CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 10-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2020 |
10-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2107 |
1.2082 |
-0.0025 |
-0.2% |
1.1968 |
| High |
1.2149 |
1.2160 |
0.0011 |
0.1% |
1.2179 |
| Low |
1.2060 |
1.2076 |
0.0017 |
0.1% |
1.1928 |
| Close |
1.2074 |
1.2134 |
0.0061 |
0.5% |
1.2140 |
| Range |
0.0090 |
0.0084 |
-0.0006 |
-6.7% |
0.0252 |
| ATR |
0.0076 |
0.0077 |
0.0001 |
0.9% |
0.0000 |
| Volume |
427,302 |
456,339 |
29,037 |
6.8% |
1,178,209 |
|
| Daily Pivots for day following 10-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2374 |
1.2337 |
1.2180 |
|
| R3 |
1.2290 |
1.2254 |
1.2157 |
|
| R2 |
1.2207 |
1.2207 |
1.2149 |
|
| R1 |
1.2170 |
1.2170 |
1.2142 |
1.2189 |
| PP |
1.2123 |
1.2123 |
1.2123 |
1.2132 |
| S1 |
1.2087 |
1.2087 |
1.2126 |
1.2105 |
| S2 |
1.2040 |
1.2040 |
1.2119 |
|
| S3 |
1.1956 |
1.2003 |
1.2111 |
|
| S4 |
1.1873 |
1.1920 |
1.2088 |
|
|
| 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 |
1.2060 |
0.0120 |
1.0% |
0.0073 |
0.6% |
62% |
False |
False |
324,900 |
| 10 |
1.2179 |
1.1889 |
0.0290 |
2.4% |
0.0083 |
0.7% |
84% |
False |
False |
276,366 |
| 20 |
1.2179 |
1.1767 |
0.0412 |
3.4% |
0.0070 |
0.6% |
89% |
False |
False |
206,861 |
| 40 |
1.2179 |
1.1613 |
0.0567 |
4.7% |
0.0077 |
0.6% |
92% |
False |
False |
194,586 |
| 60 |
1.2179 |
1.1613 |
0.0567 |
4.7% |
0.0075 |
0.6% |
92% |
False |
False |
187,295 |
| 80 |
1.2179 |
1.1613 |
0.0567 |
4.7% |
0.0078 |
0.6% |
92% |
False |
False |
160,520 |
| 100 |
1.2179 |
1.1543 |
0.0636 |
5.2% |
0.0082 |
0.7% |
93% |
False |
False |
128,676 |
| 120 |
1.2179 |
1.1226 |
0.0953 |
7.9% |
0.0081 |
0.7% |
95% |
False |
False |
107,330 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2514 |
|
2.618 |
1.2378 |
|
1.618 |
1.2295 |
|
1.000 |
1.2243 |
|
0.618 |
1.2211 |
|
HIGH |
1.2160 |
|
0.618 |
1.2128 |
|
0.500 |
1.2118 |
|
0.382 |
1.2108 |
|
LOW |
1.2076 |
|
0.618 |
1.2024 |
|
1.000 |
1.1993 |
|
1.618 |
1.1941 |
|
2.618 |
1.1857 |
|
4.250 |
1.1721 |
|
|
| Fisher Pivots for day following 10-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2129 |
1.2126 |
| PP |
1.2123 |
1.2118 |
| S1 |
1.2118 |
1.2110 |
|