CME Euro FX (E) Future March 2021
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 |
1.2139 |
1.2113 |
-0.0026 |
-0.2% |
1.1997 |
High |
1.2181 |
1.2189 |
0.0009 |
0.1% |
1.2209 |
Low |
1.2090 |
1.2106 |
0.0016 |
0.1% |
1.1957 |
Close |
1.2104 |
1.2164 |
0.0060 |
0.5% |
1.2170 |
Range |
0.0091 |
0.0083 |
-0.0008 |
-8.3% |
0.0252 |
ATR |
0.0076 |
0.0076 |
0.0001 |
0.9% |
0.0000 |
Volume |
305,856 |
362,931 |
57,075 |
18.7% |
121,082 |
|
Daily Pivots for day following 10-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2402 |
1.2366 |
1.2209 |
|
R3 |
1.2319 |
1.2283 |
1.2186 |
|
R2 |
1.2236 |
1.2236 |
1.2179 |
|
R1 |
1.2200 |
1.2200 |
1.2171 |
1.2218 |
PP |
1.2153 |
1.2153 |
1.2153 |
1.2162 |
S1 |
1.2117 |
1.2117 |
1.2156 |
1.2135 |
S2 |
1.2070 |
1.2070 |
1.2148 |
|
S3 |
1.1987 |
1.2034 |
1.2141 |
|
S4 |
1.1904 |
1.1951 |
1.2118 |
|
|
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 |
1.2090 |
0.0119 |
1.0% |
0.0074 |
0.6% |
62% |
False |
False |
193,183 |
10 |
1.2209 |
1.1918 |
0.0291 |
2.4% |
0.0082 |
0.7% |
85% |
False |
False |
104,012 |
20 |
1.2209 |
1.1794 |
0.0415 |
3.4% |
0.0069 |
0.6% |
89% |
False |
False |
52,931 |
40 |
1.2209 |
1.1640 |
0.0569 |
4.7% |
0.0076 |
0.6% |
92% |
False |
False |
26,884 |
60 |
1.2209 |
1.1640 |
0.0569 |
4.7% |
0.0074 |
0.6% |
92% |
False |
False |
18,083 |
80 |
1.2209 |
1.1640 |
0.0569 |
4.7% |
0.0076 |
0.6% |
92% |
False |
False |
13,602 |
100 |
1.2209 |
1.1571 |
0.0638 |
5.2% |
0.0077 |
0.6% |
93% |
False |
False |
10,890 |
120 |
1.2209 |
1.1255 |
0.0954 |
7.8% |
0.0076 |
0.6% |
95% |
False |
False |
9,079 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2542 |
2.618 |
1.2406 |
1.618 |
1.2323 |
1.000 |
1.2272 |
0.618 |
1.2240 |
HIGH |
1.2189 |
0.618 |
1.2157 |
0.500 |
1.2148 |
0.382 |
1.2138 |
LOW |
1.2106 |
0.618 |
1.2055 |
1.000 |
1.2023 |
1.618 |
1.1972 |
2.618 |
1.1889 |
4.250 |
1.1753 |
|
|
Fisher Pivots for day following 10-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
1.2158 |
1.2156 |
PP |
1.2153 |
1.2148 |
S1 |
1.2148 |
1.2140 |
|