CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 29-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2020 |
29-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2219 |
1.2234 |
0.0015 |
0.1% |
1.2256 |
| High |
1.2278 |
1.2300 |
0.0022 |
0.2% |
1.2291 |
| Low |
1.2208 |
1.2234 |
0.0026 |
0.2% |
1.2158 |
| Close |
1.2233 |
1.2277 |
0.0045 |
0.4% |
1.2211 |
| Range |
0.0070 |
0.0067 |
-0.0004 |
-5.0% |
0.0133 |
| ATR |
0.0075 |
0.0075 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
121,859 |
126,668 |
4,809 |
3.9% |
679,933 |
|
| Daily Pivots for day following 29-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2470 |
1.2440 |
1.2314 |
|
| R3 |
1.2403 |
1.2373 |
1.2295 |
|
| R2 |
1.2337 |
1.2337 |
1.2289 |
|
| R1 |
1.2307 |
1.2307 |
1.2283 |
1.2322 |
| PP |
1.2270 |
1.2270 |
1.2270 |
1.2278 |
| S1 |
1.2240 |
1.2240 |
1.2271 |
1.2255 |
| S2 |
1.2204 |
1.2204 |
1.2265 |
|
| S3 |
1.2137 |
1.2174 |
1.2259 |
|
| S4 |
1.2071 |
1.2107 |
1.2240 |
|
|
| Weekly Pivots for week ending 25-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2617 |
1.2547 |
1.2284 |
|
| R3 |
1.2485 |
1.2414 |
1.2247 |
|
| R2 |
1.2352 |
1.2352 |
1.2235 |
|
| R1 |
1.2282 |
1.2282 |
1.2223 |
1.2251 |
| PP |
1.2220 |
1.2220 |
1.2220 |
1.2204 |
| S1 |
1.2149 |
1.2149 |
1.2199 |
1.2118 |
| S2 |
1.2087 |
1.2087 |
1.2187 |
|
| S3 |
1.1955 |
1.2017 |
1.2175 |
|
| S4 |
1.1822 |
1.1884 |
1.2138 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2300 |
1.2185 |
0.0115 |
0.9% |
0.0069 |
0.6% |
80% |
True |
False |
135,134 |
| 10 |
1.2304 |
1.2149 |
0.0155 |
1.3% |
0.0074 |
0.6% |
83% |
False |
False |
163,582 |
| 20 |
1.2304 |
1.1963 |
0.0341 |
2.8% |
0.0076 |
0.6% |
92% |
False |
False |
154,712 |
| 40 |
1.2304 |
1.1640 |
0.0664 |
5.4% |
0.0076 |
0.6% |
96% |
False |
False |
78,517 |
| 60 |
1.2304 |
1.1640 |
0.0664 |
5.4% |
0.0073 |
0.6% |
96% |
False |
False |
52,530 |
| 80 |
1.2304 |
1.1640 |
0.0664 |
5.4% |
0.0073 |
0.6% |
96% |
False |
False |
39,496 |
| 100 |
1.2304 |
1.1640 |
0.0664 |
5.4% |
0.0075 |
0.6% |
96% |
False |
False |
31,601 |
| 120 |
1.2304 |
1.1325 |
0.0979 |
8.0% |
0.0076 |
0.6% |
97% |
False |
False |
26,342 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2583 |
|
2.618 |
1.2474 |
|
1.618 |
1.2408 |
|
1.000 |
1.2367 |
|
0.618 |
1.2341 |
|
HIGH |
1.2300 |
|
0.618 |
1.2275 |
|
0.500 |
1.2267 |
|
0.382 |
1.2259 |
|
LOW |
1.2234 |
|
0.618 |
1.2192 |
|
1.000 |
1.2167 |
|
1.618 |
1.2126 |
|
2.618 |
1.2059 |
|
4.250 |
1.1951 |
|
|
| Fisher Pivots for day following 29-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2274 |
1.2269 |
| PP |
1.2270 |
1.2261 |
| S1 |
1.2267 |
1.2253 |
|