CME Euro FX (E) Future June 2021
Trading Metrics calculated at close of trading on 11-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2020 |
11-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
1.2150 |
1.2211 |
0.0062 |
0.5% |
1.2182 |
High |
1.2211 |
1.2217 |
0.0006 |
0.0% |
1.2222 |
Low |
1.2144 |
1.2162 |
0.0019 |
0.2% |
1.2116 |
Close |
1.2188 |
1.2168 |
-0.0021 |
-0.2% |
1.2168 |
Range |
0.0068 |
0.0055 |
-0.0013 |
-18.5% |
0.0106 |
ATR |
0.0071 |
0.0070 |
-0.0001 |
-1.6% |
0.0000 |
Volume |
232 |
509 |
277 |
119.4% |
1,923 |
|
Daily Pivots for day following 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2347 |
1.2312 |
1.2198 |
|
R3 |
1.2292 |
1.2257 |
1.2183 |
|
R2 |
1.2237 |
1.2237 |
1.2178 |
|
R1 |
1.2202 |
1.2202 |
1.2173 |
1.2192 |
PP |
1.2182 |
1.2182 |
1.2182 |
1.2177 |
S1 |
1.2147 |
1.2147 |
1.2162 |
1.2137 |
S2 |
1.2127 |
1.2127 |
1.2157 |
|
S3 |
1.2072 |
1.2092 |
1.2152 |
|
S4 |
1.2017 |
1.2037 |
1.2137 |
|
|
Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2487 |
1.2433 |
1.2226 |
|
R3 |
1.2381 |
1.2327 |
1.2197 |
|
R2 |
1.2275 |
1.2275 |
1.2187 |
|
R1 |
1.2221 |
1.2221 |
1.2177 |
1.2195 |
PP |
1.2169 |
1.2169 |
1.2169 |
1.2155 |
S1 |
1.2115 |
1.2115 |
1.2158 |
1.2089 |
S2 |
1.2063 |
1.2063 |
1.2148 |
|
S3 |
1.1957 |
1.2009 |
1.2138 |
|
S4 |
1.1851 |
1.1903 |
1.2109 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2451 |
2.618 |
1.2361 |
1.618 |
1.2306 |
1.000 |
1.2272 |
0.618 |
1.2251 |
HIGH |
1.2217 |
0.618 |
1.2196 |
0.500 |
1.2190 |
0.382 |
1.2183 |
LOW |
1.2162 |
0.618 |
1.2128 |
1.000 |
1.2107 |
1.618 |
1.2073 |
2.618 |
1.2018 |
4.250 |
1.1928 |
|
|
Fisher Pivots for day following 11-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
1.2190 |
1.2167 |
PP |
1.2182 |
1.2167 |
S1 |
1.2175 |
1.2167 |
|