CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 06-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2020 |
06-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1730 |
1.1801 |
0.0071 |
0.6% |
1.1648 |
| High |
1.1815 |
1.1825 |
0.0010 |
0.1% |
1.1788 |
| Low |
1.1725 |
1.1748 |
0.0023 |
0.2% |
1.1635 |
| Close |
1.1793 |
1.1770 |
-0.0023 |
-0.2% |
1.1730 |
| Range |
0.0090 |
0.0077 |
-0.0013 |
-14.4% |
0.0153 |
| ATR |
0.0079 |
0.0079 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
151,729 |
169,097 |
17,368 |
11.4% |
916,526 |
|
| Daily Pivots for day following 06-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2012 |
1.1968 |
1.1812 |
|
| R3 |
1.1935 |
1.1891 |
1.1791 |
|
| R2 |
1.1858 |
1.1858 |
1.1784 |
|
| R1 |
1.1814 |
1.1814 |
1.1777 |
1.1797 |
| PP |
1.1781 |
1.1781 |
1.1781 |
1.1773 |
| S1 |
1.1737 |
1.1737 |
1.1762 |
1.1720 |
| S2 |
1.1704 |
1.1704 |
1.1755 |
|
| S3 |
1.1627 |
1.1660 |
1.1748 |
|
| S4 |
1.1550 |
1.1583 |
1.1727 |
|
|
| Weekly Pivots for week ending 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2176 |
1.2106 |
1.1814 |
|
| R3 |
1.2023 |
1.1953 |
1.1772 |
|
| R2 |
1.1870 |
1.1870 |
1.1758 |
|
| R1 |
1.1800 |
1.1800 |
1.1744 |
1.1835 |
| PP |
1.1717 |
1.1717 |
1.1717 |
1.1735 |
| S1 |
1.1647 |
1.1647 |
1.1716 |
1.1682 |
| S2 |
1.1564 |
1.1564 |
1.1702 |
|
| S3 |
1.1411 |
1.1494 |
1.1688 |
|
| S4 |
1.1258 |
1.1341 |
1.1646 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1825 |
1.1703 |
0.0123 |
1.0% |
0.0069 |
0.6% |
55% |
True |
False |
181,562 |
| 10 |
1.1825 |
1.1631 |
0.0195 |
1.7% |
0.0070 |
0.6% |
71% |
True |
False |
180,744 |
| 20 |
1.1942 |
1.1631 |
0.0311 |
2.6% |
0.0077 |
0.7% |
45% |
False |
False |
196,380 |
| 40 |
1.2038 |
1.1631 |
0.0407 |
3.5% |
0.0083 |
0.7% |
34% |
False |
False |
105,450 |
| 60 |
1.2038 |
1.1364 |
0.0674 |
5.7% |
0.0087 |
0.7% |
60% |
False |
False |
70,639 |
| 80 |
1.2038 |
1.1214 |
0.0824 |
7.0% |
0.0086 |
0.7% |
67% |
False |
False |
53,110 |
| 100 |
1.2038 |
1.0850 |
0.1188 |
10.1% |
0.0087 |
0.7% |
77% |
False |
False |
42,525 |
| 120 |
1.2038 |
1.0789 |
0.1249 |
10.6% |
0.0084 |
0.7% |
79% |
False |
False |
35,462 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2152 |
|
2.618 |
1.2027 |
|
1.618 |
1.1950 |
|
1.000 |
1.1902 |
|
0.618 |
1.1873 |
|
HIGH |
1.1825 |
|
0.618 |
1.1796 |
|
0.500 |
1.1787 |
|
0.382 |
1.1777 |
|
LOW |
1.1748 |
|
0.618 |
1.1700 |
|
1.000 |
1.1671 |
|
1.618 |
1.1623 |
|
2.618 |
1.1546 |
|
4.250 |
1.1421 |
|
|
| Fisher Pivots for day following 06-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1787 |
1.1769 |
| PP |
1.1781 |
1.1769 |
| S1 |
1.1775 |
1.1769 |
|