CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 04-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2020 |
04-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2296 |
1.2310 |
0.0015 |
0.1% |
1.2281 |
| High |
1.2374 |
1.2375 |
0.0001 |
0.0% |
1.2374 |
| Low |
1.2282 |
1.2310 |
0.0028 |
0.2% |
1.2281 |
| Close |
1.2295 |
1.2320 |
0.0025 |
0.2% |
1.2295 |
| Range |
0.0092 |
0.0065 |
-0.0027 |
-29.3% |
0.0093 |
| ATR |
0.0066 |
0.0067 |
0.0001 |
1.5% |
0.0000 |
| Volume |
9 |
17 |
8 |
88.9% |
9 |
|
| Daily Pivots for day following 04-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2530 |
1.2490 |
1.2356 |
|
| R3 |
1.2465 |
1.2425 |
1.2338 |
|
| R2 |
1.2400 |
1.2400 |
1.2332 |
|
| R1 |
1.2360 |
1.2360 |
1.2326 |
1.2380 |
| PP |
1.2335 |
1.2335 |
1.2335 |
1.2345 |
| S1 |
1.2295 |
1.2295 |
1.2314 |
1.2315 |
| S2 |
1.2270 |
1.2270 |
1.2308 |
|
| S3 |
1.2205 |
1.2230 |
1.2302 |
|
| S4 |
1.2140 |
1.2165 |
1.2284 |
|
|
| Weekly Pivots for week ending 01-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2596 |
1.2538 |
1.2346 |
|
| R3 |
1.2503 |
1.2445 |
1.2321 |
|
| R2 |
1.2410 |
1.2410 |
1.2312 |
|
| R1 |
1.2352 |
1.2352 |
1.2304 |
1.2381 |
| PP |
1.2317 |
1.2317 |
1.2317 |
1.2331 |
| S1 |
1.2259 |
1.2259 |
1.2286 |
1.2288 |
| S2 |
1.2224 |
1.2224 |
1.2278 |
|
| S3 |
1.2131 |
1.2166 |
1.2269 |
|
| S4 |
1.2038 |
1.2073 |
1.2244 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2651 |
|
2.618 |
1.2545 |
|
1.618 |
1.2480 |
|
1.000 |
1.2440 |
|
0.618 |
1.2415 |
|
HIGH |
1.2375 |
|
0.618 |
1.2350 |
|
0.500 |
1.2343 |
|
0.382 |
1.2335 |
|
LOW |
1.2310 |
|
0.618 |
1.2270 |
|
1.000 |
1.2245 |
|
1.618 |
1.2205 |
|
2.618 |
1.2140 |
|
4.250 |
1.2034 |
|
|
| Fisher Pivots for day following 04-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2343 |
1.2329 |
| PP |
1.2335 |
1.2326 |
| S1 |
1.2328 |
1.2323 |
|