CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 02-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2020 |
02-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1932 |
1.2076 |
0.0144 |
1.2% |
1.1865 |
| High |
1.2080 |
1.2122 |
0.0042 |
0.3% |
1.1967 |
| Low |
1.1932 |
1.2043 |
0.0111 |
0.9% |
1.1805 |
| Close |
1.2051 |
1.2102 |
0.0051 |
0.4% |
1.1961 |
| Range |
0.0148 |
0.0079 |
-0.0070 |
-47.0% |
0.0162 |
| ATR |
0.0078 |
0.0078 |
0.0000 |
0.0% |
0.0000 |
| Volume |
242,725 |
233,075 |
-9,650 |
-4.0% |
729,483 |
|
| Daily Pivots for day following 02-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2324 |
1.2292 |
1.2145 |
|
| R3 |
1.2246 |
1.2213 |
1.2124 |
|
| R2 |
1.2167 |
1.2167 |
1.2116 |
|
| R1 |
1.2135 |
1.2135 |
1.2109 |
1.2151 |
| PP |
1.2089 |
1.2089 |
1.2089 |
1.2097 |
| S1 |
1.2056 |
1.2056 |
1.2095 |
1.2073 |
| S2 |
1.2010 |
1.2010 |
1.2088 |
|
| S3 |
1.1932 |
1.1978 |
1.2080 |
|
| S4 |
1.1853 |
1.1899 |
1.2059 |
|
|
| Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2397 |
1.2341 |
1.2050 |
|
| R3 |
1.2235 |
1.2179 |
1.2005 |
|
| R2 |
1.2073 |
1.2073 |
1.1990 |
|
| R1 |
1.2017 |
1.2017 |
1.1975 |
1.2045 |
| PP |
1.1911 |
1.1911 |
1.1911 |
1.1925 |
| S1 |
1.1855 |
1.1855 |
1.1946 |
1.1883 |
| S2 |
1.1749 |
1.1749 |
1.1931 |
|
| S3 |
1.1587 |
1.1693 |
1.1916 |
|
| S4 |
1.1425 |
1.1531 |
1.1871 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2122 |
1.1887 |
0.0235 |
1.9% |
0.0087 |
0.7% |
92% |
True |
False |
217,558 |
| 10 |
1.2122 |
1.1805 |
0.0317 |
2.6% |
0.0075 |
0.6% |
94% |
True |
False |
181,796 |
| 20 |
1.2122 |
1.1613 |
0.0509 |
4.2% |
0.0083 |
0.7% |
96% |
True |
False |
174,218 |
| 40 |
1.2122 |
1.1613 |
0.0509 |
4.2% |
0.0075 |
0.6% |
96% |
True |
False |
169,354 |
| 60 |
1.2122 |
1.1613 |
0.0509 |
4.2% |
0.0076 |
0.6% |
96% |
True |
False |
178,363 |
| 80 |
1.2122 |
1.1613 |
0.0509 |
4.2% |
0.0079 |
0.7% |
96% |
True |
False |
137,402 |
| 100 |
1.2122 |
1.1364 |
0.0758 |
6.3% |
0.0082 |
0.7% |
97% |
True |
False |
110,125 |
| 120 |
1.2122 |
1.1214 |
0.0908 |
7.5% |
0.0082 |
0.7% |
98% |
True |
False |
91,858 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2455 |
|
2.618 |
1.2327 |
|
1.618 |
1.2249 |
|
1.000 |
1.2200 |
|
0.618 |
1.2170 |
|
HIGH |
1.2122 |
|
0.618 |
1.2092 |
|
0.500 |
1.2082 |
|
0.382 |
1.2073 |
|
LOW |
1.2043 |
|
0.618 |
1.1994 |
|
1.000 |
1.1965 |
|
1.618 |
1.1916 |
|
2.618 |
1.1837 |
|
4.250 |
1.1709 |
|
|
| Fisher Pivots for day following 02-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2095 |
1.2076 |
| PP |
1.2089 |
1.2050 |
| S1 |
1.2082 |
1.2025 |
|