CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 23-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2020 |
23-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2271 |
1.2195 |
-0.0076 |
-0.6% |
1.2162 |
| High |
1.2291 |
1.2251 |
-0.0040 |
-0.3% |
1.2304 |
| Low |
1.2185 |
1.2186 |
0.0001 |
0.0% |
1.2146 |
| Close |
1.2194 |
1.2209 |
0.0015 |
0.1% |
1.2272 |
| Range |
0.0106 |
0.0065 |
-0.0041 |
-38.4% |
0.0158 |
| ATR |
0.0079 |
0.0078 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
186,565 |
184,414 |
-2,151 |
-1.2% |
893,444 |
|
| Daily Pivots for day following 23-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2410 |
1.2374 |
1.2244 |
|
| R3 |
1.2345 |
1.2309 |
1.2226 |
|
| R2 |
1.2280 |
1.2280 |
1.2220 |
|
| R1 |
1.2244 |
1.2244 |
1.2214 |
1.2262 |
| PP |
1.2215 |
1.2215 |
1.2215 |
1.2224 |
| S1 |
1.2179 |
1.2179 |
1.2203 |
1.2197 |
| S2 |
1.2150 |
1.2150 |
1.2197 |
|
| S3 |
1.2085 |
1.2114 |
1.2191 |
|
| S4 |
1.2020 |
1.2049 |
1.2173 |
|
|
| 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 |
1.2158 |
0.0146 |
1.2% |
0.0085 |
0.7% |
35% |
False |
False |
194,178 |
| 10 |
1.2304 |
1.2106 |
0.0198 |
1.6% |
0.0076 |
0.6% |
52% |
False |
False |
213,013 |
| 20 |
1.2304 |
1.1915 |
0.0389 |
3.2% |
0.0077 |
0.6% |
76% |
False |
False |
140,552 |
| 40 |
1.2304 |
1.1640 |
0.0664 |
5.4% |
0.0078 |
0.6% |
86% |
False |
False |
70,967 |
| 60 |
1.2304 |
1.1640 |
0.0664 |
5.4% |
0.0073 |
0.6% |
86% |
False |
False |
47,478 |
| 80 |
1.2304 |
1.1640 |
0.0664 |
5.4% |
0.0075 |
0.6% |
86% |
False |
False |
35,691 |
| 100 |
1.2304 |
1.1640 |
0.0664 |
5.4% |
0.0076 |
0.6% |
86% |
False |
False |
28,556 |
| 120 |
1.2304 |
1.1325 |
0.0979 |
8.0% |
0.0076 |
0.6% |
90% |
False |
False |
23,803 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2527 |
|
2.618 |
1.2421 |
|
1.618 |
1.2356 |
|
1.000 |
1.2316 |
|
0.618 |
1.2291 |
|
HIGH |
1.2251 |
|
0.618 |
1.2226 |
|
0.500 |
1.2219 |
|
0.382 |
1.2211 |
|
LOW |
1.2186 |
|
0.618 |
1.2146 |
|
1.000 |
1.2121 |
|
1.618 |
1.2081 |
|
2.618 |
1.2016 |
|
4.250 |
1.1910 |
|
|
| Fisher Pivots for day following 23-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2219 |
1.2224 |
| PP |
1.2215 |
1.2219 |
| S1 |
1.2212 |
1.2214 |
|