CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 02-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2020 |
02-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1963 |
1.2104 |
0.0142 |
1.2% |
1.1891 |
| High |
1.2109 |
1.2150 |
0.0041 |
0.3% |
1.1995 |
| Low |
1.1963 |
1.2073 |
0.0110 |
0.9% |
1.1833 |
| Close |
1.2081 |
1.2131 |
0.0051 |
0.4% |
1.1989 |
| Range |
0.0147 |
0.0078 |
-0.0069 |
-47.1% |
0.0162 |
| ATR |
0.0077 |
0.0077 |
0.0000 |
0.0% |
0.0000 |
| Volume |
19,451 |
19,716 |
265 |
1.4% |
17,531 |
|
| Daily Pivots for day following 02-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2350 |
1.2318 |
1.2174 |
|
| R3 |
1.2273 |
1.2241 |
1.2152 |
|
| R2 |
1.2195 |
1.2195 |
1.2145 |
|
| R1 |
1.2163 |
1.2163 |
1.2138 |
1.2179 |
| PP |
1.2118 |
1.2118 |
1.2118 |
1.2126 |
| S1 |
1.2086 |
1.2086 |
1.2124 |
1.2102 |
| S2 |
1.2040 |
1.2040 |
1.2117 |
|
| S3 |
1.1963 |
1.2008 |
1.2110 |
|
| S4 |
1.1885 |
1.1931 |
1.2088 |
|
|
| 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 |
1.2150 |
1.1915 |
0.0236 |
1.9% |
0.0086 |
0.7% |
92% |
True |
False |
12,133 |
| 10 |
1.2150 |
1.1833 |
0.0317 |
2.6% |
0.0074 |
0.6% |
94% |
True |
False |
7,067 |
| 20 |
1.2150 |
1.1640 |
0.0510 |
4.2% |
0.0082 |
0.7% |
96% |
True |
False |
4,215 |
| 40 |
1.2150 |
1.1640 |
0.0510 |
4.2% |
0.0073 |
0.6% |
96% |
True |
False |
2,396 |
| 60 |
1.2150 |
1.1640 |
0.0510 |
4.2% |
0.0074 |
0.6% |
96% |
True |
False |
1,735 |
| 80 |
1.2150 |
1.1640 |
0.0510 |
4.2% |
0.0076 |
0.6% |
96% |
True |
False |
1,313 |
| 100 |
1.2150 |
1.1392 |
0.0759 |
6.3% |
0.0077 |
0.6% |
97% |
True |
False |
1,059 |
| 120 |
1.2150 |
1.1248 |
0.0902 |
7.4% |
0.0077 |
0.6% |
98% |
True |
False |
886 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2479 |
|
2.618 |
1.2353 |
|
1.618 |
1.2275 |
|
1.000 |
1.2228 |
|
0.618 |
1.2198 |
|
HIGH |
1.2150 |
|
0.618 |
1.2120 |
|
0.500 |
1.2111 |
|
0.382 |
1.2102 |
|
LOW |
1.2073 |
|
0.618 |
1.2025 |
|
1.000 |
1.1995 |
|
1.618 |
1.1947 |
|
2.618 |
1.1870 |
|
4.250 |
1.1743 |
|
|
| Fisher Pivots for day following 02-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2124 |
1.2105 |
| PP |
1.2118 |
1.2079 |
| S1 |
1.2111 |
1.2054 |
|