CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 14-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2020 |
14-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2171 |
1.2162 |
-0.0009 |
-0.1% |
1.2161 |
| High |
1.2194 |
1.2206 |
0.0013 |
0.1% |
1.2200 |
| Low |
1.2136 |
1.2146 |
0.0010 |
0.1% |
1.2090 |
| Close |
1.2143 |
1.2176 |
0.0034 |
0.3% |
1.2143 |
| Range |
0.0058 |
0.0061 |
0.0003 |
5.2% |
0.0110 |
| ATR |
0.0075 |
0.0074 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
249,989 |
186,084 |
-63,905 |
-25.6% |
1,161,670 |
|
| Daily Pivots for day following 14-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2357 |
1.2327 |
1.2209 |
|
| R3 |
1.2297 |
1.2267 |
1.2193 |
|
| R2 |
1.2236 |
1.2236 |
1.2187 |
|
| R1 |
1.2206 |
1.2206 |
1.2182 |
1.2221 |
| PP |
1.2176 |
1.2176 |
1.2176 |
1.2183 |
| S1 |
1.2146 |
1.2146 |
1.2170 |
1.2161 |
| S2 |
1.2115 |
1.2115 |
1.2165 |
|
| S3 |
1.2055 |
1.2085 |
1.2159 |
|
| S4 |
1.1994 |
1.2025 |
1.2143 |
|
|
| 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 |
1.2206 |
1.2090 |
0.0116 |
1.0% |
0.0066 |
0.5% |
74% |
True |
False |
249,567 |
| 10 |
1.2209 |
1.1963 |
0.0246 |
2.0% |
0.0078 |
0.6% |
87% |
False |
False |
145,843 |
| 20 |
1.2209 |
1.1833 |
0.0376 |
3.1% |
0.0070 |
0.6% |
91% |
False |
False |
74,604 |
| 40 |
1.2209 |
1.1640 |
0.0569 |
4.7% |
0.0076 |
0.6% |
94% |
False |
False |
37,770 |
| 60 |
1.2209 |
1.1640 |
0.0569 |
4.7% |
0.0073 |
0.6% |
94% |
False |
False |
25,336 |
| 80 |
1.2209 |
1.1640 |
0.0569 |
4.7% |
0.0075 |
0.6% |
94% |
False |
False |
19,053 |
| 100 |
1.2209 |
1.1640 |
0.0569 |
4.7% |
0.0077 |
0.6% |
94% |
False |
False |
15,250 |
| 120 |
1.2209 |
1.1255 |
0.0954 |
7.8% |
0.0076 |
0.6% |
97% |
False |
False |
12,713 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2463 |
|
2.618 |
1.2364 |
|
1.618 |
1.2304 |
|
1.000 |
1.2267 |
|
0.618 |
1.2243 |
|
HIGH |
1.2206 |
|
0.618 |
1.2183 |
|
0.500 |
1.2176 |
|
0.382 |
1.2169 |
|
LOW |
1.2146 |
|
0.618 |
1.2108 |
|
1.000 |
1.2085 |
|
1.618 |
1.2048 |
|
2.618 |
1.1987 |
|
4.250 |
1.1888 |
|
|
| Fisher Pivots for day following 14-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2176 |
1.2169 |
| PP |
1.2176 |
1.2163 |
| S1 |
1.2176 |
1.2156 |
|