CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 11-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2020 |
11-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2113 |
1.2171 |
0.0058 |
0.5% |
1.2161 |
| High |
1.2189 |
1.2194 |
0.0005 |
0.0% |
1.2200 |
| Low |
1.2106 |
1.2136 |
0.0030 |
0.2% |
1.2090 |
| Close |
1.2164 |
1.2143 |
-0.0021 |
-0.2% |
1.2143 |
| Range |
0.0083 |
0.0058 |
-0.0026 |
-30.7% |
0.0110 |
| ATR |
0.0076 |
0.0075 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
362,931 |
249,989 |
-112,942 |
-31.1% |
1,161,670 |
|
| Daily Pivots for day following 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2330 |
1.2294 |
1.2174 |
|
| R3 |
1.2272 |
1.2236 |
1.2158 |
|
| R2 |
1.2215 |
1.2215 |
1.2153 |
|
| R1 |
1.2179 |
1.2179 |
1.2148 |
1.2168 |
| PP |
1.2157 |
1.2157 |
1.2157 |
1.2152 |
| S1 |
1.2121 |
1.2121 |
1.2137 |
1.2111 |
| S2 |
1.2100 |
1.2100 |
1.2132 |
|
| S3 |
1.2042 |
1.2064 |
1.2127 |
|
| S4 |
1.1985 |
1.2006 |
1.2111 |
|
|
| Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2473 |
1.2417 |
1.2203 |
|
| R3 |
1.2363 |
1.2308 |
1.2173 |
|
| R2 |
1.2254 |
1.2254 |
1.2163 |
|
| R1 |
1.2198 |
1.2198 |
1.2153 |
1.2171 |
| PP |
1.2144 |
1.2144 |
1.2144 |
1.2131 |
| S1 |
1.2089 |
1.2089 |
1.2132 |
1.2062 |
| S2 |
1.2035 |
1.2035 |
1.2122 |
|
| S3 |
1.1925 |
1.1979 |
1.2112 |
|
| S4 |
1.1816 |
1.1870 |
1.2082 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2200 |
1.2090 |
0.0110 |
0.9% |
0.0072 |
0.6% |
48% |
False |
False |
232,334 |
| 10 |
1.2209 |
1.1957 |
0.0252 |
2.1% |
0.0080 |
0.7% |
74% |
False |
False |
128,275 |
| 20 |
1.2209 |
1.1833 |
0.0376 |
3.1% |
0.0069 |
0.6% |
82% |
False |
False |
65,381 |
| 40 |
1.2209 |
1.1640 |
0.0569 |
4.7% |
0.0075 |
0.6% |
88% |
False |
False |
33,126 |
| 60 |
1.2209 |
1.1640 |
0.0569 |
4.7% |
0.0073 |
0.6% |
88% |
False |
False |
22,237 |
| 80 |
1.2209 |
1.1640 |
0.0569 |
4.7% |
0.0075 |
0.6% |
88% |
False |
False |
16,727 |
| 100 |
1.2209 |
1.1607 |
0.0602 |
5.0% |
0.0077 |
0.6% |
89% |
False |
False |
13,389 |
| 120 |
1.2209 |
1.1255 |
0.0954 |
7.9% |
0.0076 |
0.6% |
93% |
False |
False |
11,162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2438 |
|
2.618 |
1.2344 |
|
1.618 |
1.2287 |
|
1.000 |
1.2251 |
|
0.618 |
1.2229 |
|
HIGH |
1.2194 |
|
0.618 |
1.2172 |
|
0.500 |
1.2165 |
|
0.382 |
1.2158 |
|
LOW |
1.2136 |
|
0.618 |
1.2100 |
|
1.000 |
1.2079 |
|
1.618 |
1.2043 |
|
2.618 |
1.1985 |
|
4.250 |
1.1892 |
|
|
| Fisher Pivots for day following 11-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2165 |
1.2142 |
| PP |
1.2157 |
1.2142 |
| S1 |
1.2150 |
1.2142 |
|