CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 28-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2020 |
28-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2218 |
1.2219 |
0.0002 |
0.0% |
1.2256 |
| High |
1.2244 |
1.2278 |
0.0035 |
0.3% |
1.2291 |
| Low |
1.2205 |
1.2208 |
0.0003 |
0.0% |
1.2158 |
| Close |
1.2211 |
1.2233 |
0.0022 |
0.2% |
1.2211 |
| Range |
0.0039 |
0.0070 |
0.0032 |
81.8% |
0.0133 |
| ATR |
0.0076 |
0.0075 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
56,166 |
121,859 |
65,693 |
117.0% |
679,933 |
|
| Daily Pivots for day following 28-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2450 |
1.2411 |
1.2271 |
|
| R3 |
1.2380 |
1.2341 |
1.2252 |
|
| R2 |
1.2310 |
1.2310 |
1.2245 |
|
| R1 |
1.2271 |
1.2271 |
1.2239 |
1.2290 |
| PP |
1.2240 |
1.2240 |
1.2240 |
1.2249 |
| S1 |
1.2201 |
1.2201 |
1.2226 |
1.2220 |
| S2 |
1.2170 |
1.2170 |
1.2220 |
|
| S3 |
1.2100 |
1.2131 |
1.2213 |
|
| S4 |
1.2030 |
1.2061 |
1.2194 |
|
|
| Weekly Pivots for week ending 25-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2617 |
1.2547 |
1.2284 |
|
| R3 |
1.2485 |
1.2414 |
1.2247 |
|
| R2 |
1.2352 |
1.2352 |
1.2235 |
|
| R1 |
1.2282 |
1.2282 |
1.2223 |
1.2251 |
| PP |
1.2220 |
1.2220 |
1.2220 |
1.2204 |
| S1 |
1.2149 |
1.2149 |
1.2199 |
1.2118 |
| S2 |
1.2087 |
1.2087 |
1.2187 |
|
| S3 |
1.1955 |
1.2017 |
1.2175 |
|
| S4 |
1.1822 |
1.1884 |
1.2138 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2291 |
1.2158 |
0.0133 |
1.1% |
0.0081 |
0.7% |
56% |
False |
False |
160,358 |
| 10 |
1.2304 |
1.2146 |
0.0158 |
1.3% |
0.0073 |
0.6% |
55% |
False |
False |
169,523 |
| 20 |
1.2304 |
1.1957 |
0.0347 |
2.8% |
0.0077 |
0.6% |
80% |
False |
False |
148,899 |
| 40 |
1.2304 |
1.1640 |
0.0664 |
5.4% |
0.0076 |
0.6% |
89% |
False |
False |
75,368 |
| 60 |
1.2304 |
1.1640 |
0.0664 |
5.4% |
0.0073 |
0.6% |
89% |
False |
False |
50,430 |
| 80 |
1.2304 |
1.1640 |
0.0664 |
5.4% |
0.0073 |
0.6% |
89% |
False |
False |
37,914 |
| 100 |
1.2304 |
1.1640 |
0.0664 |
5.4% |
0.0075 |
0.6% |
89% |
False |
False |
30,335 |
| 120 |
1.2304 |
1.1325 |
0.0979 |
8.0% |
0.0076 |
0.6% |
93% |
False |
False |
25,286 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2576 |
|
2.618 |
1.2461 |
|
1.618 |
1.2391 |
|
1.000 |
1.2348 |
|
0.618 |
1.2321 |
|
HIGH |
1.2278 |
|
0.618 |
1.2251 |
|
0.500 |
1.2243 |
|
0.382 |
1.2235 |
|
LOW |
1.2208 |
|
0.618 |
1.2165 |
|
1.000 |
1.2138 |
|
1.618 |
1.2095 |
|
2.618 |
1.2025 |
|
4.250 |
1.1911 |
|
|
| Fisher Pivots for day following 28-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2243 |
1.2232 |
| PP |
1.2240 |
1.2232 |
| S1 |
1.2236 |
1.2232 |
|