CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 31-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2020 |
31-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2299 |
1.2340 |
0.0041 |
0.3% |
1.2277 |
| High |
1.2354 |
1.2354 |
-0.0001 |
0.0% |
1.2314 |
| Low |
1.2296 |
1.2254 |
-0.0042 |
-0.3% |
1.2184 |
| Close |
1.2333 |
1.2270 |
-0.0063 |
-0.5% |
1.2235 |
| Range |
0.0058 |
0.0100 |
0.0042 |
71.6% |
0.0131 |
| ATR |
0.0071 |
0.0073 |
0.0002 |
2.9% |
0.0000 |
| Volume |
470 |
338 |
-132 |
-28.1% |
1,045 |
|
| Daily Pivots for day following 31-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2591 |
1.2530 |
1.2325 |
|
| R3 |
1.2492 |
1.2431 |
1.2297 |
|
| R2 |
1.2392 |
1.2392 |
1.2288 |
|
| R1 |
1.2331 |
1.2331 |
1.2279 |
1.2312 |
| PP |
1.2293 |
1.2293 |
1.2293 |
1.2283 |
| S1 |
1.2232 |
1.2232 |
1.2261 |
1.2212 |
| S2 |
1.2193 |
1.2193 |
1.2252 |
|
| S3 |
1.2094 |
1.2132 |
1.2243 |
|
| S4 |
1.1994 |
1.2033 |
1.2215 |
|
|
| 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 |
1.2776 |
|
2.618 |
1.2614 |
|
1.618 |
1.2514 |
|
1.000 |
1.2453 |
|
0.618 |
1.2415 |
|
HIGH |
1.2354 |
|
0.618 |
1.2315 |
|
0.500 |
1.2304 |
|
0.382 |
1.2292 |
|
LOW |
1.2254 |
|
0.618 |
1.2193 |
|
1.000 |
1.2155 |
|
1.618 |
1.2093 |
|
2.618 |
1.1994 |
|
4.250 |
1.1831 |
|
|
| Fisher Pivots for day following 31-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2304 |
1.2304 |
| PP |
1.2293 |
1.2293 |
| S1 |
1.2281 |
1.2281 |
|