CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 03-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2020 |
03-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2076 |
1.2116 |
0.0040 |
0.3% |
1.1865 |
| High |
1.2122 |
1.2177 |
0.0056 |
0.5% |
1.1967 |
| Low |
1.2043 |
1.2103 |
0.0060 |
0.5% |
1.1805 |
| Close |
1.2102 |
1.2145 |
0.0043 |
0.4% |
1.1961 |
| Range |
0.0079 |
0.0074 |
-0.0005 |
-5.7% |
0.0162 |
| ATR |
0.0078 |
0.0078 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
233,075 |
234,305 |
1,230 |
0.5% |
729,483 |
|
| Daily Pivots for day following 03-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2364 |
1.2328 |
1.2185 |
|
| R3 |
1.2290 |
1.2254 |
1.2165 |
|
| R2 |
1.2216 |
1.2216 |
1.2158 |
|
| R1 |
1.2180 |
1.2180 |
1.2151 |
1.2198 |
| PP |
1.2142 |
1.2142 |
1.2142 |
1.2150 |
| S1 |
1.2106 |
1.2106 |
1.2138 |
1.2124 |
| S2 |
1.2068 |
1.2068 |
1.2131 |
|
| S3 |
1.1994 |
1.2032 |
1.2124 |
|
| S4 |
1.1920 |
1.1958 |
1.2104 |
|
|
| 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 |
1.2177 |
1.1889 |
0.0288 |
2.4% |
0.0092 |
0.8% |
89% |
True |
False |
227,833 |
| 10 |
1.2177 |
1.1805 |
0.0373 |
3.1% |
0.0078 |
0.6% |
91% |
True |
False |
193,875 |
| 20 |
1.2177 |
1.1721 |
0.0457 |
3.8% |
0.0078 |
0.6% |
93% |
True |
False |
172,890 |
| 40 |
1.2177 |
1.1613 |
0.0565 |
4.6% |
0.0075 |
0.6% |
94% |
True |
False |
171,885 |
| 60 |
1.2177 |
1.1613 |
0.0565 |
4.6% |
0.0075 |
0.6% |
94% |
True |
False |
177,642 |
| 80 |
1.2177 |
1.1613 |
0.0565 |
4.6% |
0.0079 |
0.6% |
94% |
True |
False |
140,304 |
| 100 |
1.2177 |
1.1408 |
0.0770 |
6.3% |
0.0082 |
0.7% |
96% |
True |
False |
112,464 |
| 120 |
1.2177 |
1.1214 |
0.0963 |
7.9% |
0.0082 |
0.7% |
97% |
True |
False |
93,806 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2492 |
|
2.618 |
1.2371 |
|
1.618 |
1.2297 |
|
1.000 |
1.2251 |
|
0.618 |
1.2223 |
|
HIGH |
1.2177 |
|
0.618 |
1.2149 |
|
0.500 |
1.2140 |
|
0.382 |
1.2131 |
|
LOW |
1.2103 |
|
0.618 |
1.2057 |
|
1.000 |
1.2029 |
|
1.618 |
1.1983 |
|
2.618 |
1.1909 |
|
4.250 |
1.1789 |
|
|
| Fisher Pivots for day following 03-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2143 |
1.2115 |
| PP |
1.2142 |
1.2085 |
| S1 |
1.2140 |
1.2055 |
|