CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 24-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2020 |
24-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2234 |
1.2237 |
0.0003 |
0.0% |
1.2191 |
| High |
1.2275 |
1.2267 |
-0.0008 |
-0.1% |
1.2328 |
| Low |
1.2211 |
1.2230 |
0.0019 |
0.2% |
1.2172 |
| Close |
1.2233 |
1.2235 |
0.0003 |
0.0% |
1.2297 |
| Range |
0.0064 |
0.0037 |
-0.0027 |
-41.7% |
0.0156 |
| ATR |
0.0075 |
0.0073 |
-0.0003 |
-3.6% |
0.0000 |
| Volume |
201 |
39 |
-162 |
-80.6% |
1,247 |
|
| Daily Pivots for day following 24-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2355 |
1.2332 |
1.2255 |
|
| R3 |
1.2318 |
1.2295 |
1.2245 |
|
| R2 |
1.2281 |
1.2281 |
1.2242 |
|
| R1 |
1.2258 |
1.2258 |
1.2238 |
1.2251 |
| PP |
1.2244 |
1.2244 |
1.2244 |
1.2241 |
| S1 |
1.2221 |
1.2221 |
1.2232 |
1.2214 |
| S2 |
1.2207 |
1.2207 |
1.2228 |
|
| S3 |
1.2170 |
1.2184 |
1.2225 |
|
| S4 |
1.2133 |
1.2147 |
1.2215 |
|
|
| 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 |
1.2424 |
|
2.618 |
1.2364 |
|
1.618 |
1.2327 |
|
1.000 |
1.2304 |
|
0.618 |
1.2290 |
|
HIGH |
1.2267 |
|
0.618 |
1.2253 |
|
0.500 |
1.2249 |
|
0.382 |
1.2244 |
|
LOW |
1.2230 |
|
0.618 |
1.2207 |
|
1.000 |
1.2193 |
|
1.618 |
1.2170 |
|
2.618 |
1.2133 |
|
4.250 |
1.2073 |
|
|
| Fisher Pivots for day following 24-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2249 |
1.2262 |
| PP |
1.2244 |
1.2253 |
| S1 |
1.2240 |
1.2244 |
|