CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 09-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2020 |
09-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2144 |
1.2139 |
-0.0005 |
0.0% |
1.1997 |
| High |
1.2168 |
1.2181 |
0.0013 |
0.1% |
1.2209 |
| Low |
1.2129 |
1.2090 |
-0.0039 |
-0.3% |
1.1957 |
| Close |
1.2138 |
1.2104 |
-0.0034 |
-0.3% |
1.2170 |
| Range |
0.0039 |
0.0091 |
0.0052 |
132.1% |
0.0252 |
| ATR |
0.0074 |
0.0076 |
0.0001 |
1.6% |
0.0000 |
| Volume |
142,975 |
305,856 |
162,881 |
113.9% |
121,082 |
|
| Daily Pivots for day following 09-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2396 |
1.2340 |
1.2153 |
|
| R3 |
1.2306 |
1.2250 |
1.2128 |
|
| R2 |
1.2215 |
1.2215 |
1.2120 |
|
| R1 |
1.2159 |
1.2159 |
1.2112 |
1.2142 |
| PP |
1.2125 |
1.2125 |
1.2125 |
1.2116 |
| S1 |
1.2069 |
1.2069 |
1.2095 |
1.2052 |
| S2 |
1.2034 |
1.2034 |
1.2087 |
|
| S3 |
1.1944 |
1.1978 |
1.2079 |
|
| S4 |
1.1853 |
1.1888 |
1.2054 |
|
|
| 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 |
1.2090 |
0.0119 |
1.0% |
0.0072 |
0.6% |
11% |
False |
True |
124,052 |
| 10 |
1.2209 |
1.1915 |
0.0294 |
2.4% |
0.0079 |
0.6% |
64% |
False |
False |
68,092 |
| 20 |
1.2209 |
1.1781 |
0.0428 |
3.5% |
0.0070 |
0.6% |
75% |
False |
False |
34,971 |
| 40 |
1.2209 |
1.1640 |
0.0569 |
4.7% |
0.0075 |
0.6% |
82% |
False |
False |
17,849 |
| 60 |
1.2209 |
1.1640 |
0.0569 |
4.7% |
0.0074 |
0.6% |
82% |
False |
False |
12,044 |
| 80 |
1.2209 |
1.1640 |
0.0569 |
4.7% |
0.0076 |
0.6% |
82% |
False |
False |
9,066 |
| 100 |
1.2209 |
1.1489 |
0.0720 |
5.9% |
0.0077 |
0.6% |
85% |
False |
False |
7,261 |
| 120 |
1.2209 |
1.1251 |
0.0958 |
7.9% |
0.0076 |
0.6% |
89% |
False |
False |
6,054 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2565 |
|
2.618 |
1.2417 |
|
1.618 |
1.2327 |
|
1.000 |
1.2271 |
|
0.618 |
1.2236 |
|
HIGH |
1.2181 |
|
0.618 |
1.2146 |
|
0.500 |
1.2135 |
|
0.382 |
1.2125 |
|
LOW |
1.2090 |
|
0.618 |
1.2034 |
|
1.000 |
1.2000 |
|
1.618 |
1.1944 |
|
2.618 |
1.1853 |
|
4.250 |
1.1705 |
|
|
| Fisher Pivots for day following 09-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2135 |
1.2145 |
| PP |
1.2125 |
1.2131 |
| S1 |
1.2114 |
1.2117 |
|