CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 23-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2020 |
23-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2318 |
1.2284 |
-0.0034 |
-0.3% |
1.2226 |
| High |
1.2337 |
1.2298 |
-0.0039 |
-0.3% |
1.2352 |
| Low |
1.2239 |
1.2236 |
-0.0003 |
0.0% |
1.2204 |
| Close |
1.2243 |
1.2257 |
0.0015 |
0.1% |
1.2321 |
| Range |
0.0098 |
0.0062 |
-0.0037 |
-37.2% |
0.0149 |
| ATR |
0.0069 |
0.0068 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
1 |
4 |
3 |
300.0% |
50 |
|
| Daily Pivots for day following 23-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2448 |
1.2414 |
1.2291 |
|
| R3 |
1.2387 |
1.2353 |
1.2274 |
|
| R2 |
1.2325 |
1.2325 |
1.2268 |
|
| R1 |
1.2291 |
1.2291 |
1.2263 |
1.2277 |
| PP |
1.2264 |
1.2264 |
1.2264 |
1.2257 |
| S1 |
1.2230 |
1.2230 |
1.2251 |
1.2216 |
| S2 |
1.2202 |
1.2202 |
1.2246 |
|
| S3 |
1.2141 |
1.2168 |
1.2240 |
|
| S4 |
1.2079 |
1.2107 |
1.2223 |
|
|
| 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 |
1.2559 |
|
2.618 |
1.2459 |
|
1.618 |
1.2397 |
|
1.000 |
1.2359 |
|
0.618 |
1.2336 |
|
HIGH |
1.2298 |
|
0.618 |
1.2274 |
|
0.500 |
1.2267 |
|
0.382 |
1.2259 |
|
LOW |
1.2236 |
|
0.618 |
1.2198 |
|
1.000 |
1.2175 |
|
1.618 |
1.2136 |
|
2.618 |
1.2075 |
|
4.250 |
1.1975 |
|
|
| Fisher Pivots for day following 23-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2267 |
1.2274 |
| PP |
1.2264 |
1.2268 |
| S1 |
1.2260 |
1.2263 |
|