CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 23-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2020 |
23-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1875 |
1.1833 |
-0.0042 |
-0.4% |
1.1735 |
| High |
1.1880 |
1.1878 |
-0.0002 |
0.0% |
1.1895 |
| Low |
1.1824 |
1.1799 |
-0.0025 |
-0.2% |
1.1717 |
| Close |
1.1831 |
1.1872 |
0.0041 |
0.3% |
1.1872 |
| Range |
0.0056 |
0.0079 |
0.0023 |
40.2% |
0.0178 |
| ATR |
0.0071 |
0.0071 |
0.0001 |
0.8% |
0.0000 |
| Volume |
151,595 |
169,054 |
17,459 |
11.5% |
853,849 |
|
| Daily Pivots for day following 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2085 |
1.2057 |
1.1915 |
|
| R3 |
1.2006 |
1.1978 |
1.1893 |
|
| R2 |
1.1928 |
1.1928 |
1.1886 |
|
| R1 |
1.1900 |
1.1900 |
1.1879 |
1.1914 |
| PP |
1.1849 |
1.1849 |
1.1849 |
1.1856 |
| S1 |
1.1821 |
1.1821 |
1.1864 |
1.1835 |
| S2 |
1.1771 |
1.1771 |
1.1857 |
|
| S3 |
1.1692 |
1.1743 |
1.1850 |
|
| S4 |
1.1614 |
1.1664 |
1.1828 |
|
|
| Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2360 |
1.2293 |
1.1969 |
|
| R3 |
1.2183 |
1.2116 |
1.1920 |
|
| R2 |
1.2005 |
1.2005 |
1.1904 |
|
| R1 |
1.1938 |
1.1938 |
1.1888 |
1.1972 |
| PP |
1.1828 |
1.1828 |
1.1828 |
1.1844 |
| S1 |
1.1761 |
1.1761 |
1.1855 |
1.1794 |
| S2 |
1.1650 |
1.1650 |
1.1839 |
|
| S3 |
1.1473 |
1.1583 |
1.1823 |
|
| S4 |
1.1295 |
1.1406 |
1.1774 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1895 |
1.1717 |
0.0178 |
1.5% |
0.0073 |
0.6% |
87% |
False |
False |
170,769 |
| 10 |
1.1895 |
1.1702 |
0.0193 |
1.6% |
0.0067 |
0.6% |
88% |
False |
False |
161,081 |
| 20 |
1.1895 |
1.1635 |
0.0260 |
2.2% |
0.0067 |
0.6% |
91% |
False |
False |
163,400 |
| 40 |
1.2038 |
1.1631 |
0.0407 |
3.4% |
0.0076 |
0.6% |
59% |
False |
False |
155,435 |
| 60 |
1.2038 |
1.1631 |
0.0407 |
3.4% |
0.0082 |
0.7% |
59% |
False |
False |
104,297 |
| 80 |
1.2038 |
1.1260 |
0.0778 |
6.5% |
0.0083 |
0.7% |
79% |
False |
False |
78,428 |
| 100 |
1.2038 |
1.1214 |
0.0824 |
6.9% |
0.0085 |
0.7% |
80% |
False |
False |
62,820 |
| 120 |
1.2038 |
1.0824 |
0.1214 |
10.2% |
0.0083 |
0.7% |
86% |
False |
False |
52,375 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2211 |
|
2.618 |
1.2083 |
|
1.618 |
1.2005 |
|
1.000 |
1.1956 |
|
0.618 |
1.1926 |
|
HIGH |
1.1878 |
|
0.618 |
1.1848 |
|
0.500 |
1.1838 |
|
0.382 |
1.1829 |
|
LOW |
1.1799 |
|
0.618 |
1.1750 |
|
1.000 |
1.1721 |
|
1.618 |
1.1672 |
|
2.618 |
1.1593 |
|
4.250 |
1.1465 |
|
|
| Fisher Pivots for day following 23-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1860 |
1.1863 |
| PP |
1.1849 |
1.1855 |
| S1 |
1.1838 |
1.1847 |
|