CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 01-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2020 |
01-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2041 |
1.2032 |
-0.0010 |
-0.1% |
1.1936 |
| High |
1.2059 |
1.2130 |
0.0071 |
0.6% |
1.2018 |
| Low |
1.1987 |
1.1989 |
0.0002 |
0.0% |
1.1858 |
| Close |
1.2004 |
1.2106 |
0.0102 |
0.8% |
1.2014 |
| Range |
0.0072 |
0.0141 |
0.0069 |
95.8% |
0.0160 |
| ATR |
0.0066 |
0.0071 |
0.0005 |
8.2% |
0.0000 |
| Volume |
160 |
56 |
-104 |
-65.0% |
114 |
|
| Daily Pivots for day following 01-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2498 |
1.2443 |
1.2183 |
|
| R3 |
1.2357 |
1.2302 |
1.2144 |
|
| R2 |
1.2216 |
1.2216 |
1.2131 |
|
| R1 |
1.2161 |
1.2161 |
1.2118 |
1.2188 |
| PP |
1.2075 |
1.2075 |
1.2075 |
1.2088 |
| S1 |
1.2020 |
1.2020 |
1.2093 |
1.2047 |
| S2 |
1.1934 |
1.1934 |
1.2080 |
|
| S3 |
1.1793 |
1.1879 |
1.2067 |
|
| S4 |
1.1652 |
1.1738 |
1.2028 |
|
|
| Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2443 |
1.2388 |
1.2102 |
|
| R3 |
1.2283 |
1.2228 |
1.2058 |
|
| R2 |
1.2123 |
1.2123 |
1.2043 |
|
| R1 |
1.2068 |
1.2068 |
1.2028 |
1.2096 |
| PP |
1.1963 |
1.1963 |
1.1963 |
1.1977 |
| S1 |
1.1908 |
1.1908 |
1.1999 |
1.1936 |
| S2 |
1.1803 |
1.1803 |
1.1984 |
|
| S3 |
1.1643 |
1.1748 |
1.1970 |
|
| S4 |
1.1483 |
1.1588 |
1.1926 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2729 |
|
2.618 |
1.2499 |
|
1.618 |
1.2358 |
|
1.000 |
1.2271 |
|
0.618 |
1.2217 |
|
HIGH |
1.2130 |
|
0.618 |
1.2076 |
|
0.500 |
1.2059 |
|
0.382 |
1.2042 |
|
LOW |
1.1989 |
|
0.618 |
1.1901 |
|
1.000 |
1.1848 |
|
1.618 |
1.1760 |
|
2.618 |
1.1619 |
|
4.250 |
1.1389 |
|
|
| Fisher Pivots for day following 01-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2090 |
1.2083 |
| PP |
1.2075 |
1.2060 |
| S1 |
1.2059 |
1.2037 |
|