CME Euro FX (E) Future March 2021
| 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 |
1.2174 |
1.2161 |
-0.0013 |
-0.1% |
1.1997 |
| High |
1.2209 |
1.2200 |
-0.0009 |
-0.1% |
1.2209 |
| Low |
1.2142 |
1.2111 |
-0.0032 |
-0.3% |
1.1957 |
| Close |
1.2170 |
1.2152 |
-0.0018 |
-0.1% |
1.2170 |
| Range |
0.0067 |
0.0089 |
0.0023 |
33.8% |
0.0252 |
| ATR |
0.0076 |
0.0077 |
0.0001 |
1.2% |
0.0000 |
| Volume |
54,237 |
99,919 |
45,682 |
84.2% |
121,082 |
|
| Daily Pivots for day following 07-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2421 |
1.2375 |
1.2200 |
|
| R3 |
1.2332 |
1.2286 |
1.2176 |
|
| R2 |
1.2243 |
1.2243 |
1.2168 |
|
| R1 |
1.2197 |
1.2197 |
1.2160 |
1.2176 |
| PP |
1.2154 |
1.2154 |
1.2154 |
1.2143 |
| S1 |
1.2108 |
1.2108 |
1.2143 |
1.2087 |
| S2 |
1.2065 |
1.2065 |
1.2135 |
|
| S3 |
1.1976 |
1.2019 |
1.2127 |
|
| S4 |
1.1887 |
1.1930 |
1.2103 |
|
|
| Weekly Pivots for week ending 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2866 |
1.2769 |
1.2308 |
|
| R3 |
1.2615 |
1.2518 |
1.2239 |
|
| R2 |
1.2363 |
1.2363 |
1.2216 |
|
| R1 |
1.2266 |
1.2266 |
1.2193 |
1.2315 |
| PP |
1.2112 |
1.2112 |
1.2112 |
1.2136 |
| S1 |
1.2015 |
1.2015 |
1.2146 |
1.2063 |
| S2 |
1.1860 |
1.1860 |
1.2123 |
|
| S3 |
1.1609 |
1.1763 |
1.2100 |
|
| S4 |
1.1357 |
1.1512 |
1.2031 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2209 |
1.1963 |
0.0246 |
2.0% |
0.0091 |
0.7% |
77% |
False |
False |
42,119 |
| 10 |
1.2209 |
1.1833 |
0.0376 |
3.1% |
0.0082 |
0.7% |
85% |
False |
False |
23,853 |
| 20 |
1.2209 |
1.1781 |
0.0428 |
3.5% |
0.0072 |
0.6% |
87% |
False |
False |
12,632 |
| 40 |
1.2209 |
1.1640 |
0.0569 |
4.7% |
0.0075 |
0.6% |
90% |
False |
False |
6,642 |
| 60 |
1.2209 |
1.1640 |
0.0569 |
4.7% |
0.0074 |
0.6% |
90% |
False |
False |
4,585 |
| 80 |
1.2209 |
1.1640 |
0.0569 |
4.7% |
0.0075 |
0.6% |
90% |
False |
False |
3,456 |
| 100 |
1.2209 |
1.1441 |
0.0768 |
6.3% |
0.0077 |
0.6% |
93% |
False |
False |
2,773 |
| 120 |
1.2209 |
1.1248 |
0.0961 |
7.9% |
0.0077 |
0.6% |
94% |
False |
False |
2,314 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2578 |
|
2.618 |
1.2433 |
|
1.618 |
1.2344 |
|
1.000 |
1.2289 |
|
0.618 |
1.2255 |
|
HIGH |
1.2200 |
|
0.618 |
1.2166 |
|
0.500 |
1.2155 |
|
0.382 |
1.2144 |
|
LOW |
1.2111 |
|
0.618 |
1.2055 |
|
1.000 |
1.2022 |
|
1.618 |
1.1966 |
|
2.618 |
1.1877 |
|
4.250 |
1.1732 |
|
|
| Fisher Pivots for day following 07-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2155 |
1.2160 |
| PP |
1.2154 |
1.2157 |
| S1 |
1.2153 |
1.2154 |
|