CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 21-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2020 |
21-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2300 |
1.2256 |
-0.0044 |
-0.4% |
1.2162 |
| High |
1.2300 |
1.2285 |
-0.0015 |
-0.1% |
1.2304 |
| Low |
1.2256 |
1.2158 |
-0.0098 |
-0.8% |
1.2146 |
| Close |
1.2272 |
1.2280 |
0.0008 |
0.1% |
1.2272 |
| Range |
0.0045 |
0.0127 |
0.0083 |
185.4% |
0.0158 |
| ATR |
0.0074 |
0.0077 |
0.0004 |
5.2% |
0.0000 |
| Volume |
154,512 |
252,788 |
98,276 |
63.6% |
893,444 |
|
| Daily Pivots for day following 21-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2622 |
1.2578 |
1.2350 |
|
| R3 |
1.2495 |
1.2451 |
1.2315 |
|
| R2 |
1.2368 |
1.2368 |
1.2303 |
|
| R1 |
1.2324 |
1.2324 |
1.2292 |
1.2346 |
| PP |
1.2241 |
1.2241 |
1.2241 |
1.2252 |
| S1 |
1.2197 |
1.2197 |
1.2268 |
1.2219 |
| S2 |
1.2114 |
1.2114 |
1.2257 |
|
| S3 |
1.1987 |
1.2070 |
1.2245 |
|
| S4 |
1.1860 |
1.1943 |
1.2210 |
|
|
| Weekly Pivots for week ending 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2714 |
1.2651 |
1.2359 |
|
| R3 |
1.2556 |
1.2493 |
1.2315 |
|
| R2 |
1.2398 |
1.2398 |
1.2301 |
|
| R1 |
1.2335 |
1.2335 |
1.2286 |
1.2367 |
| PP |
1.2240 |
1.2240 |
1.2240 |
1.2256 |
| S1 |
1.2177 |
1.2177 |
1.2258 |
1.2209 |
| S2 |
1.2082 |
1.2082 |
1.2243 |
|
| S3 |
1.1924 |
1.2019 |
1.2229 |
|
| S4 |
1.1766 |
1.1861 |
1.2185 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2304 |
1.2149 |
0.0155 |
1.3% |
0.0078 |
0.6% |
85% |
False |
False |
192,029 |
| 10 |
1.2304 |
1.2090 |
0.0214 |
1.7% |
0.0072 |
0.6% |
89% |
False |
False |
220,798 |
| 20 |
1.2304 |
1.1833 |
0.0471 |
3.8% |
0.0077 |
0.6% |
95% |
False |
False |
122,325 |
| 40 |
1.2304 |
1.1640 |
0.0664 |
5.4% |
0.0076 |
0.6% |
96% |
False |
False |
61,714 |
| 60 |
1.2304 |
1.1640 |
0.0664 |
5.4% |
0.0073 |
0.6% |
96% |
False |
False |
41,304 |
| 80 |
1.2304 |
1.1640 |
0.0664 |
5.4% |
0.0075 |
0.6% |
96% |
False |
False |
31,054 |
| 100 |
1.2304 |
1.1640 |
0.0664 |
5.4% |
0.0077 |
0.6% |
96% |
False |
False |
24,851 |
| 120 |
1.2304 |
1.1289 |
0.1015 |
8.3% |
0.0077 |
0.6% |
98% |
False |
False |
20,712 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2825 |
|
2.618 |
1.2617 |
|
1.618 |
1.2490 |
|
1.000 |
1.2412 |
|
0.618 |
1.2363 |
|
HIGH |
1.2285 |
|
0.618 |
1.2236 |
|
0.500 |
1.2222 |
|
0.382 |
1.2207 |
|
LOW |
1.2158 |
|
0.618 |
1.2080 |
|
1.000 |
1.2031 |
|
1.618 |
1.1953 |
|
2.618 |
1.1826 |
|
4.250 |
1.1618 |
|
|
| Fisher Pivots for day following 21-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2261 |
1.2264 |
| PP |
1.2241 |
1.2247 |
| S1 |
1.2222 |
1.2231 |
|