CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 21-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2020 |
21-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2321 |
1.2258 |
-0.0063 |
-0.5% |
1.2226 |
| High |
1.2345 |
1.2329 |
-0.0017 |
-0.1% |
1.2352 |
| Low |
1.2309 |
1.2211 |
-0.0098 |
-0.8% |
1.2204 |
| Close |
1.2321 |
1.2329 |
0.0008 |
0.1% |
1.2321 |
| Range |
0.0037 |
0.0118 |
0.0081 |
221.9% |
0.0149 |
| ATR |
0.0063 |
0.0067 |
0.0004 |
6.2% |
0.0000 |
| Volume |
17 |
6 |
-11 |
-64.7% |
50 |
|
| Daily Pivots for day following 21-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2642 |
1.2603 |
1.2393 |
|
| R3 |
1.2524 |
1.2485 |
1.2361 |
|
| R2 |
1.2407 |
1.2407 |
1.2350 |
|
| R1 |
1.2368 |
1.2368 |
1.2339 |
1.2387 |
| PP |
1.2289 |
1.2289 |
1.2289 |
1.2299 |
| S1 |
1.2250 |
1.2250 |
1.2318 |
1.2270 |
| S2 |
1.2172 |
1.2172 |
1.2307 |
|
| S3 |
1.2054 |
1.2133 |
1.2296 |
|
| S4 |
1.1937 |
1.2015 |
1.2264 |
|
|
| 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 |
1.2828 |
|
2.618 |
1.2636 |
|
1.618 |
1.2519 |
|
1.000 |
1.2446 |
|
0.618 |
1.2401 |
|
HIGH |
1.2329 |
|
0.618 |
1.2284 |
|
0.500 |
1.2270 |
|
0.382 |
1.2256 |
|
LOW |
1.2211 |
|
0.618 |
1.2138 |
|
1.000 |
1.2094 |
|
1.618 |
1.2021 |
|
2.618 |
1.1903 |
|
4.250 |
1.1712 |
|
|
| Fisher Pivots for day following 21-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2309 |
1.2313 |
| PP |
1.2289 |
1.2297 |
| S1 |
1.2270 |
1.2282 |
|