CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 08-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2020 |
08-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2132 |
1.2113 |
-0.0020 |
-0.2% |
1.1968 |
| High |
1.2168 |
1.2136 |
-0.0033 |
-0.3% |
1.2179 |
| Low |
1.2080 |
1.2097 |
0.0017 |
0.1% |
1.1928 |
| Close |
1.2121 |
1.2106 |
-0.0015 |
-0.1% |
1.2140 |
| Range |
0.0088 |
0.0039 |
-0.0049 |
-55.7% |
0.0252 |
| ATR |
0.0078 |
0.0075 |
-0.0003 |
-3.6% |
0.0000 |
| Volume |
254,159 |
254,924 |
765 |
0.3% |
1,178,209 |
|
| Daily Pivots for day following 08-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2230 |
1.2207 |
1.2127 |
|
| R3 |
1.2191 |
1.2168 |
1.2116 |
|
| R2 |
1.2152 |
1.2152 |
1.2113 |
|
| R1 |
1.2129 |
1.2129 |
1.2109 |
1.2121 |
| PP |
1.2113 |
1.2113 |
1.2113 |
1.2109 |
| S1 |
1.2090 |
1.2090 |
1.2102 |
1.2082 |
| S2 |
1.2074 |
1.2074 |
1.2098 |
|
| S3 |
1.2035 |
1.2051 |
1.2095 |
|
| S4 |
1.1996 |
1.2012 |
1.2084 |
|
|
| 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 |
1.2043 |
0.0136 |
1.1% |
0.0069 |
0.6% |
46% |
False |
False |
241,648 |
| 10 |
1.2179 |
1.1844 |
0.0336 |
2.8% |
0.0076 |
0.6% |
78% |
False |
False |
221,125 |
| 20 |
1.2179 |
1.1754 |
0.0426 |
3.5% |
0.0069 |
0.6% |
83% |
False |
False |
177,412 |
| 40 |
1.2179 |
1.1613 |
0.0567 |
4.7% |
0.0076 |
0.6% |
87% |
False |
False |
180,376 |
| 60 |
1.2179 |
1.1613 |
0.0567 |
4.7% |
0.0075 |
0.6% |
87% |
False |
False |
178,192 |
| 80 |
1.2179 |
1.1613 |
0.0567 |
4.7% |
0.0078 |
0.6% |
87% |
False |
False |
149,515 |
| 100 |
1.2179 |
1.1439 |
0.0740 |
6.1% |
0.0082 |
0.7% |
90% |
False |
False |
119,849 |
| 120 |
1.2179 |
1.1214 |
0.0965 |
8.0% |
0.0081 |
0.7% |
92% |
False |
False |
99,970 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2301 |
|
2.618 |
1.2238 |
|
1.618 |
1.2199 |
|
1.000 |
1.2175 |
|
0.618 |
1.2160 |
|
HIGH |
1.2136 |
|
0.618 |
1.2121 |
|
0.500 |
1.2116 |
|
0.382 |
1.2111 |
|
LOW |
1.2097 |
|
0.618 |
1.2072 |
|
1.000 |
1.2058 |
|
1.618 |
1.2033 |
|
2.618 |
1.1994 |
|
4.250 |
1.1931 |
|
|
| Fisher Pivots for day following 08-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2116 |
1.2130 |
| PP |
1.2113 |
1.2122 |
| S1 |
1.2109 |
1.2114 |
|