CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 01-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2020 |
01-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2061 |
1.2095 |
0.0034 |
0.3% |
1.1908 |
| High |
1.2073 |
1.2150 |
0.0078 |
0.6% |
1.2038 |
| Low |
1.2013 |
1.2018 |
0.0006 |
0.0% |
1.1903 |
| Close |
1.2029 |
1.2130 |
0.0101 |
0.8% |
1.2038 |
| Range |
0.0060 |
0.0132 |
0.0072 |
120.0% |
0.0135 |
| ATR |
0.0058 |
0.0063 |
0.0005 |
9.2% |
0.0000 |
| Volume |
95 |
4 |
-91 |
-95.8% |
71 |
|
| Daily Pivots for day following 01-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2495 |
1.2444 |
1.2202 |
|
| R3 |
1.2363 |
1.2312 |
1.2166 |
|
| R2 |
1.2231 |
1.2231 |
1.2154 |
|
| R1 |
1.2180 |
1.2180 |
1.2142 |
1.2206 |
| PP |
1.2099 |
1.2099 |
1.2099 |
1.2112 |
| S1 |
1.2048 |
1.2048 |
1.2117 |
1.2074 |
| S2 |
1.1967 |
1.1967 |
1.2105 |
|
| S3 |
1.1835 |
1.1916 |
1.2093 |
|
| S4 |
1.1703 |
1.1784 |
1.2057 |
|
|
| Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2398 |
1.2353 |
1.2112 |
|
| R3 |
1.2263 |
1.2218 |
1.2075 |
|
| R2 |
1.2128 |
1.2128 |
1.2063 |
|
| R1 |
1.2083 |
1.2083 |
1.2050 |
1.2106 |
| PP |
1.1993 |
1.1993 |
1.1993 |
1.2004 |
| S1 |
1.1948 |
1.1948 |
1.2026 |
1.1971 |
| S2 |
1.1858 |
1.1858 |
1.2013 |
|
| S3 |
1.1723 |
1.1813 |
1.2001 |
|
| S4 |
1.1588 |
1.1678 |
1.1964 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2711 |
|
2.618 |
1.2496 |
|
1.618 |
1.2364 |
|
1.000 |
1.2282 |
|
0.618 |
1.2232 |
|
HIGH |
1.2150 |
|
0.618 |
1.2100 |
|
0.500 |
1.2084 |
|
0.382 |
1.2068 |
|
LOW |
1.2018 |
|
0.618 |
1.1936 |
|
1.000 |
1.1886 |
|
1.618 |
1.1804 |
|
2.618 |
1.1672 |
|
4.250 |
1.1457 |
|
|
| Fisher Pivots for day following 01-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2114 |
1.2107 |
| PP |
1.2099 |
1.2084 |
| S1 |
1.2084 |
1.2062 |
|