CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 31-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2020 |
31-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2275 |
1.2319 |
0.0045 |
0.4% |
1.2256 |
| High |
1.2330 |
1.2329 |
-0.0001 |
0.0% |
1.2291 |
| Low |
1.2271 |
1.2229 |
-0.0042 |
-0.3% |
1.2158 |
| Close |
1.2309 |
1.2246 |
-0.0063 |
-0.5% |
1.2211 |
| Range |
0.0059 |
0.0100 |
0.0041 |
69.5% |
0.0133 |
| ATR |
0.0073 |
0.0075 |
0.0002 |
2.6% |
0.0000 |
| Volume |
133,830 |
131,799 |
-2,031 |
-1.5% |
679,933 |
|
| Daily Pivots for day following 31-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2568 |
1.2507 |
1.2301 |
|
| R3 |
1.2468 |
1.2407 |
1.2274 |
|
| R2 |
1.2368 |
1.2368 |
1.2264 |
|
| R1 |
1.2307 |
1.2307 |
1.2255 |
1.2288 |
| PP |
1.2268 |
1.2268 |
1.2268 |
1.2258 |
| S1 |
1.2207 |
1.2207 |
1.2237 |
1.2188 |
| S2 |
1.2168 |
1.2168 |
1.2228 |
|
| S3 |
1.2068 |
1.2107 |
1.2219 |
|
| S4 |
1.1968 |
1.2007 |
1.2191 |
|
|
| 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 |
1.2205 |
0.0125 |
1.0% |
0.0067 |
0.5% |
33% |
False |
False |
114,064 |
| 10 |
1.2330 |
1.2158 |
0.0172 |
1.4% |
0.0076 |
0.6% |
51% |
False |
False |
154,121 |
| 20 |
1.2330 |
1.2090 |
0.0240 |
2.0% |
0.0073 |
0.6% |
65% |
False |
False |
166,035 |
| 40 |
1.2330 |
1.1640 |
0.0690 |
5.6% |
0.0077 |
0.6% |
88% |
False |
False |
85,125 |
| 60 |
1.2330 |
1.1640 |
0.0690 |
5.6% |
0.0073 |
0.6% |
88% |
False |
False |
56,942 |
| 80 |
1.2330 |
1.1640 |
0.0690 |
5.6% |
0.0074 |
0.6% |
88% |
False |
False |
42,810 |
| 100 |
1.2330 |
1.1640 |
0.0690 |
5.6% |
0.0075 |
0.6% |
88% |
False |
False |
34,258 |
| 120 |
1.2330 |
1.1392 |
0.0939 |
7.7% |
0.0076 |
0.6% |
91% |
False |
False |
28,555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2754 |
|
2.618 |
1.2591 |
|
1.618 |
1.2491 |
|
1.000 |
1.2429 |
|
0.618 |
1.2391 |
|
HIGH |
1.2329 |
|
0.618 |
1.2291 |
|
0.500 |
1.2279 |
|
0.382 |
1.2267 |
|
LOW |
1.2229 |
|
0.618 |
1.2167 |
|
1.000 |
1.2129 |
|
1.618 |
1.2067 |
|
2.618 |
1.1967 |
|
4.250 |
1.1804 |
|
|
| Fisher Pivots for day following 31-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2279 |
1.2280 |
| PP |
1.2268 |
1.2268 |
| S1 |
1.2257 |
1.2257 |
|