CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 07-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2020 |
07-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2144 |
1.2132 |
-0.0012 |
-0.1% |
1.1968 |
| High |
1.2179 |
1.2168 |
-0.0011 |
-0.1% |
1.2179 |
| Low |
1.2112 |
1.2080 |
-0.0032 |
-0.3% |
1.1928 |
| Close |
1.2140 |
1.2121 |
-0.0019 |
-0.2% |
1.2140 |
| Range |
0.0067 |
0.0088 |
0.0021 |
31.3% |
0.0252 |
| ATR |
0.0077 |
0.0078 |
0.0001 |
1.0% |
0.0000 |
| Volume |
231,778 |
254,159 |
22,381 |
9.7% |
1,178,209 |
|
| Daily Pivots for day following 07-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2387 |
1.2342 |
1.2169 |
|
| R3 |
1.2299 |
1.2254 |
1.2145 |
|
| R2 |
1.2211 |
1.2211 |
1.2137 |
|
| R1 |
1.2166 |
1.2166 |
1.2129 |
1.2144 |
| PP |
1.2123 |
1.2123 |
1.2123 |
1.2112 |
| S1 |
1.2078 |
1.2078 |
1.2112 |
1.2056 |
| S2 |
1.2035 |
1.2035 |
1.2104 |
|
| S3 |
1.1947 |
1.1990 |
1.2096 |
|
| S4 |
1.1859 |
1.1902 |
1.2072 |
|
|
| 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 |
1.1932 |
0.0247 |
2.0% |
0.0091 |
0.8% |
76% |
False |
False |
239,208 |
| 10 |
1.2179 |
1.1805 |
0.0375 |
3.1% |
0.0083 |
0.7% |
84% |
False |
False |
216,185 |
| 20 |
1.2179 |
1.1754 |
0.0426 |
3.5% |
0.0073 |
0.6% |
86% |
False |
False |
177,023 |
| 40 |
1.2179 |
1.1613 |
0.0567 |
4.7% |
0.0076 |
0.6% |
90% |
False |
False |
176,864 |
| 60 |
1.2179 |
1.1613 |
0.0567 |
4.7% |
0.0075 |
0.6% |
90% |
False |
False |
176,101 |
| 80 |
1.2179 |
1.1613 |
0.0567 |
4.7% |
0.0078 |
0.6% |
90% |
False |
False |
146,346 |
| 100 |
1.2179 |
1.1415 |
0.0765 |
6.3% |
0.0082 |
0.7% |
92% |
False |
False |
117,305 |
| 120 |
1.2179 |
1.1214 |
0.0965 |
8.0% |
0.0082 |
0.7% |
94% |
False |
False |
97,849 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2542 |
|
2.618 |
1.2398 |
|
1.618 |
1.2310 |
|
1.000 |
1.2256 |
|
0.618 |
1.2222 |
|
HIGH |
1.2168 |
|
0.618 |
1.2134 |
|
0.500 |
1.2124 |
|
0.382 |
1.2114 |
|
LOW |
1.2080 |
|
0.618 |
1.2026 |
|
1.000 |
1.1992 |
|
1.618 |
1.1938 |
|
2.618 |
1.1850 |
|
4.250 |
1.1706 |
|
|
| Fisher Pivots for day following 07-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2124 |
1.2130 |
| PP |
1.2123 |
1.2127 |
| S1 |
1.2122 |
1.2124 |
|