CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 17-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2020 |
17-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2203 |
1.2249 |
0.0046 |
0.4% |
1.2182 |
| High |
1.2265 |
1.2328 |
0.0063 |
0.5% |
1.2222 |
| Low |
1.2181 |
1.2245 |
0.0064 |
0.5% |
1.2116 |
| Close |
1.2219 |
1.2318 |
0.0100 |
0.8% |
1.2168 |
| Range |
0.0085 |
0.0084 |
-0.0001 |
-1.2% |
0.0106 |
| ATR |
0.0069 |
0.0072 |
0.0003 |
4.2% |
0.0000 |
| Volume |
396 |
393 |
-3 |
-0.8% |
1,923 |
|
| Daily Pivots for day following 17-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2547 |
1.2516 |
1.2364 |
|
| R3 |
1.2464 |
1.2433 |
1.2341 |
|
| R2 |
1.2380 |
1.2380 |
1.2333 |
|
| R1 |
1.2349 |
1.2349 |
1.2326 |
1.2365 |
| PP |
1.2297 |
1.2297 |
1.2297 |
1.2305 |
| S1 |
1.2266 |
1.2266 |
1.2310 |
1.2281 |
| S2 |
1.2213 |
1.2213 |
1.2303 |
|
| S3 |
1.2130 |
1.2182 |
1.2295 |
|
| S4 |
1.2046 |
1.2099 |
1.2272 |
|
|
| Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2487 |
1.2433 |
1.2226 |
|
| R3 |
1.2381 |
1.2327 |
1.2197 |
|
| R2 |
1.2275 |
1.2275 |
1.2187 |
|
| R1 |
1.2221 |
1.2221 |
1.2177 |
1.2195 |
| PP |
1.2169 |
1.2169 |
1.2169 |
1.2155 |
| S1 |
1.2115 |
1.2115 |
1.2158 |
1.2089 |
| S2 |
1.2063 |
1.2063 |
1.2148 |
|
| S3 |
1.1957 |
1.2009 |
1.2138 |
|
| S4 |
1.1851 |
1.1903 |
1.2109 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2683 |
|
2.618 |
1.2547 |
|
1.618 |
1.2463 |
|
1.000 |
1.2412 |
|
0.618 |
1.2380 |
|
HIGH |
1.2328 |
|
0.618 |
1.2296 |
|
0.500 |
1.2286 |
|
0.382 |
1.2276 |
|
LOW |
1.2245 |
|
0.618 |
1.2193 |
|
1.000 |
1.2161 |
|
1.618 |
1.2109 |
|
2.618 |
1.2026 |
|
4.250 |
1.1890 |
|
|
| Fisher Pivots for day following 17-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2307 |
1.2296 |
| PP |
1.2297 |
1.2274 |
| S1 |
1.2286 |
1.2251 |
|