0.0148 |
0.0068 |
85.0% |
0.0162 |
| ATR |
0.0073 |
0.0078 |
0.0005 |
7.4% |
0.0000 |
| Volume |
236,326 |
242,725 |
6,399 |
2.7% |
729,483 |
|
| Daily Pivots for day following 01-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2465 |
1.2406 |
1.2132 |
|
| R3 |
1.2317 |
1.2258 |
1.2092 |
|
| R2 |
1.2169 |
1.2169 |
1.2078 |
|
| R1 |
1.2110 |
1.2110 |
1.2065 |
1.2140 |
| PP |
1.2021 |
1.2021 |
1.2021 |
1.2036 |
| S1 |
1.1962 |
1.1962 |
1.2037 |
1.1992 |
| S2 |
1.1873 |
1.1873 |
1.2024 |
|
| S3 |
1.1725 |
1.1814 |
1.2010 |
|
| S4 |
1.1577 |
1.1666 |
1.1970 |
|
|
| Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2397 |
1.2341 |
1.2050 |
|
| R3 |
1.2235 |
1.2179 |
1.2005 |
|
| R2 |
1.2073 |
1.2073 |
1.1990 |
|
| R1 |
1.2017 |
1.2017 |
1.1975 |
1.2045 |
| PP |
1.1911 |
1.1911 |
1.1911 |
1.1925 |
| S1 |
1.1855 |
1.1855 |
1.1946 |
1.1883 |
| S2 |
1.1749 |
1.1749 |
1.1931 |
|
| S3 |
1.1587 |
1.1693 |
1.1916 |
|
| S4 |
1.1425 |
1.1531 |
1.1871 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2080 |
1.1844 |
0.0237 |
2.0% |
0.0083 |
0.7% |
88% |
True |
False |
200,602 |
| 10 |
1.2080 |
1.1805 |
0.0276 |
2.3% |
0.0072 |
0.6% |
89% |
True |
False |
171,042 |
| 20 |
1.2080 |
1.1613 |
0.0468 |
3.9% |
0.0084 |
0.7% |
94% |
True |
False |
170,331 |
| 40 |
1.2080 |
1.1613 |
0.0468 |
3.9% |
0.0075 |
0.6% |
94% |
True |
False |
167,755 |
| 60 |
1.2080 |
1.1613 |
0.0468 |
3.9% |
0.0076 |
0.6% |
94% |
True |
False |
177,263 |
| 80 |
1.2080 |
1.1613 |
0.0468 |
3.9% |
0.0079 |
0.7% |
94% |
True |
False |
134,499 |
| 100 |
1.2080 |
1.1342 |
0.0739 |
6.1% |
0.0082 |
0.7% |
96% |
True |
False |
107,797 |
| 120 |
1.2080 |
1.1214 |
0.0866 |
7.2% |
0.0083 |
0.7% |
97% |
True |
False |
89,922 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2709 |
|
2.618 |
1.2467 |
|
1.618 |
1.2319 |
|
1.000 |
1.2228 |
|
0.618 |
1.2171 |
|
HIGH |
1.2080 |
|
0.618 |
1.2023 |
|
0.500 |
1.2006 |
|
0.382 |
1.1989 |
|
LOW |
1.1932 |
|
0.618 |
1.1841 |
|
1.000 |
1.1784 |
|
1.618 |
1.1693 |
|
2.618 |
1.1545 |
|
4.250 |
1.1303 |
|
|
| Fisher Pivots for day following 01-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2036 |
1.2029 |
| PP |
1.2021 |
1.2007 |
| S1 |
1.2006 |
1.1985 |
|