CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 18-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2020 |
18-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2343 |
1.2321 |
-0.0022 |
-0.2% |
1.2226 |
| High |
1.2352 |
1.2345 |
-0.0007 |
-0.1% |
1.2352 |
| Low |
1.2343 |
1.2309 |
-0.0035 |
-0.3% |
1.2204 |
| Close |
1.2343 |
1.2321 |
-0.0022 |
-0.2% |
1.2321 |
| Range |
0.0009 |
0.0037 |
0.0028 |
305.6% |
0.0149 |
| ATR |
0.0065 |
0.0063 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
12 |
17 |
5 |
41.7% |
50 |
|
| Daily Pivots for day following 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2434 |
1.2414 |
1.2341 |
|
| R3 |
1.2398 |
1.2378 |
1.2331 |
|
| R2 |
1.2361 |
1.2361 |
1.2328 |
|
| R1 |
1.2341 |
1.2341 |
1.2324 |
1.2339 |
| PP |
1.2325 |
1.2325 |
1.2325 |
1.2324 |
| S1 |
1.2305 |
1.2305 |
1.2318 |
1.2303 |
| S2 |
1.2288 |
1.2288 |
1.2314 |
|
| S3 |
1.2252 |
1.2268 |
1.2311 |
|
| S4 |
1.2215 |
1.2232 |
1.2301 |
|
|
| Weekly Pivots for week ending 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2738 |
1.2678 |
1.2403 |
|
| R3 |
1.2589 |
1.2529 |
1.2362 |
|
| R2 |
1.2441 |
1.2441 |
1.2348 |
|
| R1 |
1.2381 |
1.2381 |
1.2335 |
1.2411 |
| PP |
1.2292 |
1.2292 |
1.2292 |
1.2307 |
| S1 |
1.2232 |
1.2232 |
1.2307 |
1.2262 |
| S2 |
1.2144 |
1.2144 |
1.2294 |
|
| S3 |
1.1995 |
1.2084 |
1.2280 |
|
| S4 |
1.1847 |
1.1935 |
1.2239 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2500 |
|
2.618 |
1.2441 |
|
1.618 |
1.2404 |
|
1.000 |
1.2382 |
|
0.618 |
1.2368 |
|
HIGH |
1.2345 |
|
0.618 |
1.2331 |
|
0.500 |
1.2327 |
|
0.382 |
1.2322 |
|
LOW |
1.2309 |
|
0.618 |
1.2286 |
|
1.000 |
1.2272 |
|
1.618 |
1.2249 |
|
2.618 |
1.2213 |
|
4.250 |
1.2153 |
|
|
| Fisher Pivots for day following 18-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2327 |
1.2308 |
| PP |
1.2325 |
1.2294 |
| S1 |
1.2323 |
1.2281 |
|