CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 02-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2020 |
02-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2032 |
1.2124 |
0.0093 |
0.8% |
1.1936 |
| High |
1.2130 |
1.2171 |
0.0041 |
0.3% |
1.2018 |
| Low |
1.1989 |
1.2099 |
0.0110 |
0.9% |
1.1858 |
| Close |
1.2106 |
1.2156 |
0.0050 |
0.4% |
1.2014 |
| Range |
0.0141 |
0.0072 |
-0.0069 |
-48.9% |
0.0160 |
| ATR |
0.0071 |
0.0071 |
0.0000 |
0.1% |
0.0000 |
| Volume |
56 |
69 |
13 |
23.2% |
114 |
|
| Daily Pivots for day following 02-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2358 |
1.2329 |
1.2195 |
|
| R3 |
1.2286 |
1.2257 |
1.2175 |
|
| R2 |
1.2214 |
1.2214 |
1.2169 |
|
| R1 |
1.2185 |
1.2185 |
1.2162 |
1.2199 |
| PP |
1.2142 |
1.2142 |
1.2142 |
1.2149 |
| S1 |
1.2113 |
1.2113 |
1.2149 |
1.2127 |
| S2 |
1.2070 |
1.2070 |
1.2142 |
|
| S3 |
1.1998 |
1.2041 |
1.2136 |
|
| S4 |
1.1926 |
1.1969 |
1.2116 |
|
|
| 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 |
1.2477 |
|
2.618 |
1.2359 |
|
1.618 |
1.2287 |
|
1.000 |
1.2243 |
|
0.618 |
1.2215 |
|
HIGH |
1.2171 |
|
0.618 |
1.2143 |
|
0.500 |
1.2135 |
|
0.382 |
1.2126 |
|
LOW |
1.2099 |
|
0.618 |
1.2054 |
|
1.000 |
1.2027 |
|
1.618 |
1.1982 |
|
2.618 |
1.1910 |
|
4.250 |
1.1793 |
|
|
| Fisher Pivots for day following 02-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2149 |
1.2130 |
| PP |
1.2142 |
1.2104 |
| S1 |
1.2135 |
1.2079 |
|