CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 24-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2020 |
24-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2195 |
1.2218 |
0.0023 |
0.2% |
1.2162 |
| High |
1.2251 |
1.2244 |
-0.0008 |
-0.1% |
1.2304 |
| Low |
1.2186 |
1.2205 |
0.0019 |
0.2% |
1.2146 |
| Close |
1.2209 |
1.2211 |
0.0003 |
0.0% |
1.2272 |
| Range |
0.0065 |
0.0039 |
-0.0027 |
-40.8% |
0.0158 |
| ATR |
0.0078 |
0.0076 |
-0.0003 |
-3.6% |
0.0000 |
| Volume |
184,414 |
56,166 |
-128,248 |
-69.5% |
893,444 |
|
| Daily Pivots for day following 24-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2335 |
1.2312 |
1.2232 |
|
| R3 |
1.2297 |
1.2273 |
1.2222 |
|
| R2 |
1.2258 |
1.2258 |
1.2218 |
|
| R1 |
1.2235 |
1.2235 |
1.2215 |
1.2227 |
| PP |
1.2220 |
1.2220 |
1.2220 |
1.2216 |
| S1 |
1.2196 |
1.2196 |
1.2207 |
1.2189 |
| S2 |
1.2181 |
1.2181 |
1.2204 |
|
| S3 |
1.2143 |
1.2158 |
1.2200 |
|
| S4 |
1.2104 |
1.2119 |
1.2190 |
|
|
| 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 |
1.2300 |
1.2158 |
0.0142 |
1.2% |
0.0076 |
0.6% |
37% |
False |
False |
166,889 |
| 10 |
1.2304 |
1.2136 |
0.0168 |
1.4% |
0.0072 |
0.6% |
45% |
False |
False |
182,336 |
| 20 |
1.2304 |
1.1918 |
0.0386 |
3.2% |
0.0077 |
0.6% |
76% |
False |
False |
143,174 |
| 40 |
1.2304 |
1.1640 |
0.0664 |
5.4% |
0.0077 |
0.6% |
86% |
False |
False |
72,342 |
| 60 |
1.2304 |
1.1640 |
0.0664 |
5.4% |
0.0073 |
0.6% |
86% |
False |
False |
48,406 |
| 80 |
1.2304 |
1.1640 |
0.0664 |
5.4% |
0.0074 |
0.6% |
86% |
False |
False |
36,392 |
| 100 |
1.2304 |
1.1640 |
0.0664 |
5.4% |
0.0076 |
0.6% |
86% |
False |
False |
29,117 |
| 120 |
1.2304 |
1.1325 |
0.0979 |
8.0% |
0.0076 |
0.6% |
91% |
False |
False |
24,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2407 |
|
2.618 |
1.2344 |
|
1.618 |
1.2306 |
|
1.000 |
1.2282 |
|
0.618 |
1.2267 |
|
HIGH |
1.2244 |
|
0.618 |
1.2229 |
|
0.500 |
1.2224 |
|
0.382 |
1.2220 |
|
LOW |
1.2205 |
|
0.618 |
1.2181 |
|
1.000 |
1.2167 |
|
1.618 |
1.2143 |
|
2.618 |
1.2104 |
|
4.250 |
1.2041 |
|
|
| Fisher Pivots for day following 24-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2224 |
1.2238 |
| PP |
1.2220 |
1.2229 |
| S1 |
1.2215 |
1.2220 |
|