CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 11-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2020 |
11-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2213 |
1.2217 |
0.0004 |
0.0% |
1.2201 |
| High |
1.2237 |
1.2239 |
0.0002 |
0.0% |
1.2243 |
| Low |
1.2213 |
1.2188 |
-0.0026 |
-0.2% |
1.2142 |
| Close |
1.2213 |
1.2192 |
-0.0021 |
-0.2% |
1.2192 |
| Range |
0.0024 |
0.0052 |
0.0028 |
114.6% |
0.0101 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
35 |
6 |
-29 |
-82.9% |
86 |
|
| Daily Pivots for day following 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2361 |
1.2328 |
1.2220 |
|
| R3 |
1.2309 |
1.2276 |
1.2206 |
|
| R2 |
1.2258 |
1.2258 |
1.2201 |
|
| R1 |
1.2225 |
1.2225 |
1.2197 |
1.2216 |
| PP |
1.2206 |
1.2206 |
1.2206 |
1.2202 |
| S1 |
1.2173 |
1.2173 |
1.2187 |
1.2164 |
| S2 |
1.2155 |
1.2155 |
1.2183 |
|
| S3 |
1.2103 |
1.2122 |
1.2178 |
|
| S4 |
1.2052 |
1.2070 |
1.2164 |
|
|
| Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2495 |
1.2445 |
1.2248 |
|
| R3 |
1.2394 |
1.2344 |
1.2220 |
|
| R2 |
1.2293 |
1.2293 |
1.2211 |
|
| R1 |
1.2243 |
1.2243 |
1.2201 |
1.2217 |
| PP |
1.2192 |
1.2192 |
1.2192 |
1.2179 |
| S1 |
1.2142 |
1.2142 |
1.2183 |
1.2116 |
| S2 |
1.2091 |
1.2091 |
1.2173 |
|
| S3 |
1.1990 |
1.2041 |
1.2164 |
|
| S4 |
1.1889 |
1.1940 |
1.2136 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2458 |
|
2.618 |
1.2374 |
|
1.618 |
1.2322 |
|
1.000 |
1.2291 |
|
0.618 |
1.2271 |
|
HIGH |
1.2239 |
|
0.618 |
1.2219 |
|
0.500 |
1.2213 |
|
0.382 |
1.2207 |
|
LOW |
1.2188 |
|
0.618 |
1.2156 |
|
1.000 |
1.2136 |
|
1.618 |
1.2104 |
|
2.618 |
1.2053 |
|
4.250 |
1.1969 |
|
|
| Fisher Pivots for day following 11-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2213 |
1.2191 |
| PP |
1.2206 |
1.2191 |
| S1 |
1.2199 |
1.2190 |
|