CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 29-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2020 |
29-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2253 |
1.2267 |
0.0014 |
0.1% |
1.2277 |
| High |
1.2302 |
1.2324 |
0.0023 |
0.2% |
1.2314 |
| Low |
1.2233 |
1.2267 |
0.0034 |
0.3% |
1.2184 |
| Close |
1.2257 |
1.2301 |
0.0045 |
0.4% |
1.2235 |
| Range |
0.0069 |
0.0058 |
-0.0011 |
-16.1% |
0.0131 |
| ATR |
0.0072 |
0.0072 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
194 |
196 |
2 |
1.0% |
1,045 |
|
| Daily Pivots for day following 29-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2470 |
1.2443 |
1.2333 |
|
| R3 |
1.2412 |
1.2385 |
1.2317 |
|
| R2 |
1.2355 |
1.2355 |
1.2312 |
|
| R1 |
1.2328 |
1.2328 |
1.2306 |
1.2341 |
| PP |
1.2297 |
1.2297 |
1.2297 |
1.2304 |
| S1 |
1.2270 |
1.2270 |
1.2296 |
1.2284 |
| S2 |
1.2240 |
1.2240 |
1.2290 |
|
| S3 |
1.2182 |
1.2213 |
1.2285 |
|
| S4 |
1.2125 |
1.2155 |
1.2269 |
|
|
| Weekly Pivots for week ending 25-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2636 |
1.2566 |
1.2307 |
|
| R3 |
1.2505 |
1.2435 |
1.2271 |
|
| R2 |
1.2375 |
1.2375 |
1.2259 |
|
| R1 |
1.2305 |
1.2305 |
1.2247 |
1.2275 |
| PP |
1.2244 |
1.2244 |
1.2244 |
1.2229 |
| S1 |
1.2174 |
1.2174 |
1.2223 |
1.2144 |
| S2 |
1.2114 |
1.2114 |
1.2211 |
|
| S3 |
1.1983 |
1.2044 |
1.2199 |
|
| S4 |
1.1853 |
1.1913 |
1.2163 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2568 |
|
2.618 |
1.2475 |
|
1.618 |
1.2417 |
|
1.000 |
1.2382 |
|
0.618 |
1.2360 |
|
HIGH |
1.2324 |
|
0.618 |
1.2302 |
|
0.500 |
1.2295 |
|
0.382 |
1.2288 |
|
LOW |
1.2267 |
|
0.618 |
1.2231 |
|
1.000 |
1.2209 |
|
1.618 |
1.2173 |
|
2.618 |
1.2116 |
|
4.250 |
1.2022 |
|
|
| Fisher Pivots for day following 29-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2299 |
1.2293 |
| PP |
1.2297 |
1.2285 |
| S1 |
1.2295 |
1.2277 |
|