CME Euro FX (E) Future December 2020


Trading Metrics calculated at close of trading on 14-Dec-2020
Day Change Summary
Previous Current
11-Dec-2020 14-Dec-2020 Change Change % Previous Week
Open 1.2142 1.2132 -0.0010 -0.1% 1.2132
High 1.2164 1.2177 0.0013 0.1% 1.2168
Low 1.2106 1.2116 0.0011 0.1% 1.2060
Close 1.2113 1.2135 0.0022 0.2% 1.2113
Range 0.0058 0.0061 0.0003 4.3% 0.0109
ATR 0.0076 0.0075 -0.0001 -1.1% 0.0000
Volume 133,213 14,538 -118,675 -89.1% 1,525,937
Daily Pivots for day following 14-Dec-2020
Classic Woodie Camarilla DeMark
R4 1.2324 1.2290 1.2168
R3 1.2263 1.2229 1.2151
R2 1.2203 1.2203 1.2146
R1 1.2169 1.2169 1.2140 1.2186
PP 1.2142 1.2142 1.2142 1.2151
S1 1.2108 1.2108 1.2129 1.2125
S2 1.2082 1.2082 1.2123
S3 1.2021 1.2048 1.2118
S4 1.1961 1.1987 1.2101
Weekly Pivots for week ending 11-Dec-2020
Classic Woodie Camarilla DeMark
R4 1.2439 1.2384 1.2172
R3 1.2330 1.2276 1.2142
R2 1.2222 1.2222 1.2132
R1 1.2167 1.2167 1.2122 1.2140
PP 1.2113 1.2113 1.2113 1.2100
S1 1.2059 1.2059 1.2103 1.2032
S2 1.2005 1.2005 1.2093
S3 1.1896 1.1950 1.2083
S4 1.1788 1.1842 1.2053
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2177 1.2060 0.0117 1.0% 0.0066 0.5% 64% True False 257,263
10 1.2179 1.1932 0.0247 2.0% 0.0079 0.6% 82% False False 248,235
20 1.2179 1.1805 0.0375 3.1% 0.0071 0.6% 88% False False 203,725
40 1.2179 1.1613 0.0567 4.7% 0.0077 0.6% 92% False False 190,098
60 1.2179 1.1613 0.0567 4.7% 0.0074 0.6% 92% False False 183,962
80 1.2179 1.1613 0.0567 4.7% 0.0078 0.6% 92% False False 162,294
100 1.2179 1.1613 0.0567 4.7% 0.0081 0.7% 92% False False 130,134
120 1.2179 1.1226 0.0953 7.9% 0.0081 0.7% 95% False False 108,556
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2434
2.618 1.2335
1.618 1.2274
1.000 1.2237
0.618 1.2214
HIGH 1.2177
0.618 1.2153
0.500 1.2146
0.382 1.2139
LOW 1.2116
0.618 1.2079
1.000 1.2056
1.618 1.2018
2.618 1.1958
4.250 1.1859
Fisher Pivots for day following 14-Dec-2020
Pivot 1 day 3 day
R1 1.2146 1.2132
PP 1.2142 1.2129
S1 1.2138 1.2126

These figures are updated between 7pm and 10pm EST after a trading day.

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