CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 04-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2020 |
04-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2146 |
1.2174 |
0.0028 |
0.2% |
1.1997 |
| High |
1.2205 |
1.2209 |
0.0004 |
0.0% |
1.2209 |
| Low |
1.2132 |
1.2142 |
0.0010 |
0.1% |
1.1957 |
| Close |
1.2174 |
1.2170 |
-0.0004 |
0.0% |
1.2170 |
| Range |
0.0073 |
0.0067 |
-0.0007 |
-8.9% |
0.0252 |
| ATR |
0.0077 |
0.0076 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
17,276 |
54,237 |
36,961 |
213.9% |
121,082 |
|
| Daily Pivots for day following 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2373 |
1.2338 |
1.2206 |
|
| R3 |
1.2306 |
1.2271 |
1.2188 |
|
| R2 |
1.2240 |
1.2240 |
1.2182 |
|
| R1 |
1.2205 |
1.2205 |
1.2176 |
1.2189 |
| PP |
1.2173 |
1.2173 |
1.2173 |
1.2166 |
| S1 |
1.2138 |
1.2138 |
1.2163 |
1.2123 |
| S2 |
1.2107 |
1.2107 |
1.2157 |
|
| S3 |
1.2040 |
1.2072 |
1.2151 |
|
| S4 |
1.1974 |
1.2005 |
1.2133 |
|
|
| Weekly Pivots for week ending 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2866 |
1.2769 |
1.2308 |
|
| R3 |
1.2615 |
1.2518 |
1.2239 |
|
| R2 |
1.2363 |
1.2363 |
1.2216 |
|
| R1 |
1.2266 |
1.2266 |
1.2193 |
1.2315 |
| PP |
1.2112 |
1.2112 |
1.2112 |
1.2136 |
| S1 |
1.2015 |
1.2015 |
1.2146 |
1.2063 |
| S2 |
1.1860 |
1.1860 |
1.2123 |
|
| S3 |
1.1609 |
1.1763 |
1.2100 |
|
| S4 |
1.1357 |
1.1512 |
1.2031 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2209 |
1.1957 |
0.0252 |
2.1% |
0.0089 |
0.7% |
84% |
True |
False |
24,216 |
| 10 |
1.2209 |
1.1833 |
0.0376 |
3.1% |
0.0077 |
0.6% |
90% |
True |
False |
13,973 |
| 20 |
1.2209 |
1.1781 |
0.0428 |
3.5% |
0.0073 |
0.6% |
91% |
True |
False |
7,688 |
| 40 |
1.2209 |
1.1640 |
0.0569 |
4.7% |
0.0074 |
0.6% |
93% |
True |
False |
4,165 |
| 60 |
1.2209 |
1.1640 |
0.0569 |
4.7% |
0.0073 |
0.6% |
93% |
True |
False |
2,921 |
| 80 |
1.2209 |
1.1640 |
0.0569 |
4.7% |
0.0075 |
0.6% |
93% |
True |
False |
2,207 |
| 100 |
1.2209 |
1.1436 |
0.0773 |
6.3% |
0.0077 |
0.6% |
95% |
True |
False |
1,774 |
| 120 |
1.2209 |
1.1248 |
0.0961 |
7.9% |
0.0077 |
0.6% |
96% |
True |
False |
1,481 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2491 |
|
2.618 |
1.2383 |
|
1.618 |
1.2316 |
|
1.000 |
1.2275 |
|
0.618 |
1.2250 |
|
HIGH |
1.2209 |
|
0.618 |
1.2183 |
|
0.500 |
1.2175 |
|
0.382 |
1.2167 |
|
LOW |
1.2142 |
|
0.618 |
1.2101 |
|
1.000 |
1.2076 |
|
1.618 |
1.2034 |
|
2.618 |
1.1968 |
|
4.250 |
1.1859 |
|
|
| Fisher Pivots for day following 04-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2175 |
1.2160 |
| PP |
1.2173 |
1.2150 |
| S1 |
1.2171 |
1.2141 |
|