CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 30-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2020 |
30-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2267 |
1.2299 |
0.0033 |
0.3% |
1.2277 |
| High |
1.2324 |
1.2354 |
0.0030 |
0.2% |
1.2314 |
| Low |
1.2267 |
1.2296 |
0.0030 |
0.2% |
1.2184 |
| Close |
1.2301 |
1.2333 |
0.0032 |
0.3% |
1.2235 |
| Range |
0.0058 |
0.0058 |
0.0001 |
0.9% |
0.0131 |
| ATR |
0.0072 |
0.0071 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
196 |
470 |
274 |
139.8% |
1,045 |
|
| Daily Pivots for day following 30-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2502 |
1.2475 |
1.2364 |
|
| R3 |
1.2444 |
1.2417 |
1.2348 |
|
| R2 |
1.2386 |
1.2386 |
1.2343 |
|
| R1 |
1.2359 |
1.2359 |
1.2338 |
1.2372 |
| PP |
1.2328 |
1.2328 |
1.2328 |
1.2334 |
| S1 |
1.2301 |
1.2301 |
1.2327 |
1.2314 |
| S2 |
1.2270 |
1.2270 |
1.2322 |
|
| S3 |
1.2212 |
1.2243 |
1.2317 |
|
| S4 |
1.2154 |
1.2185 |
1.2301 |
|
|
| Weekly Pivots for week ending 25-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2636 |
1.2566 |
1.2307 |
|
| R3 |
1.2505 |
1.2435 |
1.2271 |
|
| R2 |
1.2375 |
1.2375 |
1.2259 |
|
| R1 |
1.2305 |
1.2305 |
1.2247 |
1.2275 |
| PP |
1.2244 |
1.2244 |
1.2244 |
1.2229 |
| S1 |
1.2174 |
1.2174 |
1.2223 |
1.2144 |
| S2 |
1.2114 |
1.2114 |
1.2211 |
|
| S3 |
1.1983 |
1.2044 |
1.2199 |
|
| S4 |
1.1853 |
1.1913 |
1.2163 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2601 |
|
2.618 |
1.2506 |
|
1.618 |
1.2448 |
|
1.000 |
1.2412 |
|
0.618 |
1.2390 |
|
HIGH |
1.2354 |
|
0.618 |
1.2332 |
|
0.500 |
1.2325 |
|
0.382 |
1.2318 |
|
LOW |
1.2296 |
|
0.618 |
1.2260 |
|
1.000 |
1.2238 |
|
1.618 |
1.2202 |
|
2.618 |
1.2144 |
|
4.250 |
1.2050 |
|
|
| Fisher Pivots for day following 30-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2330 |
1.2320 |
| PP |
1.2328 |
1.2307 |
| S1 |
1.2325 |
1.2294 |
|