CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 19-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2020 |
19-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1723 |
1.1735 |
0.0013 |
0.1% |
1.1833 |
| High |
1.1761 |
1.1808 |
0.0047 |
0.4% |
1.1842 |
| Low |
1.1708 |
1.1717 |
0.0010 |
0.1% |
1.1702 |
| Close |
1.1733 |
1.1782 |
0.0049 |
0.4% |
1.1733 |
| Range |
0.0053 |
0.0091 |
0.0038 |
70.8% |
0.0140 |
| ATR |
0.0071 |
0.0072 |
0.0001 |
2.0% |
0.0000 |
| Volume |
149,396 |
176,853 |
27,457 |
18.4% |
756,966 |
|
| Daily Pivots for day following 19-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2040 |
1.2001 |
1.1831 |
|
| R3 |
1.1950 |
1.1911 |
1.1806 |
|
| R2 |
1.1859 |
1.1859 |
1.1798 |
|
| R1 |
1.1820 |
1.1820 |
1.1790 |
1.1840 |
| PP |
1.1769 |
1.1769 |
1.1769 |
1.1778 |
| S1 |
1.1730 |
1.1730 |
1.1773 |
1.1749 |
| S2 |
1.1678 |
1.1678 |
1.1765 |
|
| S3 |
1.1588 |
1.1639 |
1.1757 |
|
| S4 |
1.1497 |
1.1549 |
1.1732 |
|
|
| Weekly Pivots for week ending 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2179 |
1.2096 |
1.1810 |
|
| R3 |
1.2039 |
1.1956 |
1.1771 |
|
| R2 |
1.1899 |
1.1899 |
1.1758 |
|
| R1 |
1.1816 |
1.1816 |
1.1745 |
1.1787 |
| PP |
1.1759 |
1.1759 |
1.1759 |
1.1745 |
| S1 |
1.1676 |
1.1676 |
1.1720 |
1.1647 |
| S2 |
1.1619 |
1.1619 |
1.1707 |
|
| S3 |
1.1479 |
1.1536 |
1.1694 |
|
| S4 |
1.1339 |
1.1396 |
1.1656 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1831 |
1.1702 |
0.0129 |
1.1% |
0.0070 |
0.6% |
62% |
False |
False |
163,873 |
| 10 |
1.1848 |
1.1702 |
0.0146 |
1.2% |
0.0065 |
0.6% |
55% |
False |
False |
152,275 |
| 20 |
1.1848 |
1.1631 |
0.0217 |
1.8% |
0.0067 |
0.6% |
70% |
False |
False |
168,794 |
| 40 |
1.2038 |
1.1631 |
0.0407 |
3.5% |
0.0077 |
0.7% |
37% |
False |
False |
138,840 |
| 60 |
1.2038 |
1.1631 |
0.0407 |
3.5% |
0.0084 |
0.7% |
37% |
False |
False |
93,089 |
| 80 |
1.2038 |
1.1226 |
0.0812 |
6.9% |
0.0083 |
0.7% |
68% |
False |
False |
69,990 |
| 100 |
1.2038 |
1.1119 |
0.0919 |
7.8% |
0.0085 |
0.7% |
72% |
False |
False |
56,053 |
| 120 |
1.2038 |
1.0824 |
0.1214 |
10.3% |
0.0083 |
0.7% |
79% |
False |
False |
46,737 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2192 |
|
2.618 |
1.2044 |
|
1.618 |
1.1954 |
|
1.000 |
1.1898 |
|
0.618 |
1.1863 |
|
HIGH |
1.1808 |
|
0.618 |
1.1773 |
|
0.500 |
1.1762 |
|
0.382 |
1.1752 |
|
LOW |
1.1717 |
|
0.618 |
1.1661 |
|
1.000 |
1.1627 |
|
1.618 |
1.1571 |
|
2.618 |
1.1480 |
|
4.250 |
1.1332 |
|
|
| Fisher Pivots for day following 19-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1775 |
1.1773 |
| PP |
1.1769 |
1.1764 |
| S1 |
1.1762 |
1.1755 |
|