CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 21-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2020 |
21-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2325 |
1.2277 |
-0.0048 |
-0.4% |
1.2191 |
| High |
1.2325 |
1.2308 |
-0.0017 |
-0.1% |
1.2328 |
| Low |
1.2281 |
1.2184 |
-0.0097 |
-0.8% |
1.2172 |
| Close |
1.2297 |
1.2304 |
0.0008 |
0.1% |
1.2297 |
| Range |
0.0045 |
0.0125 |
0.0080 |
179.8% |
0.0156 |
| ATR |
0.0070 |
0.0074 |
0.0004 |
5.5% |
0.0000 |
| Volume |
189 |
422 |
233 |
123.3% |
1,247 |
|
| Daily Pivots for day following 21-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2639 |
1.2596 |
1.2372 |
|
| R3 |
1.2514 |
1.2471 |
1.2338 |
|
| R2 |
1.2390 |
1.2390 |
1.2327 |
|
| R1 |
1.2347 |
1.2347 |
1.2315 |
1.2368 |
| PP |
1.2265 |
1.2265 |
1.2265 |
1.2276 |
| S1 |
1.2222 |
1.2222 |
1.2293 |
1.2244 |
| S2 |
1.2141 |
1.2141 |
1.2281 |
|
| S3 |
1.2016 |
1.2098 |
1.2270 |
|
| S4 |
1.1892 |
1.1973 |
1.2236 |
|
|
| Weekly Pivots for week ending 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2734 |
1.2671 |
1.2382 |
|
| R3 |
1.2578 |
1.2515 |
1.2339 |
|
| R2 |
1.2422 |
1.2422 |
1.2325 |
|
| R1 |
1.2359 |
1.2359 |
1.2311 |
1.2390 |
| PP |
1.2266 |
1.2266 |
1.2266 |
1.2281 |
| S1 |
1.2203 |
1.2203 |
1.2282 |
1.2234 |
| S2 |
1.2110 |
1.2110 |
1.2268 |
|
| S3 |
1.1954 |
1.2047 |
1.2254 |
|
| S4 |
1.1798 |
1.1891 |
1.2211 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2837 |
|
2.618 |
1.2634 |
|
1.618 |
1.2509 |
|
1.000 |
1.2433 |
|
0.618 |
1.2385 |
|
HIGH |
1.2308 |
|
0.618 |
1.2260 |
|
0.500 |
1.2246 |
|
0.382 |
1.2231 |
|
LOW |
1.2184 |
|
0.618 |
1.2107 |
|
1.000 |
1.2059 |
|
1.618 |
1.1982 |
|
2.618 |
1.1858 |
|
4.250 |
1.1654 |
|
|
| Fisher Pivots for day following 21-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2285 |
1.2288 |
| PP |
1.2265 |
1.2272 |
| S1 |
1.2246 |
1.2256 |
|