CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 30-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2020 |
30-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2234 |
1.2275 |
0.0041 |
0.3% |
1.2256 |
| High |
1.2300 |
1.2330 |
0.0030 |
0.2% |
1.2291 |
| Low |
1.2234 |
1.2271 |
0.0038 |
0.3% |
1.2158 |
| Close |
1.2277 |
1.2309 |
0.0032 |
0.3% |
1.2211 |
| Range |
0.0067 |
0.0059 |
-0.0008 |
-11.3% |
0.0133 |
| ATR |
0.0075 |
0.0073 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
126,668 |
133,830 |
7,162 |
5.7% |
679,933 |
|
| Daily Pivots for day following 30-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2480 |
1.2453 |
1.2341 |
|
| R3 |
1.2421 |
1.2394 |
1.2325 |
|
| R2 |
1.2362 |
1.2362 |
1.2319 |
|
| R1 |
1.2335 |
1.2335 |
1.2314 |
1.2349 |
| PP |
1.2303 |
1.2303 |
1.2303 |
1.2310 |
| S1 |
1.2276 |
1.2276 |
1.2303 |
1.2290 |
| S2 |
1.2244 |
1.2244 |
1.2298 |
|
| S3 |
1.2185 |
1.2217 |
1.2292 |
|
| S4 |
1.2126 |
1.2158 |
1.2276 |
|
|
| 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 |
1.2330 |
1.2186 |
0.0144 |
1.2% |
0.0060 |
0.5% |
85% |
True |
False |
124,587 |
| 10 |
1.2330 |
1.2156 |
0.0175 |
1.4% |
0.0075 |
0.6% |
88% |
True |
False |
162,279 |
| 20 |
1.2330 |
1.2073 |
0.0258 |
2.1% |
0.0072 |
0.6% |
92% |
True |
False |
160,431 |
| 40 |
1.2330 |
1.1640 |
0.0690 |
5.6% |
0.0077 |
0.6% |
97% |
True |
False |
81,848 |
| 60 |
1.2330 |
1.1640 |
0.0690 |
5.6% |
0.0073 |
0.6% |
97% |
True |
False |
54,754 |
| 80 |
1.2330 |
1.1640 |
0.0690 |
5.6% |
0.0073 |
0.6% |
97% |
True |
False |
41,168 |
| 100 |
1.2330 |
1.1640 |
0.0690 |
5.6% |
0.0075 |
0.6% |
97% |
True |
False |
32,940 |
| 120 |
1.2330 |
1.1391 |
0.0939 |
7.6% |
0.0076 |
0.6% |
98% |
True |
False |
27,457 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2581 |
|
2.618 |
1.2484 |
|
1.618 |
1.2425 |
|
1.000 |
1.2389 |
|
0.618 |
1.2366 |
|
HIGH |
1.2330 |
|
0.618 |
1.2307 |
|
0.500 |
1.2301 |
|
0.382 |
1.2294 |
|
LOW |
1.2271 |
|
0.618 |
1.2235 |
|
1.000 |
1.2212 |
|
1.618 |
1.2176 |
|
2.618 |
1.2117 |
|
4.250 |
1.2020 |
|
|
| Fisher Pivots for day following 30-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2306 |
1.2295 |
| PP |
1.2303 |
1.2282 |
| S1 |
1.2301 |
1.2269 |
|