CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 14-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2020 |
14-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2142 |
1.2132 |
-0.0010 |
-0.1% |
1.2132 |
| High |
1.2164 |
1.2177 |
0.0013 |
0.1% |
1.2168 |
| Low |
1.2106 |
1.2116 |
0.0011 |
0.1% |
1.2060 |
| Close |
1.2113 |
1.2135 |
0.0022 |
0.2% |
1.2113 |
| Range |
0.0058 |
0.0061 |
0.0003 |
4.3% |
0.0109 |
| ATR |
0.0076 |
0.0075 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
133,213 |
14,538 |
-118,675 |
-89.1% |
1,525,937 |
|
| Daily Pivots for day following 14-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2324 |
1.2290 |
1.2168 |
|
| R3 |
1.2263 |
1.2229 |
1.2151 |
|
| R2 |
1.2203 |
1.2203 |
1.2146 |
|
| R1 |
1.2169 |
1.2169 |
1.2140 |
1.2186 |
| PP |
1.2142 |
1.2142 |
1.2142 |
1.2151 |
| S1 |
1.2108 |
1.2108 |
1.2129 |
1.2125 |
| S2 |
1.2082 |
1.2082 |
1.2123 |
|
| S3 |
1.2021 |
1.2048 |
1.2118 |
|
| S4 |
1.1961 |
1.1987 |
1.2101 |
|
|
| 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 |
1.2177 |
1.2060 |
0.0117 |
1.0% |
0.0066 |
0.5% |
64% |
True |
False |
257,263 |
| 10 |
1.2179 |
1.1932 |
0.0247 |
2.0% |
0.0079 |
0.6% |
82% |
False |
False |
248,235 |
| 20 |
1.2179 |
1.1805 |
0.0375 |
3.1% |
0.0071 |
0.6% |
88% |
False |
False |
203,725 |
| 40 |
1.2179 |
1.1613 |
0.0567 |
4.7% |
0.0077 |
0.6% |
92% |
False |
False |
190,098 |
| 60 |
1.2179 |
1.1613 |
0.0567 |
4.7% |
0.0074 |
0.6% |
92% |
False |
False |
183,962 |
| 80 |
1.2179 |
1.1613 |
0.0567 |
4.7% |
0.0078 |
0.6% |
92% |
False |
False |
162,294 |
| 100 |
1.2179 |
1.1613 |
0.0567 |
4.7% |
0.0081 |
0.7% |
92% |
False |
False |
130,134 |
| 120 |
1.2179 |
1.1226 |
0.0953 |
7.9% |
0.0081 |
0.7% |
95% |
False |
False |
108,556 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2434 |
|
2.618 |
1.2335 |
|
1.618 |
1.2274 |
|
1.000 |
1.2237 |
|
0.618 |
1.2214 |
|
HIGH |
1.2177 |
|
0.618 |
1.2153 |
|
0.500 |
1.2146 |
|
0.382 |
1.2139 |
|
LOW |
1.2116 |
|
0.618 |
1.2079 |
|
1.000 |
1.2056 |
|
1.618 |
1.2018 |
|
2.618 |
1.1958 |
|
4.250 |
1.1859 |
|
|
| Fisher Pivots for day following 14-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2146 |
1.2132 |
| PP |
1.2142 |
1.2129 |
| S1 |
1.2138 |
1.2126 |
|