CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 13-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2020 |
13-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1833 |
1.1827 |
-0.0006 |
0.0% |
1.1730 |
| High |
1.1842 |
1.1831 |
-0.0011 |
-0.1% |
1.1848 |
| Low |
1.1802 |
1.1745 |
-0.0057 |
-0.5% |
1.1725 |
| Close |
1.1825 |
1.1760 |
-0.0065 |
-0.5% |
1.1841 |
| Range |
0.0040 |
0.0086 |
0.0046 |
115.0% |
0.0123 |
| ATR |
0.0073 |
0.0074 |
0.0001 |
1.3% |
0.0000 |
| Volume |
114,451 |
174,331 |
59,880 |
52.3% |
740,667 |
|
| Daily Pivots for day following 13-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2037 |
1.1984 |
1.1807 |
|
| R3 |
1.1951 |
1.1898 |
1.1784 |
|
| R2 |
1.1865 |
1.1865 |
1.1776 |
|
| R1 |
1.1812 |
1.1812 |
1.1768 |
1.1796 |
| PP |
1.1779 |
1.1779 |
1.1779 |
1.1770 |
| S1 |
1.1726 |
1.1726 |
1.1752 |
1.1710 |
| S2 |
1.1693 |
1.1693 |
1.1744 |
|
| S3 |
1.1607 |
1.1640 |
1.1736 |
|
| S4 |
1.1521 |
1.1554 |
1.1713 |
|
|
| Weekly Pivots for week ending 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2172 |
1.2129 |
1.1908 |
|
| R3 |
1.2049 |
1.2006 |
1.1874 |
|
| R2 |
1.1927 |
1.1927 |
1.1863 |
|
| R1 |
1.1884 |
1.1884 |
1.1852 |
1.1905 |
| PP |
1.1804 |
1.1804 |
1.1804 |
1.1815 |
| S1 |
1.1761 |
1.1761 |
1.1829 |
1.1783 |
| S2 |
1.1682 |
1.1682 |
1.1818 |
|
| S3 |
1.1559 |
1.1639 |
1.1807 |
|
| S4 |
1.1437 |
1.1516 |
1.1773 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1848 |
1.1742 |
0.0106 |
0.9% |
0.0061 |
0.5% |
17% |
False |
False |
141,724 |
| 10 |
1.1848 |
1.1703 |
0.0145 |
1.2% |
0.0065 |
0.6% |
40% |
False |
False |
161,643 |
| 20 |
1.1905 |
1.1631 |
0.0275 |
2.3% |
0.0074 |
0.6% |
47% |
False |
False |
175,732 |
| 40 |
1.2038 |
1.1631 |
0.0407 |
3.5% |
0.0081 |
0.7% |
32% |
False |
False |
122,991 |
| 60 |
1.2038 |
1.1460 |
0.0578 |
4.9% |
0.0086 |
0.7% |
52% |
False |
False |
82,398 |
| 80 |
1.2038 |
1.1214 |
0.0824 |
7.0% |
0.0084 |
0.7% |
66% |
False |
False |
61,943 |
| 100 |
1.2038 |
1.0920 |
0.1118 |
9.5% |
0.0086 |
0.7% |
75% |
False |
False |
49,605 |
| 120 |
1.2038 |
1.0789 |
0.1249 |
10.6% |
0.0083 |
0.7% |
78% |
False |
False |
41,365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2197 |
|
2.618 |
1.2056 |
|
1.618 |
1.1970 |
|
1.000 |
1.1917 |
|
0.618 |
1.1884 |
|
HIGH |
1.1831 |
|
0.618 |
1.1798 |
|
0.500 |
1.1788 |
|
0.382 |
1.1778 |
|
LOW |
1.1745 |
|
0.618 |
1.1692 |
|
1.000 |
1.1659 |
|
1.618 |
1.1606 |
|
2.618 |
1.1520 |
|
4.250 |
1.1380 |
|
|
| Fisher Pivots for day following 13-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1788 |
1.1796 |
| PP |
1.1779 |
1.1784 |
| S1 |
1.1769 |
1.1772 |
|