CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 16-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2020 |
16-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2174 |
1.2181 |
0.0007 |
0.1% |
1.2161 |
| High |
1.2198 |
1.2241 |
0.0043 |
0.4% |
1.2200 |
| Low |
1.2149 |
1.2156 |
0.0007 |
0.1% |
1.2090 |
| Close |
1.2187 |
1.2194 |
0.0007 |
0.1% |
1.2143 |
| Range |
0.0049 |
0.0086 |
0.0037 |
74.5% |
0.0110 |
| ATR |
0.0072 |
0.0073 |
0.0001 |
1.3% |
0.0000 |
| Volume |
146,856 |
213,378 |
66,522 |
45.3% |
1,161,670 |
|
| Daily Pivots for day following 16-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2453 |
1.2409 |
1.2241 |
|
| R3 |
1.2368 |
1.2324 |
1.2218 |
|
| R2 |
1.2282 |
1.2282 |
1.2210 |
|
| R1 |
1.2238 |
1.2238 |
1.2202 |
1.2260 |
| PP |
1.2197 |
1.2197 |
1.2197 |
1.2208 |
| S1 |
1.2153 |
1.2153 |
1.2186 |
1.2175 |
| S2 |
1.2111 |
1.2111 |
1.2178 |
|
| S3 |
1.2026 |
1.2067 |
1.2170 |
|
| S4 |
1.1940 |
1.1982 |
1.2147 |
|
|
| Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2473 |
1.2417 |
1.2203 |
|
| R3 |
1.2363 |
1.2308 |
1.2173 |
|
| R2 |
1.2254 |
1.2254 |
1.2163 |
|
| R1 |
1.2198 |
1.2198 |
1.2153 |
1.2171 |
| PP |
1.2144 |
1.2144 |
1.2144 |
1.2131 |
| S1 |
1.2089 |
1.2089 |
1.2132 |
1.2062 |
| S2 |
1.2035 |
1.2035 |
1.2122 |
|
| S3 |
1.1925 |
1.1979 |
1.2112 |
|
| S4 |
1.1816 |
1.1870 |
1.2082 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2241 |
1.2106 |
0.0135 |
1.1% |
0.0067 |
0.6% |
65% |
True |
False |
231,847 |
| 10 |
1.2241 |
1.2090 |
0.0151 |
1.2% |
0.0069 |
0.6% |
69% |
True |
False |
177,950 |
| 20 |
1.2241 |
1.1833 |
0.0408 |
3.3% |
0.0072 |
0.6% |
88% |
True |
False |
92,509 |
| 40 |
1.2241 |
1.1640 |
0.0601 |
4.9% |
0.0075 |
0.6% |
92% |
True |
False |
46,753 |
| 60 |
1.2241 |
1.1640 |
0.0601 |
4.9% |
0.0072 |
0.6% |
92% |
True |
False |
31,323 |
| 80 |
1.2241 |
1.1640 |
0.0601 |
4.9% |
0.0075 |
0.6% |
92% |
True |
False |
23,556 |
| 100 |
1.2241 |
1.1640 |
0.0601 |
4.9% |
0.0077 |
0.6% |
92% |
True |
False |
18,852 |
| 120 |
1.2241 |
1.1255 |
0.0987 |
8.1% |
0.0076 |
0.6% |
95% |
True |
False |
15,715 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2604 |
|
2.618 |
1.2465 |
|
1.618 |
1.2379 |
|
1.000 |
1.2327 |
|
0.618 |
1.2294 |
|
HIGH |
1.2241 |
|
0.618 |
1.2208 |
|
0.500 |
1.2198 |
|
0.382 |
1.2188 |
|
LOW |
1.2156 |
|
0.618 |
1.2103 |
|
1.000 |
1.2070 |
|
1.618 |
1.2017 |
|
2.618 |
1.1932 |
|
4.250 |
1.1792 |
|
|
| Fisher Pivots for day following 16-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2198 |
1.2194 |
| PP |
1.2197 |
1.2194 |
| S1 |
1.2195 |
1.2193 |
|