CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 15-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2020 |
15-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1758 |
1.1763 |
0.0005 |
0.0% |
1.1730 |
| High |
1.1787 |
1.1773 |
-0.0014 |
-0.1% |
1.1848 |
| Low |
1.1735 |
1.1702 |
-0.0033 |
-0.3% |
1.1725 |
| Close |
1.1766 |
1.1712 |
-0.0055 |
-0.5% |
1.1841 |
| Range |
0.0052 |
0.0071 |
0.0019 |
35.6% |
0.0123 |
| ATR |
0.0072 |
0.0072 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
140,896 |
177,892 |
36,996 |
26.3% |
740,667 |
|
| Daily Pivots for day following 15-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1940 |
1.1896 |
1.1750 |
|
| R3 |
1.1870 |
1.1826 |
1.1731 |
|
| R2 |
1.1799 |
1.1799 |
1.1724 |
|
| R1 |
1.1755 |
1.1755 |
1.1718 |
1.1742 |
| PP |
1.1729 |
1.1729 |
1.1729 |
1.1722 |
| S1 |
1.1685 |
1.1685 |
1.1705 |
1.1672 |
| S2 |
1.1658 |
1.1658 |
1.1699 |
|
| S3 |
1.1588 |
1.1614 |
1.1692 |
|
| S4 |
1.1517 |
1.1544 |
1.1673 |
|
|
| 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 |
1.1702 |
0.0146 |
1.2% |
0.0065 |
0.6% |
7% |
False |
True |
152,968 |
| 10 |
1.1848 |
1.1702 |
0.0146 |
1.2% |
0.0065 |
0.6% |
7% |
False |
True |
153,340 |
| 20 |
1.1894 |
1.1631 |
0.0263 |
2.2% |
0.0070 |
0.6% |
31% |
False |
False |
171,319 |
| 40 |
1.2038 |
1.1631 |
0.0407 |
3.5% |
0.0079 |
0.7% |
20% |
False |
False |
130,819 |
| 60 |
1.2038 |
1.1577 |
0.0461 |
3.9% |
0.0085 |
0.7% |
29% |
False |
False |
87,681 |
| 80 |
1.2038 |
1.1226 |
0.0812 |
6.9% |
0.0083 |
0.7% |
60% |
False |
False |
65,921 |
| 100 |
1.2038 |
1.0984 |
0.1054 |
9.0% |
0.0086 |
0.7% |
69% |
False |
False |
52,792 |
| 120 |
1.2038 |
1.0824 |
0.1214 |
10.4% |
0.0083 |
0.7% |
73% |
False |
False |
44,021 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2072 |
|
2.618 |
1.1957 |
|
1.618 |
1.1887 |
|
1.000 |
1.1843 |
|
0.618 |
1.1816 |
|
HIGH |
1.1773 |
|
0.618 |
1.1746 |
|
0.500 |
1.1737 |
|
0.382 |
1.1729 |
|
LOW |
1.1702 |
|
0.618 |
1.1658 |
|
1.000 |
1.1632 |
|
1.618 |
1.1588 |
|
2.618 |
1.1517 |
|
4.250 |
1.1402 |
|
|
| Fisher Pivots for day following 15-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1737 |
1.1767 |
| PP |
1.1729 |
1.1748 |
| S1 |
1.1720 |
1.1730 |
|