CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 18-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2020 |
18-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2229 |
1.2300 |
0.0071 |
0.6% |
1.2162 |
| High |
1.2304 |
1.2300 |
-0.0004 |
0.0% |
1.2304 |
| Low |
1.2220 |
1.2256 |
0.0036 |
0.3% |
1.2146 |
| Close |
1.2294 |
1.2272 |
-0.0022 |
-0.2% |
1.2272 |
| Range |
0.0084 |
0.0045 |
-0.0040 |
-47.0% |
0.0158 |
| ATR |
0.0076 |
0.0074 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
192,614 |
154,512 |
-38,102 |
-19.8% |
893,444 |
|
| Daily Pivots for day following 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2409 |
1.2385 |
1.2296 |
|
| R3 |
1.2365 |
1.2341 |
1.2284 |
|
| R2 |
1.2320 |
1.2320 |
1.2280 |
|
| R1 |
1.2296 |
1.2296 |
1.2276 |
1.2286 |
| PP |
1.2276 |
1.2276 |
1.2276 |
1.2271 |
| S1 |
1.2252 |
1.2252 |
1.2268 |
1.2242 |
| S2 |
1.2231 |
1.2231 |
1.2264 |
|
| S3 |
1.2187 |
1.2207 |
1.2260 |
|
| S4 |
1.2142 |
1.2163 |
1.2248 |
|
|
| Weekly Pivots for week ending 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2714 |
1.2651 |
1.2359 |
|
| R3 |
1.2556 |
1.2493 |
1.2315 |
|
| R2 |
1.2398 |
1.2398 |
1.2301 |
|
| R1 |
1.2335 |
1.2335 |
1.2286 |
1.2367 |
| PP |
1.2240 |
1.2240 |
1.2240 |
1.2256 |
| S1 |
1.2177 |
1.2177 |
1.2258 |
1.2209 |
| S2 |
1.2082 |
1.2082 |
1.2243 |
|
| S3 |
1.1924 |
1.2019 |
1.2229 |
|
| S4 |
1.1766 |
1.1861 |
1.2185 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2304 |
1.2146 |
0.0158 |
1.3% |
0.0065 |
0.5% |
80% |
False |
False |
178,688 |
| 10 |
1.2304 |
1.2090 |
0.0214 |
1.7% |
0.0068 |
0.6% |
85% |
False |
False |
205,511 |
| 20 |
1.2304 |
1.1833 |
0.0471 |
3.8% |
0.0073 |
0.6% |
93% |
False |
False |
109,742 |
| 40 |
1.2304 |
1.1640 |
0.0664 |
5.4% |
0.0075 |
0.6% |
95% |
False |
False |
55,411 |
| 60 |
1.2304 |
1.1640 |
0.0664 |
5.4% |
0.0072 |
0.6% |
95% |
False |
False |
37,096 |
| 80 |
1.2304 |
1.1640 |
0.0664 |
5.4% |
0.0075 |
0.6% |
95% |
False |
False |
27,894 |
| 100 |
1.2304 |
1.1640 |
0.0664 |
5.4% |
0.0077 |
0.6% |
95% |
False |
False |
22,323 |
| 120 |
1.2304 |
1.1255 |
0.1049 |
8.5% |
0.0076 |
0.6% |
97% |
False |
False |
18,607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2489 |
|
2.618 |
1.2417 |
|
1.618 |
1.2372 |
|
1.000 |
1.2345 |
|
0.618 |
1.2328 |
|
HIGH |
1.2300 |
|
0.618 |
1.2283 |
|
0.500 |
1.2278 |
|
0.382 |
1.2272 |
|
LOW |
1.2256 |
|
0.618 |
1.2228 |
|
1.000 |
1.2211 |
|
1.618 |
1.2183 |
|
2.618 |
1.2139 |
|
4.250 |
1.2066 |
|
|
| Fisher Pivots for day following 18-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2278 |
1.2258 |
| PP |
1.2276 |
1.2244 |
| S1 |
1.2274 |
1.2230 |
|