CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 01-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2020 |
01-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1997 |
1.1963 |
-0.0034 |
-0.3% |
1.1891 |
| High |
1.2036 |
1.2109 |
0.0073 |
0.6% |
1.1995 |
| Low |
1.1957 |
1.1963 |
0.0006 |
0.0% |
1.1833 |
| Close |
1.1980 |
1.2081 |
0.0101 |
0.8% |
1.1989 |
| Range |
0.0079 |
0.0147 |
0.0068 |
85.4% |
0.0162 |
| ATR |
0.0072 |
0.0077 |
0.0005 |
7.4% |
0.0000 |
| Volume |
10,402 |
19,451 |
9,049 |
87.0% |
17,531 |
|
| Daily Pivots for day following 01-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2490 |
1.2432 |
1.2161 |
|
| R3 |
1.2344 |
1.2285 |
1.2121 |
|
| R2 |
1.2197 |
1.2197 |
1.2107 |
|
| R1 |
1.2139 |
1.2139 |
1.2094 |
1.2168 |
| PP |
1.2051 |
1.2051 |
1.2051 |
1.2065 |
| S1 |
1.1992 |
1.1992 |
1.2067 |
1.2022 |
| S2 |
1.1904 |
1.1904 |
1.2054 |
|
| S3 |
1.1758 |
1.1846 |
1.2040 |
|
| S4 |
1.1611 |
1.1699 |
1.2000 |
|
|
| Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2425 |
1.2369 |
1.2078 |
|
| R3 |
1.2263 |
1.2207 |
1.2034 |
|
| R2 |
1.2101 |
1.2101 |
1.2019 |
|
| R1 |
1.2045 |
1.2045 |
1.2004 |
1.2073 |
| PP |
1.1939 |
1.1939 |
1.1939 |
1.1953 |
| S1 |
1.1883 |
1.1883 |
1.1974 |
1.1911 |
| S2 |
1.1777 |
1.1777 |
1.1959 |
|
| S3 |
1.1615 |
1.1721 |
1.1944 |
|
| S4 |
1.1453 |
1.1559 |
1.1900 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2109 |
1.1872 |
0.0238 |
2.0% |
0.0082 |
0.7% |
88% |
True |
False |
9,044 |
| 10 |
1.2109 |
1.1833 |
0.0276 |
2.3% |
0.0071 |
0.6% |
90% |
True |
False |
5,180 |
| 20 |
1.2109 |
1.1640 |
0.0469 |
3.9% |
0.0083 |
0.7% |
94% |
True |
False |
3,265 |
| 40 |
1.2109 |
1.1640 |
0.0469 |
3.9% |
0.0073 |
0.6% |
94% |
True |
False |
1,915 |
| 60 |
1.2109 |
1.1640 |
0.0469 |
3.9% |
0.0074 |
0.6% |
94% |
True |
False |
1,413 |
| 80 |
1.2109 |
1.1640 |
0.0469 |
3.9% |
0.0075 |
0.6% |
94% |
True |
False |
1,067 |
| 100 |
1.2109 |
1.1391 |
0.0718 |
5.9% |
0.0077 |
0.6% |
96% |
True |
False |
862 |
| 120 |
1.2109 |
1.1248 |
0.0861 |
7.1% |
0.0077 |
0.6% |
97% |
True |
False |
721 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2732 |
|
2.618 |
1.2493 |
|
1.618 |
1.2346 |
|
1.000 |
1.2256 |
|
0.618 |
1.2200 |
|
HIGH |
1.2109 |
|
0.618 |
1.2053 |
|
0.500 |
1.2036 |
|
0.382 |
1.2018 |
|
LOW |
1.1963 |
|
0.618 |
1.1872 |
|
1.000 |
1.1816 |
|
1.618 |
1.1725 |
|
2.618 |
1.1579 |
|
4.250 |
1.1340 |
|
|
| Fisher Pivots for day following 01-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2066 |
1.2058 |
| PP |
1.2051 |
1.2036 |
| S1 |
1.2036 |
1.2014 |
|