CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 22-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2020 |
22-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2256 |
1.2271 |
0.0016 |
0.1% |
1.2162 |
| High |
1.2285 |
1.2291 |
0.0006 |
0.0% |
1.2304 |
| Low |
1.2158 |
1.2185 |
0.0027 |
0.2% |
1.2146 |
| Close |
1.2280 |
1.2194 |
-0.0086 |
-0.7% |
1.2272 |
| Range |
0.0127 |
0.0106 |
-0.0022 |
-16.9% |
0.0158 |
| ATR |
0.0077 |
0.0079 |
0.0002 |
2.6% |
0.0000 |
| Volume |
252,788 |
186,565 |
-66,223 |
-26.2% |
893,444 |
|
| Daily Pivots for day following 22-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2540 |
1.2472 |
1.2252 |
|
| R3 |
1.2434 |
1.2367 |
1.2223 |
|
| R2 |
1.2329 |
1.2329 |
1.2213 |
|
| R1 |
1.2261 |
1.2261 |
1.2204 |
1.2242 |
| PP |
1.2223 |
1.2223 |
1.2223 |
1.2214 |
| S1 |
1.2156 |
1.2156 |
1.2184 |
1.2137 |
| S2 |
1.2118 |
1.2118 |
1.2175 |
|
| S3 |
1.2012 |
1.2050 |
1.2165 |
|
| S4 |
1.1907 |
1.1945 |
1.2136 |
|
|
| 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 |
1.2156 |
0.0148 |
1.2% |
0.0089 |
0.7% |
26% |
False |
False |
199,971 |
| 10 |
1.2304 |
1.2090 |
0.0214 |
1.8% |
0.0079 |
0.6% |
49% |
False |
False |
225,157 |
| 20 |
1.2304 |
1.1872 |
0.0432 |
3.5% |
0.0077 |
0.6% |
75% |
False |
False |
131,545 |
| 40 |
1.2304 |
1.1640 |
0.0664 |
5.4% |
0.0078 |
0.6% |
83% |
False |
False |
66,369 |
| 60 |
1.2304 |
1.1640 |
0.0664 |
5.4% |
0.0074 |
0.6% |
83% |
False |
False |
44,408 |
| 80 |
1.2304 |
1.1640 |
0.0664 |
5.4% |
0.0075 |
0.6% |
83% |
False |
False |
33,386 |
| 100 |
1.2304 |
1.1640 |
0.0664 |
5.4% |
0.0076 |
0.6% |
83% |
False |
False |
26,712 |
| 120 |
1.2304 |
1.1289 |
0.1015 |
8.3% |
0.0077 |
0.6% |
89% |
False |
False |
22,266 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2739 |
|
2.618 |
1.2567 |
|
1.618 |
1.2461 |
|
1.000 |
1.2396 |
|
0.618 |
1.2356 |
|
HIGH |
1.2291 |
|
0.618 |
1.2250 |
|
0.500 |
1.2238 |
|
0.382 |
1.2225 |
|
LOW |
1.2185 |
|
0.618 |
1.2120 |
|
1.000 |
1.2080 |
|
1.618 |
1.2014 |
|
2.618 |
1.1909 |
|
4.250 |
1.1737 |
|
|
| Fisher Pivots for day following 22-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2238 |
1.2229 |
| PP |
1.2223 |
1.2217 |
| S1 |
1.2209 |
1.2206 |
|