CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 03-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2020 |
03-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2124 |
1.2176 |
0.0052 |
0.4% |
1.1936 |
| High |
1.2171 |
1.2230 |
0.0060 |
0.5% |
1.2018 |
| Low |
1.2099 |
1.2159 |
0.0061 |
0.5% |
1.1858 |
| Close |
1.2156 |
1.2198 |
0.0043 |
0.3% |
1.2014 |
| Range |
0.0072 |
0.0071 |
-0.0001 |
-1.4% |
0.0160 |
| ATR |
0.0071 |
0.0072 |
0.0000 |
0.3% |
0.0000 |
| Volume |
69 |
27 |
-42 |
-60.9% |
114 |
|
| Daily Pivots for day following 03-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2409 |
1.2374 |
1.2237 |
|
| R3 |
1.2338 |
1.2303 |
1.2218 |
|
| R2 |
1.2267 |
1.2267 |
1.2211 |
|
| R1 |
1.2232 |
1.2232 |
1.2205 |
1.2250 |
| PP |
1.2196 |
1.2196 |
1.2196 |
1.2204 |
| S1 |
1.2161 |
1.2161 |
1.2191 |
1.2179 |
| S2 |
1.2125 |
1.2125 |
1.2185 |
|
| S3 |
1.2054 |
1.2090 |
1.2178 |
|
| S4 |
1.1983 |
1.2019 |
1.2159 |
|
|
| Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2443 |
1.2388 |
1.2102 |
|
| R3 |
1.2283 |
1.2228 |
1.2058 |
|
| R2 |
1.2123 |
1.2123 |
1.2043 |
|
| R1 |
1.2068 |
1.2068 |
1.2028 |
1.2096 |
| PP |
1.1963 |
1.1963 |
1.1963 |
1.1977 |
| S1 |
1.1908 |
1.1908 |
1.1999 |
1.1936 |
| S2 |
1.1803 |
1.1803 |
1.1984 |
|
| S3 |
1.1643 |
1.1748 |
1.1970 |
|
| S4 |
1.1483 |
1.1588 |
1.1926 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2532 |
|
2.618 |
1.2416 |
|
1.618 |
1.2345 |
|
1.000 |
1.2301 |
|
0.618 |
1.2274 |
|
HIGH |
1.2230 |
|
0.618 |
1.2203 |
|
0.500 |
1.2195 |
|
0.382 |
1.2186 |
|
LOW |
1.2159 |
|
0.618 |
1.2115 |
|
1.000 |
1.2088 |
|
1.618 |
1.2044 |
|
2.618 |
1.1973 |
|
4.250 |
1.1857 |
|
|
| Fisher Pivots for day following 03-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2197 |
1.2168 |
| PP |
1.2196 |
1.2139 |
| S1 |
1.2195 |
1.2109 |
|