CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 04-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2020 |
04-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2116 |
1.2144 |
0.0029 |
0.2% |
1.1968 |
| High |
1.2177 |
1.2179 |
0.0002 |
0.0% |
1.2179 |
| Low |
1.2103 |
1.2112 |
0.0009 |
0.1% |
1.1928 |
| Close |
1.2145 |
1.2140 |
-0.0005 |
0.0% |
1.2140 |
| Range |
0.0074 |
0.0067 |
-0.0007 |
-9.5% |
0.0252 |
| ATR |
0.0078 |
0.0077 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
234,305 |
231,778 |
-2,527 |
-1.1% |
1,178,209 |
|
| Daily Pivots for day following 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2345 |
1.2309 |
1.2176 |
|
| R3 |
1.2278 |
1.2242 |
1.2158 |
|
| R2 |
1.2211 |
1.2211 |
1.2152 |
|
| R1 |
1.2175 |
1.2175 |
1.2146 |
1.2159 |
| PP |
1.2144 |
1.2144 |
1.2144 |
1.2136 |
| S1 |
1.2108 |
1.2108 |
1.2133 |
1.2092 |
| S2 |
1.2077 |
1.2077 |
1.2127 |
|
| S3 |
1.2010 |
1.2041 |
1.2121 |
|
| S4 |
1.1943 |
1.1974 |
1.2103 |
|
|
| Weekly Pivots for week ending 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2837 |
1.2740 |
1.2278 |
|
| R3 |
1.2585 |
1.2488 |
1.2209 |
|
| R2 |
1.2334 |
1.2334 |
1.2186 |
|
| R1 |
1.2237 |
1.2237 |
1.2163 |
1.2285 |
| PP |
1.2082 |
1.2082 |
1.2082 |
1.2106 |
| S1 |
1.1985 |
1.1985 |
1.2116 |
1.2034 |
| S2 |
1.1831 |
1.1831 |
1.2093 |
|
| S3 |
1.1579 |
1.1734 |
1.2070 |
|
| S4 |
1.1328 |
1.1482 |
1.2001 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2179 |
1.1928 |
0.0252 |
2.1% |
0.0090 |
0.7% |
84% |
True |
False |
235,641 |
| 10 |
1.2179 |
1.1805 |
0.0375 |
3.1% |
0.0078 |
0.6% |
89% |
True |
False |
202,936 |
| 20 |
1.2179 |
1.1754 |
0.0426 |
3.5% |
0.0074 |
0.6% |
91% |
True |
False |
174,090 |
| 40 |
1.2179 |
1.1613 |
0.0567 |
4.7% |
0.0076 |
0.6% |
93% |
True |
False |
174,442 |
| 60 |
1.2179 |
1.1613 |
0.0567 |
4.7% |
0.0075 |
0.6% |
93% |
True |
False |
175,465 |
| 80 |
1.2179 |
1.1613 |
0.0567 |
4.7% |
0.0078 |
0.6% |
93% |
True |
False |
143,185 |
| 100 |
1.2179 |
1.1408 |
0.0772 |
6.4% |
0.0082 |
0.7% |
95% |
True |
False |
114,768 |
| 120 |
1.2179 |
1.1214 |
0.0965 |
7.9% |
0.0082 |
0.7% |
96% |
True |
False |
95,732 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2464 |
|
2.618 |
1.2354 |
|
1.618 |
1.2287 |
|
1.000 |
1.2246 |
|
0.618 |
1.2220 |
|
HIGH |
1.2179 |
|
0.618 |
1.2153 |
|
0.500 |
1.2146 |
|
0.382 |
1.2138 |
|
LOW |
1.2112 |
|
0.618 |
1.2071 |
|
1.000 |
1.2045 |
|
1.618 |
1.2004 |
|
2.618 |
1.1937 |
|
4.250 |
1.1827 |
|
|
| Fisher Pivots for day following 04-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2146 |
1.2130 |
| PP |
1.2144 |
1.2121 |
| S1 |
1.2142 |
1.2111 |
|