CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 11-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2020 |
11-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2082 |
1.2142 |
0.0060 |
0.5% |
1.2132 |
| High |
1.2160 |
1.2164 |
0.0004 |
0.0% |
1.2168 |
| Low |
1.2076 |
1.2106 |
0.0030 |
0.2% |
1.2060 |
| Close |
1.2134 |
1.2113 |
-0.0022 |
-0.2% |
1.2113 |
| Range |
0.0084 |
0.0058 |
-0.0026 |
-30.5% |
0.0109 |
| ATR |
0.0077 |
0.0076 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
456,339 |
133,213 |
-323,126 |
-70.8% |
1,525,937 |
|
| Daily Pivots for day following 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2301 |
1.2265 |
1.2144 |
|
| R3 |
1.2243 |
1.2207 |
1.2128 |
|
| R2 |
1.2185 |
1.2185 |
1.2123 |
|
| R1 |
1.2149 |
1.2149 |
1.2118 |
1.2138 |
| PP |
1.2127 |
1.2127 |
1.2127 |
1.2122 |
| S1 |
1.2091 |
1.2091 |
1.2107 |
1.2080 |
| S2 |
1.2069 |
1.2069 |
1.2102 |
|
| S3 |
1.2011 |
1.2033 |
1.2097 |
|
| S4 |
1.1953 |
1.1975 |
1.2081 |
|
|
| Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2439 |
1.2384 |
1.2172 |
|
| R3 |
1.2330 |
1.2276 |
1.2142 |
|
| R2 |
1.2222 |
1.2222 |
1.2132 |
|
| R1 |
1.2167 |
1.2167 |
1.2122 |
1.2140 |
| PP |
1.2113 |
1.2113 |
1.2113 |
1.2100 |
| S1 |
1.2059 |
1.2059 |
1.2103 |
1.2032 |
| S2 |
1.2005 |
1.2005 |
1.2093 |
|
| S3 |
1.1896 |
1.1950 |
1.2083 |
|
| S4 |
1.1788 |
1.1842 |
1.2053 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2168 |
1.2060 |
0.0109 |
0.9% |
0.0072 |
0.6% |
49% |
False |
False |
305,187 |
| 10 |
1.2179 |
1.1928 |
0.0252 |
2.1% |
0.0081 |
0.7% |
74% |
False |
False |
270,414 |
| 20 |
1.2179 |
1.1805 |
0.0375 |
3.1% |
0.0070 |
0.6% |
82% |
False |
False |
207,371 |
| 40 |
1.2179 |
1.1613 |
0.0567 |
4.7% |
0.0076 |
0.6% |
88% |
False |
False |
193,469 |
| 60 |
1.2179 |
1.1613 |
0.0567 |
4.7% |
0.0074 |
0.6% |
88% |
False |
False |
186,086 |
| 80 |
1.2179 |
1.1613 |
0.0567 |
4.7% |
0.0078 |
0.6% |
88% |
False |
False |
162,144 |
| 100 |
1.2179 |
1.1577 |
0.0603 |
5.0% |
0.0081 |
0.7% |
89% |
False |
False |
129,996 |
| 120 |
1.2179 |
1.1226 |
0.0953 |
7.9% |
0.0081 |
0.7% |
93% |
False |
False |
108,437 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2410 |
|
2.618 |
1.2315 |
|
1.618 |
1.2257 |
|
1.000 |
1.2222 |
|
0.618 |
1.2199 |
|
HIGH |
1.2164 |
|
0.618 |
1.2141 |
|
0.500 |
1.2135 |
|
0.382 |
1.2128 |
|
LOW |
1.2106 |
|
0.618 |
1.2070 |
|
1.000 |
1.2048 |
|
1.618 |
1.2012 |
|
2.618 |
1.1954 |
|
4.250 |
1.1859 |
|
|
| Fisher Pivots for day following 11-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2135 |
1.2112 |
| PP |
1.2127 |
1.2112 |
| S1 |
1.2120 |
1.2112 |
|