CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 15-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2020 |
15-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2162 |
1.2174 |
0.0012 |
0.1% |
1.2161 |
| High |
1.2206 |
1.2198 |
-0.0008 |
-0.1% |
1.2200 |
| Low |
1.2146 |
1.2149 |
0.0004 |
0.0% |
1.2090 |
| Close |
1.2176 |
1.2187 |
0.0011 |
0.1% |
1.2143 |
| Range |
0.0061 |
0.0049 |
-0.0012 |
-19.0% |
0.0110 |
| ATR |
0.0074 |
0.0072 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
186,084 |
146,856 |
-39,228 |
-21.1% |
1,161,670 |
|
| Daily Pivots for day following 15-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2325 |
1.2305 |
1.2214 |
|
| R3 |
1.2276 |
1.2256 |
1.2200 |
|
| R2 |
1.2227 |
1.2227 |
1.2196 |
|
| R1 |
1.2207 |
1.2207 |
1.2191 |
1.2217 |
| PP |
1.2178 |
1.2178 |
1.2178 |
1.2183 |
| S1 |
1.2158 |
1.2158 |
1.2183 |
1.2168 |
| S2 |
1.2129 |
1.2129 |
1.2178 |
|
| S3 |
1.2080 |
1.2109 |
1.2174 |
|
| S4 |
1.2031 |
1.2060 |
1.2160 |
|
|
| 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% |
0.0068 |
0.6% |
84% |
False |
False |
250,343 |
| 10 |
1.2209 |
1.2073 |
0.0136 |
1.1% |
0.0069 |
0.6% |
84% |
False |
False |
158,583 |
| 20 |
1.2209 |
1.1833 |
0.0376 |
3.1% |
0.0070 |
0.6% |
94% |
False |
False |
81,882 |
| 40 |
1.2209 |
1.1640 |
0.0569 |
4.7% |
0.0075 |
0.6% |
96% |
False |
False |
41,433 |
| 60 |
1.2209 |
1.1640 |
0.0569 |
4.7% |
0.0072 |
0.6% |
96% |
False |
False |
27,775 |
| 80 |
1.2209 |
1.1640 |
0.0569 |
4.7% |
0.0074 |
0.6% |
96% |
False |
False |
20,888 |
| 100 |
1.2209 |
1.1640 |
0.0569 |
4.7% |
0.0076 |
0.6% |
96% |
False |
False |
16,718 |
| 120 |
1.2209 |
1.1255 |
0.0954 |
7.8% |
0.0076 |
0.6% |
98% |
False |
False |
13,936 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2406 |
|
2.618 |
1.2326 |
|
1.618 |
1.2277 |
|
1.000 |
1.2247 |
|
0.618 |
1.2228 |
|
HIGH |
1.2198 |
|
0.618 |
1.2179 |
|
0.500 |
1.2174 |
|
0.382 |
1.2168 |
|
LOW |
1.2149 |
|
0.618 |
1.2119 |
|
1.000 |
1.2100 |
|
1.618 |
1.2070 |
|
2.618 |
1.2021 |
|
4.250 |
1.1941 |
|
|
| Fisher Pivots for day following 15-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2183 |
1.2182 |
| PP |
1.2178 |
1.2176 |
| S1 |
1.2174 |
1.2171 |
|