CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 07-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2020 |
07-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2219 |
1.2201 |
-0.0018 |
-0.1% |
1.2061 |
| High |
1.2251 |
1.2243 |
-0.0008 |
-0.1% |
1.2251 |
| Low |
1.2200 |
1.2168 |
-0.0032 |
-0.3% |
1.2013 |
| Close |
1.2219 |
1.2201 |
-0.0018 |
-0.1% |
1.2219 |
| Range |
0.0051 |
0.0075 |
0.0024 |
47.1% |
0.0238 |
| ATR |
0.0061 |
0.0062 |
0.0001 |
1.6% |
0.0000 |
| Volume |
16 |
42 |
26 |
162.5% |
137 |
|
| Daily Pivots for day following 07-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2429 |
1.2390 |
1.2242 |
|
| R3 |
1.2354 |
1.2315 |
1.2222 |
|
| R2 |
1.2279 |
1.2279 |
1.2215 |
|
| R1 |
1.2240 |
1.2240 |
1.2208 |
1.2239 |
| PP |
1.2204 |
1.2204 |
1.2204 |
1.2203 |
| S1 |
1.2165 |
1.2165 |
1.2194 |
1.2164 |
| S2 |
1.2129 |
1.2129 |
1.2187 |
|
| S3 |
1.2054 |
1.2090 |
1.2180 |
|
| S4 |
1.1979 |
1.2015 |
1.2160 |
|
|
| Weekly Pivots for week ending 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2875 |
1.2785 |
1.2350 |
|
| R3 |
1.2637 |
1.2547 |
1.2284 |
|
| R2 |
1.2399 |
1.2399 |
1.2263 |
|
| R1 |
1.2309 |
1.2309 |
1.2241 |
1.2354 |
| PP |
1.2161 |
1.2161 |
1.2161 |
1.2183 |
| S1 |
1.2071 |
1.2071 |
1.2197 |
1.2116 |
| S2 |
1.1923 |
1.1923 |
1.2175 |
|
| S3 |
1.1685 |
1.1833 |
1.2154 |
|
| S4 |
1.1447 |
1.1595 |
1.2088 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2561 |
|
2.618 |
1.2439 |
|
1.618 |
1.2364 |
|
1.000 |
1.2318 |
|
0.618 |
1.2289 |
|
HIGH |
1.2243 |
|
0.618 |
1.2214 |
|
0.500 |
1.2205 |
|
0.382 |
1.2196 |
|
LOW |
1.2168 |
|
0.618 |
1.2121 |
|
1.000 |
1.2093 |
|
1.618 |
1.2046 |
|
2.618 |
1.1971 |
|
4.250 |
1.1849 |
|
|
| Fisher Pivots for day following 07-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2205 |
1.2209 |
| PP |
1.2204 |
1.2206 |
| S1 |
1.2202 |
1.2204 |
|