CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 30-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2020 |
30-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2326 |
1.2358 |
0.0032 |
0.3% |
1.2258 |
| High |
1.2345 |
1.2370 |
0.0025 |
0.2% |
1.2337 |
| Low |
1.2326 |
1.2321 |
-0.0005 |
0.0% |
1.2211 |
| Close |
1.2326 |
1.2358 |
0.0032 |
0.3% |
1.2259 |
| Range |
0.0020 |
0.0049 |
0.0029 |
148.7% |
0.0126 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2495 |
1.2475 |
1.2384 |
|
| R3 |
1.2446 |
1.2426 |
1.2371 |
|
| R2 |
1.2398 |
1.2398 |
1.2366 |
|
| R1 |
1.2378 |
1.2378 |
1.2362 |
1.2382 |
| PP |
1.2349 |
1.2349 |
1.2349 |
1.2351 |
| S1 |
1.2329 |
1.2329 |
1.2353 |
1.2333 |
| S2 |
1.2301 |
1.2301 |
1.2349 |
|
| S3 |
1.2252 |
1.2281 |
1.2344 |
|
| S4 |
1.2204 |
1.2232 |
1.2331 |
|
|
| Weekly Pivots for week ending 25-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2645 |
1.2578 |
1.2328 |
|
| R3 |
1.2520 |
1.2452 |
1.2294 |
|
| R2 |
1.2394 |
1.2394 |
1.2282 |
|
| R1 |
1.2327 |
1.2327 |
1.2271 |
1.2361 |
| PP |
1.2269 |
1.2269 |
1.2269 |
1.2286 |
| S1 |
1.2201 |
1.2201 |
1.2247 |
1.2235 |
| S2 |
1.2143 |
1.2143 |
1.2236 |
|
| S3 |
1.2018 |
1.2076 |
1.2224 |
|
| S4 |
1.1892 |
1.1950 |
1.2190 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2576 |
|
2.618 |
1.2496 |
|
1.618 |
1.2448 |
|
1.000 |
1.2418 |
|
0.618 |
1.2399 |
|
HIGH |
1.2370 |
|
0.618 |
1.2351 |
|
0.500 |
1.2345 |
|
0.382 |
1.2340 |
|
LOW |
1.2321 |
|
0.618 |
1.2291 |
|
1.000 |
1.2273 |
|
1.618 |
1.2243 |
|
2.618 |
1.2194 |
|
4.250 |
1.2115 |
|
|
| Fisher Pivots for day following 30-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2353 |
1.2347 |
| PP |
1.2349 |
1.2336 |
| S1 |
1.2345 |
1.2325 |
|