CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 09-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2020 |
09-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2113 |
1.2107 |
-0.0006 |
0.0% |
1.1968 |
| High |
1.2136 |
1.2149 |
0.0014 |
0.1% |
1.2179 |
| Low |
1.2097 |
1.2060 |
-0.0037 |
-0.3% |
1.1928 |
| Close |
1.2106 |
1.2074 |
-0.0032 |
-0.3% |
1.2140 |
| Range |
0.0039 |
0.0090 |
0.0051 |
129.5% |
0.0252 |
| ATR |
0.0075 |
0.0076 |
0.0001 |
1.4% |
0.0000 |
| Volume |
254,924 |
427,302 |
172,378 |
67.6% |
1,178,209 |
|
| Daily Pivots for day following 09-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2363 |
1.2308 |
1.2123 |
|
| R3 |
1.2273 |
1.2218 |
1.2098 |
|
| R2 |
1.2184 |
1.2184 |
1.2090 |
|
| R1 |
1.2129 |
1.2129 |
1.2082 |
1.2111 |
| PP |
1.2094 |
1.2094 |
1.2094 |
1.2085 |
| S1 |
1.2039 |
1.2039 |
1.2065 |
1.2022 |
| S2 |
1.2005 |
1.2005 |
1.2057 |
|
| S3 |
1.1915 |
1.1950 |
1.2049 |
|
| S4 |
1.1826 |
1.1860 |
1.2024 |
|
|
| 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 |
1.2060 |
0.0120 |
1.0% |
0.0072 |
0.6% |
12% |
False |
True |
280,493 |
| 10 |
1.2179 |
1.1887 |
0.0293 |
2.4% |
0.0079 |
0.7% |
64% |
False |
False |
249,025 |
| 20 |
1.2179 |
1.1754 |
0.0426 |
3.5% |
0.0070 |
0.6% |
75% |
False |
False |
190,988 |
| 40 |
1.2179 |
1.1613 |
0.0567 |
4.7% |
0.0076 |
0.6% |
81% |
False |
False |
186,700 |
| 60 |
1.2179 |
1.1613 |
0.0567 |
4.7% |
0.0075 |
0.6% |
81% |
False |
False |
183,044 |
| 80 |
1.2179 |
1.1613 |
0.0567 |
4.7% |
0.0079 |
0.7% |
81% |
False |
False |
154,845 |
| 100 |
1.2179 |
1.1460 |
0.0720 |
6.0% |
0.0082 |
0.7% |
85% |
False |
False |
124,119 |
| 120 |
1.2179 |
1.1214 |
0.0965 |
8.0% |
0.0081 |
0.7% |
89% |
False |
False |
103,529 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2529 |
|
2.618 |
1.2383 |
|
1.618 |
1.2294 |
|
1.000 |
1.2239 |
|
0.618 |
1.2204 |
|
HIGH |
1.2149 |
|
0.618 |
1.2115 |
|
0.500 |
1.2104 |
|
0.382 |
1.2094 |
|
LOW |
1.2060 |
|
0.618 |
1.2004 |
|
1.000 |
1.1970 |
|
1.618 |
1.1915 |
|
2.618 |
1.1825 |
|
4.250 |
1.1679 |
|
|
| Fisher Pivots for day following 09-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2104 |
1.2114 |
| PP |
1.2094 |
1.2100 |
| S1 |
1.2084 |
1.2087 |
|