CME Euro FX (E) Future December 2020


Trading Metrics calculated at close of trading on 07-Dec-2020
Day Change Summary
Previous Current
04-Dec-2020 07-Dec-2020 Change Change % Previous Week
Open 1.2144 1.2132 -0.0012 -0.1% 1.1968
High 1.2179 1.2168 -0.0011 -0.1% 1.2179
Low 1.2112 1.2080 -0.0032 -0.3% 1.1928
Close 1.2140 1.2121 -0.0019 -0.2% 1.2140
Range 0.0067 0.0088 0.0021 31.3% 0.0252
ATR 0.0077 0.0078 0.0001 1.0% 0.0000
Volume 231,778 254,159 22,381 9.7% 1,178,209
Daily Pivots for day following 07-Dec-2020
Classic Woodie Camarilla DeMark
R4 1.2387 1.2342 1.2169
R3 1.2299 1.2254 1.2145
R2 1.2211 1.2211 1.2137
R1 1.2166 1.2166 1.2129 1.2144
PP 1.2123 1.2123 1.2123 1.2112
S1 1.2078 1.2078 1.2112 1.2056
S2 1.2035 1.2035 1.2104
S3 1.1947 1.1990 1.2096
S4 1.1859 1.1902 1.2072
Weekly Pivots for week ending 04-Dec-2020
Classic Woodie Camarilla DeMark
R4 1.2837 1.2740 1.2278
R3 1.2585 1.2488 1.2209
R2 1.2334 1.2334 1.2186
R1 1.2237 1.2237 1.2163 1.2285
PP 1.2082 1.2082 1.2082 1.2106
S1 1.1985 1.1985 1.2116 1.2034
S2 1.1831 1.1831 1.2093
S3 1.1579 1.1734 1.2070
S4 1.1328 1.1482 1.2001
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2179 1.1932 0.0247 2.0% 0.0091 0.8% 76% False False 239,208
10 1.2179 1.1805 0.0375 3.1% 0.0083 0.7% 84% False False 216,185
20 1.2179 1.1754 0.0426 3.5% 0.0073 0.6% 86% False False 177,023
40 1.2179 1.1613 0.0567 4.7% 0.0076 0.6% 90% False False 176,864
60 1.2179 1.1613 0.0567 4.7% 0.0075 0.6% 90% False False 176,101
80 1.2179 1.1613 0.0567 4.7% 0.0078 0.6% 90% False False 146,346
100 1.2179 1.1415 0.0765 6.3% 0.0082 0.7% 92% False False 117,305
120 1.2179 1.1214 0.0965 8.0% 0.0082 0.7% 94% False False 97,849
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0025
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2542
2.618 1.2398
1.618 1.2310
1.000 1.2256
0.618 1.2222
HIGH 1.2168
0.618 1.2134
0.500 1.2124
0.382 1.2114
LOW 1.2080
0.618 1.2026
1.000 1.1992
1.618 1.1938
2.618 1.1850
4.250 1.1706
Fisher Pivots for day following 07-Dec-2020
Pivot 1 day 3 day
R1 1.2124 1.2130
PP 1.2123 1.2127
S1 1.2122 1.2124

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These figures are updated between 7pm and 10pm EST after a trading day.

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