CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 16-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2020 |
16-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2237 |
1.2244 |
0.0007 |
0.1% |
1.2201 |
| High |
1.2246 |
1.2285 |
0.0039 |
0.3% |
1.2243 |
| Low |
1.2204 |
1.2210 |
0.0006 |
0.0% |
1.2142 |
| Close |
1.2237 |
1.2244 |
0.0007 |
0.1% |
1.2192 |
| Range |
0.0043 |
0.0075 |
0.0033 |
76.5% |
0.0101 |
| ATR |
0.0060 |
0.0061 |
0.0001 |
1.7% |
0.0000 |
| Volume |
0 |
21 |
21 |
|
86 |
|
| Daily Pivots for day following 16-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2471 |
1.2433 |
1.2285 |
|
| R3 |
1.2396 |
1.2358 |
1.2265 |
|
| R2 |
1.2321 |
1.2321 |
1.2258 |
|
| R1 |
1.2283 |
1.2283 |
1.2251 |
1.2282 |
| PP |
1.2246 |
1.2246 |
1.2246 |
1.2246 |
| S1 |
1.2208 |
1.2208 |
1.2237 |
1.2207 |
| S2 |
1.2171 |
1.2171 |
1.2230 |
|
| S3 |
1.2096 |
1.2133 |
1.2223 |
|
| S4 |
1.2021 |
1.2058 |
1.2203 |
|
|
| 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 |
1.2603 |
|
2.618 |
1.2481 |
|
1.618 |
1.2406 |
|
1.000 |
1.2360 |
|
0.618 |
1.2331 |
|
HIGH |
1.2285 |
|
0.618 |
1.2256 |
|
0.500 |
1.2247 |
|
0.382 |
1.2238 |
|
LOW |
1.2210 |
|
0.618 |
1.2163 |
|
1.000 |
1.2135 |
|
1.618 |
1.2088 |
|
2.618 |
1.2013 |
|
4.250 |
1.1891 |
|
|
| Fisher Pivots for day following 16-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2247 |
1.2244 |
| PP |
1.2246 |
1.2244 |
| S1 |
1.2245 |
1.2244 |
|