CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 08-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2020 |
08-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2161 |
1.2144 |
-0.0018 |
-0.1% |
1.1997 |
| High |
1.2200 |
1.2168 |
-0.0032 |
-0.3% |
1.2209 |
| Low |
1.2111 |
1.2129 |
0.0018 |
0.1% |
1.1957 |
| Close |
1.2152 |
1.2138 |
-0.0014 |
-0.1% |
1.2170 |
| Range |
0.0089 |
0.0039 |
-0.0050 |
-56.2% |
0.0252 |
| ATR |
0.0077 |
0.0074 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
99,919 |
142,975 |
43,056 |
43.1% |
121,082 |
|
| Daily Pivots for day following 08-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2262 |
1.2239 |
1.2159 |
|
| R3 |
1.2223 |
1.2200 |
1.2148 |
|
| R2 |
1.2184 |
1.2184 |
1.2145 |
|
| R1 |
1.2161 |
1.2161 |
1.2141 |
1.2153 |
| PP |
1.2145 |
1.2145 |
1.2145 |
1.2141 |
| S1 |
1.2122 |
1.2122 |
1.2134 |
1.2114 |
| S2 |
1.2106 |
1.2106 |
1.2130 |
|
| S3 |
1.2067 |
1.2083 |
1.2127 |
|
| S4 |
1.2028 |
1.2044 |
1.2116 |
|
|
| 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 |
1.2073 |
0.0136 |
1.1% |
0.0069 |
0.6% |
48% |
False |
False |
66,824 |
| 10 |
1.2209 |
1.1872 |
0.0337 |
2.8% |
0.0075 |
0.6% |
79% |
False |
False |
37,934 |
| 20 |
1.2209 |
1.1781 |
0.0428 |
3.5% |
0.0068 |
0.6% |
83% |
False |
False |
19,722 |
| 40 |
1.2209 |
1.1640 |
0.0569 |
4.7% |
0.0075 |
0.6% |
88% |
False |
False |
10,211 |
| 60 |
1.2209 |
1.1640 |
0.0569 |
4.7% |
0.0074 |
0.6% |
88% |
False |
False |
6,965 |
| 80 |
1.2209 |
1.1640 |
0.0569 |
4.7% |
0.0075 |
0.6% |
88% |
False |
False |
5,242 |
| 100 |
1.2209 |
1.1469 |
0.0740 |
6.1% |
0.0077 |
0.6% |
90% |
False |
False |
4,203 |
| 120 |
1.2209 |
1.1248 |
0.0961 |
7.9% |
0.0076 |
0.6% |
93% |
False |
False |
3,506 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2333 |
|
2.618 |
1.2270 |
|
1.618 |
1.2231 |
|
1.000 |
1.2207 |
|
0.618 |
1.2192 |
|
HIGH |
1.2168 |
|
0.618 |
1.2153 |
|
0.500 |
1.2148 |
|
0.382 |
1.2143 |
|
LOW |
1.2129 |
|
0.618 |
1.2104 |
|
1.000 |
1.2090 |
|
1.618 |
1.2065 |
|
2.618 |
1.2026 |
|
4.250 |
1.1963 |
|
|
| Fisher Pivots for day following 08-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2148 |
1.2160 |
| PP |
1.2145 |
1.2152 |
| S1 |
1.2141 |
1.2145 |
|