CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 03-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2020 |
03-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2104 |
1.2146 |
0.0042 |
0.3% |
1.1891 |
| High |
1.2150 |
1.2205 |
0.0055 |
0.5% |
1.1995 |
| Low |
1.2073 |
1.2132 |
0.0060 |
0.5% |
1.1833 |
| Close |
1.2131 |
1.2174 |
0.0043 |
0.4% |
1.1989 |
| Range |
0.0078 |
0.0073 |
-0.0005 |
-5.8% |
0.0162 |
| ATR |
0.0077 |
0.0077 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
19,716 |
17,276 |
-2,440 |
-12.4% |
17,531 |
|
| Daily Pivots for day following 03-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2389 |
1.2354 |
1.2214 |
|
| R3 |
1.2316 |
1.2281 |
1.2194 |
|
| R2 |
1.2243 |
1.2243 |
1.2187 |
|
| R1 |
1.2208 |
1.2208 |
1.2180 |
1.2226 |
| PP |
1.2170 |
1.2170 |
1.2170 |
1.2179 |
| S1 |
1.2135 |
1.2135 |
1.2167 |
1.2153 |
| S2 |
1.2097 |
1.2097 |
1.2160 |
|
| S3 |
1.2024 |
1.2062 |
1.2153 |
|
| S4 |
1.1951 |
1.1989 |
1.2133 |
|
|
| 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 |
1.2205 |
1.1918 |
0.0287 |
2.4% |
0.0091 |
0.7% |
89% |
True |
False |
14,840 |
| 10 |
1.2205 |
1.1833 |
0.0372 |
3.1% |
0.0077 |
0.6% |
92% |
True |
False |
8,714 |
| 20 |
1.2205 |
1.1747 |
0.0459 |
3.8% |
0.0077 |
0.6% |
93% |
True |
False |
5,037 |
| 40 |
1.2205 |
1.1640 |
0.0565 |
4.6% |
0.0074 |
0.6% |
94% |
True |
False |
2,814 |
| 60 |
1.2205 |
1.1640 |
0.0565 |
4.6% |
0.0074 |
0.6% |
94% |
True |
False |
2,020 |
| 80 |
1.2205 |
1.1640 |
0.0565 |
4.6% |
0.0075 |
0.6% |
94% |
True |
False |
1,529 |
| 100 |
1.2205 |
1.1436 |
0.0769 |
6.3% |
0.0077 |
0.6% |
96% |
True |
False |
1,232 |
| 120 |
1.2205 |
1.1248 |
0.0957 |
7.9% |
0.0077 |
0.6% |
97% |
True |
False |
1,030 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2515 |
|
2.618 |
1.2396 |
|
1.618 |
1.2323 |
|
1.000 |
1.2278 |
|
0.618 |
1.2250 |
|
HIGH |
1.2205 |
|
0.618 |
1.2177 |
|
0.500 |
1.2169 |
|
0.382 |
1.2160 |
|
LOW |
1.2132 |
|
0.618 |
1.2087 |
|
1.000 |
1.2059 |
|
1.618 |
1.2014 |
|
2.618 |
1.1941 |
|
4.250 |
1.1822 |
|
|
| Fisher Pivots for day following 03-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2172 |
1.2144 |
| PP |
1.2170 |
1.2114 |
| S1 |
1.2169 |
1.2084 |
|