CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 02-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2020 |
02-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1684 |
1.1655 |
-0.0029 |
-0.2% |
1.1870 |
| High |
1.1715 |
1.1667 |
-0.0048 |
-0.4% |
1.1873 |
| Low |
1.1651 |
1.1632 |
-0.0019 |
-0.2% |
1.1651 |
| Close |
1.1655 |
1.1642 |
-0.0013 |
-0.1% |
1.1655 |
| Range |
0.0064 |
0.0035 |
-0.0029 |
-45.3% |
0.0222 |
| ATR |
0.0073 |
0.0070 |
-0.0003 |
-3.7% |
0.0000 |
| Volume |
199,290 |
132,536 |
-66,754 |
-33.5% |
971,292 |
|
| Daily Pivots for day following 02-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1752 |
1.1732 |
1.1661 |
|
| R3 |
1.1717 |
1.1697 |
1.1652 |
|
| R2 |
1.1682 |
1.1682 |
1.1648 |
|
| R1 |
1.1662 |
1.1662 |
1.1645 |
1.1655 |
| PP |
1.1647 |
1.1647 |
1.1647 |
1.1643 |
| S1 |
1.1627 |
1.1627 |
1.1639 |
1.1620 |
| S2 |
1.1612 |
1.1612 |
1.1636 |
|
| S3 |
1.1577 |
1.1592 |
1.1632 |
|
| S4 |
1.1542 |
1.1557 |
1.1623 |
|
|
| Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2391 |
1.2244 |
1.1777 |
|
| R3 |
1.2169 |
1.2023 |
1.1716 |
|
| R2 |
1.1948 |
1.1948 |
1.1696 |
|
| R1 |
1.1801 |
1.1801 |
1.1675 |
1.1764 |
| PP |
1.1726 |
1.1726 |
1.1726 |
1.1707 |
| S1 |
1.1580 |
1.1580 |
1.1635 |
1.1542 |
| S2 |
1.1505 |
1.1505 |
1.1614 |
|
| S3 |
1.1283 |
1.1358 |
1.1594 |
|
| S4 |
1.1062 |
1.1137 |
1.1533 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1852 |
1.1632 |
0.0220 |
1.9% |
0.0065 |
0.6% |
5% |
False |
True |
189,849 |
| 10 |
1.1895 |
1.1632 |
0.0263 |
2.3% |
0.0066 |
0.6% |
4% |
False |
True |
178,082 |
| 20 |
1.1895 |
1.1632 |
0.0263 |
2.3% |
0.0065 |
0.6% |
4% |
False |
True |
165,179 |
| 40 |
1.1942 |
1.1631 |
0.0311 |
2.7% |
0.0072 |
0.6% |
4% |
False |
False |
180,730 |
| 60 |
1.2038 |
1.1631 |
0.0407 |
3.5% |
0.0077 |
0.7% |
3% |
False |
False |
122,555 |
| 80 |
1.2038 |
1.1342 |
0.0696 |
6.0% |
0.0081 |
0.7% |
43% |
False |
False |
92,164 |
| 100 |
1.2038 |
1.1214 |
0.0824 |
7.1% |
0.0083 |
0.7% |
52% |
False |
False |
73,841 |
| 120 |
1.2038 |
1.0826 |
0.1212 |
10.4% |
0.0083 |
0.7% |
67% |
False |
False |
61,558 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1816 |
|
2.618 |
1.1759 |
|
1.618 |
1.1724 |
|
1.000 |
1.1702 |
|
0.618 |
1.1689 |
|
HIGH |
1.1667 |
|
0.618 |
1.1654 |
|
0.500 |
1.1650 |
|
0.382 |
1.1645 |
|
LOW |
1.1632 |
|
0.618 |
1.1610 |
|
1.000 |
1.1597 |
|
1.618 |
1.1575 |
|
2.618 |
1.1540 |
|
4.250 |
1.1483 |
|
|
| Fisher Pivots for day following 02-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1650 |
1.1701 |
| PP |
1.1647 |
1.1681 |
| S1 |
1.1645 |
1.1662 |
|