CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 31-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2020 |
31-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2358 |
1.2296 |
-0.0062 |
-0.5% |
1.2258 |
| High |
1.2370 |
1.2374 |
0.0005 |
0.0% |
1.2337 |
| Low |
1.2321 |
1.2282 |
-0.0039 |
-0.3% |
1.2211 |
| Close |
1.2358 |
1.2295 |
-0.0063 |
-0.5% |
1.2259 |
| Range |
0.0049 |
0.0092 |
0.0044 |
89.7% |
0.0126 |
| ATR |
0.0064 |
0.0066 |
0.0002 |
3.1% |
0.0000 |
| Volume |
0 |
9 |
9 |
|
11 |
|
| Daily Pivots for day following 31-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2593 |
1.2536 |
1.2346 |
|
| R3 |
1.2501 |
1.2444 |
1.2320 |
|
| R2 |
1.2409 |
1.2409 |
1.2312 |
|
| R1 |
1.2352 |
1.2352 |
1.2303 |
1.2335 |
| PP |
1.2317 |
1.2317 |
1.2317 |
1.2308 |
| S1 |
1.2260 |
1.2260 |
1.2287 |
1.2243 |
| S2 |
1.2225 |
1.2225 |
1.2278 |
|
| S3 |
1.2133 |
1.2168 |
1.2270 |
|
| S4 |
1.2041 |
1.2076 |
1.2244 |
|
|
| 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 |
1.2765 |
|
2.618 |
1.2615 |
|
1.618 |
1.2523 |
|
1.000 |
1.2466 |
|
0.618 |
1.2431 |
|
HIGH |
1.2374 |
|
0.618 |
1.2339 |
|
0.500 |
1.2328 |
|
0.382 |
1.2317 |
|
LOW |
1.2282 |
|
0.618 |
1.2225 |
|
1.000 |
1.2190 |
|
1.618 |
1.2133 |
|
2.618 |
1.2041 |
|
4.250 |
1.1891 |
|
|
| Fisher Pivots for day following 31-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2328 |
1.2328 |
| PP |
1.2317 |
1.2317 |
| S1 |
1.2306 |
1.2306 |
|