CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 16-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2020 |
16-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2207 |
1.2203 |
-0.0004 |
0.0% |
1.2182 |
| High |
1.2222 |
1.2265 |
0.0044 |
0.4% |
1.2222 |
| Low |
1.2175 |
1.2181 |
0.0006 |
0.0% |
1.2116 |
| Close |
1.2212 |
1.2219 |
0.0007 |
0.1% |
1.2168 |
| Range |
0.0047 |
0.0085 |
0.0038 |
79.8% |
0.0106 |
| ATR |
0.0068 |
0.0069 |
0.0001 |
1.7% |
0.0000 |
| Volume |
90 |
396 |
306 |
340.0% |
1,923 |
|
| Daily Pivots for day following 16-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2475 |
1.2431 |
1.2265 |
|
| R3 |
1.2390 |
1.2347 |
1.2242 |
|
| R2 |
1.2306 |
1.2306 |
1.2234 |
|
| R1 |
1.2262 |
1.2262 |
1.2226 |
1.2284 |
| PP |
1.2221 |
1.2221 |
1.2221 |
1.2232 |
| S1 |
1.2178 |
1.2178 |
1.2211 |
1.2200 |
| S2 |
1.2137 |
1.2137 |
1.2203 |
|
| S3 |
1.2052 |
1.2093 |
1.2195 |
|
| S4 |
1.1968 |
1.2009 |
1.2172 |
|
|
| 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 |
1.2624 |
|
2.618 |
1.2486 |
|
1.618 |
1.2402 |
|
1.000 |
1.2350 |
|
0.618 |
1.2317 |
|
HIGH |
1.2265 |
|
0.618 |
1.2233 |
|
0.500 |
1.2223 |
|
0.382 |
1.2213 |
|
LOW |
1.2181 |
|
0.618 |
1.2128 |
|
1.000 |
1.2096 |
|
1.618 |
1.2044 |
|
2.618 |
1.1959 |
|
4.250 |
1.1821 |
|
|
| Fisher Pivots for day following 16-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2223 |
1.2219 |
| PP |
1.2221 |
1.2219 |
| S1 |
1.2220 |
1.2219 |
|