CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 17-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2020 |
17-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2181 |
1.2229 |
0.0048 |
0.4% |
1.2161 |
| High |
1.2241 |
1.2304 |
0.0063 |
0.5% |
1.2200 |
| Low |
1.2156 |
1.2220 |
0.0064 |
0.5% |
1.2090 |
| Close |
1.2194 |
1.2294 |
0.0100 |
0.8% |
1.2143 |
| Range |
0.0086 |
0.0084 |
-0.0002 |
-1.8% |
0.0110 |
| ATR |
0.0073 |
0.0076 |
0.0003 |
3.5% |
0.0000 |
| Volume |
213,378 |
192,614 |
-20,764 |
-9.7% |
1,161,670 |
|
| Daily Pivots for day following 17-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2524 |
1.2493 |
1.2340 |
|
| R3 |
1.2440 |
1.2409 |
1.2317 |
|
| R2 |
1.2356 |
1.2356 |
1.2309 |
|
| R1 |
1.2325 |
1.2325 |
1.2301 |
1.2341 |
| PP |
1.2272 |
1.2272 |
1.2272 |
1.2280 |
| S1 |
1.2241 |
1.2241 |
1.2286 |
1.2257 |
| S2 |
1.2188 |
1.2188 |
1.2278 |
|
| S3 |
1.2104 |
1.2157 |
1.2270 |
|
| S4 |
1.2020 |
1.2073 |
1.2247 |
|
|
| 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 |
1.2304 |
1.2136 |
0.0168 |
1.4% |
0.0067 |
0.5% |
94% |
True |
False |
197,784 |
| 10 |
1.2304 |
1.2090 |
0.0214 |
1.7% |
0.0070 |
0.6% |
95% |
True |
False |
195,483 |
| 20 |
1.2304 |
1.1833 |
0.0471 |
3.8% |
0.0074 |
0.6% |
98% |
True |
False |
102,099 |
| 40 |
1.2304 |
1.1640 |
0.0664 |
5.4% |
0.0075 |
0.6% |
98% |
True |
False |
51,558 |
| 60 |
1.2304 |
1.1640 |
0.0664 |
5.4% |
0.0072 |
0.6% |
98% |
True |
False |
34,526 |
| 80 |
1.2304 |
1.1640 |
0.0664 |
5.4% |
0.0075 |
0.6% |
98% |
True |
False |
25,963 |
| 100 |
1.2304 |
1.1640 |
0.0664 |
5.4% |
0.0077 |
0.6% |
98% |
True |
False |
20,778 |
| 120 |
1.2304 |
1.1255 |
0.1049 |
8.5% |
0.0077 |
0.6% |
99% |
True |
False |
17,320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2661 |
|
2.618 |
1.2523 |
|
1.618 |
1.2439 |
|
1.000 |
1.2388 |
|
0.618 |
1.2355 |
|
HIGH |
1.2304 |
|
0.618 |
1.2271 |
|
0.500 |
1.2262 |
|
0.382 |
1.2252 |
|
LOW |
1.2220 |
|
0.618 |
1.2168 |
|
1.000 |
1.2136 |
|
1.618 |
1.2084 |
|
2.618 |
1.2000 |
|
4.250 |
1.1863 |
|
|
| Fisher Pivots for day following 17-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2283 |
1.2271 |
| PP |
1.2272 |
1.2249 |
| S1 |
1.2262 |
1.2226 |
|