CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 20-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2020 |
20-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1735 |
1.1779 |
0.0044 |
0.4% |
1.1833 |
| High |
1.1808 |
1.1855 |
0.0047 |
0.4% |
1.1842 |
| Low |
1.1717 |
1.1774 |
0.0057 |
0.5% |
1.1702 |
| Close |
1.1782 |
1.1840 |
0.0059 |
0.5% |
1.1733 |
| Range |
0.0091 |
0.0081 |
-0.0010 |
-10.5% |
0.0140 |
| ATR |
0.0072 |
0.0073 |
0.0001 |
0.9% |
0.0000 |
| Volume |
176,853 |
167,607 |
-9,246 |
-5.2% |
756,966 |
|
| Daily Pivots for day following 20-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2066 |
1.2034 |
1.1885 |
|
| R3 |
1.1985 |
1.1953 |
1.1862 |
|
| R2 |
1.1904 |
1.1904 |
1.1855 |
|
| R1 |
1.1872 |
1.1872 |
1.1847 |
1.1888 |
| PP |
1.1823 |
1.1823 |
1.1823 |
1.1831 |
| S1 |
1.1791 |
1.1791 |
1.1833 |
1.1807 |
| S2 |
1.1742 |
1.1742 |
1.1825 |
|
| S3 |
1.1661 |
1.1710 |
1.1818 |
|
| S4 |
1.1580 |
1.1629 |
1.1795 |
|
|
| 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 |
1.1855 |
1.1702 |
0.0153 |
1.3% |
0.0069 |
0.6% |
90% |
True |
False |
162,528 |
| 10 |
1.1855 |
1.1702 |
0.0153 |
1.3% |
0.0065 |
0.6% |
90% |
True |
False |
152,126 |
| 20 |
1.1855 |
1.1631 |
0.0224 |
1.9% |
0.0067 |
0.6% |
94% |
True |
False |
166,435 |
| 40 |
1.2038 |
1.1631 |
0.0407 |
3.4% |
0.0078 |
0.7% |
51% |
False |
False |
142,992 |
| 60 |
1.2038 |
1.1631 |
0.0407 |
3.4% |
0.0083 |
0.7% |
51% |
False |
False |
95,862 |
| 80 |
1.2038 |
1.1226 |
0.0812 |
6.9% |
0.0083 |
0.7% |
76% |
False |
False |
72,082 |
| 100 |
1.2038 |
1.1150 |
0.0888 |
7.5% |
0.0085 |
0.7% |
78% |
False |
False |
57,728 |
| 120 |
1.2038 |
1.0824 |
0.1214 |
10.3% |
0.0083 |
0.7% |
84% |
False |
False |
48,131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2199 |
|
2.618 |
1.2067 |
|
1.618 |
1.1986 |
|
1.000 |
1.1936 |
|
0.618 |
1.1905 |
|
HIGH |
1.1855 |
|
0.618 |
1.1824 |
|
0.500 |
1.1814 |
|
0.382 |
1.1804 |
|
LOW |
1.1774 |
|
0.618 |
1.1723 |
|
1.000 |
1.1693 |
|
1.618 |
1.1642 |
|
2.618 |
1.1561 |
|
4.250 |
1.1429 |
|
|
| Fisher Pivots for day following 20-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1831 |
1.1820 |
| PP |
1.1823 |
1.1801 |
| S1 |
1.1814 |
1.1781 |
|