CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 04-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2020 |
04-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1651 |
1.1741 |
0.0091 |
0.8% |
1.1870 |
| High |
1.1751 |
1.1783 |
0.0032 |
0.3% |
1.1873 |
| Low |
1.1648 |
1.1613 |
-0.0036 |
-0.3% |
1.1651 |
| Close |
1.1717 |
1.1735 |
0.0019 |
0.2% |
1.1655 |
| Range |
0.0103 |
0.0170 |
0.0067 |
65.0% |
0.0222 |
| ATR |
0.0073 |
0.0080 |
0.0007 |
9.5% |
0.0000 |
| Volume |
155,328 |
260,869 |
105,541 |
67.9% |
971,292 |
|
| Daily Pivots for day following 04-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2220 |
1.2148 |
1.1829 |
|
| R3 |
1.2050 |
1.1978 |
1.1782 |
|
| R2 |
1.1880 |
1.1880 |
1.1766 |
|
| R1 |
1.1808 |
1.1808 |
1.1751 |
1.1759 |
| PP |
1.1710 |
1.1710 |
1.1710 |
1.1686 |
| S1 |
1.1638 |
1.1638 |
1.1719 |
1.1589 |
| S2 |
1.1540 |
1.1540 |
1.1704 |
|
| S3 |
1.1370 |
1.1468 |
1.1688 |
|
| S4 |
1.1200 |
1.1298 |
1.1642 |
|
|
| 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 |
1.1783 |
1.1613 |
0.0170 |
1.4% |
0.0096 |
0.8% |
72% |
True |
True |
196,663 |
| 10 |
1.1880 |
1.1613 |
0.0267 |
2.3% |
0.0079 |
0.7% |
46% |
False |
True |
184,067 |
| 20 |
1.1895 |
1.1613 |
0.0282 |
2.4% |
0.0072 |
0.6% |
43% |
False |
True |
170,881 |
| 40 |
1.1942 |
1.1613 |
0.0329 |
2.8% |
0.0074 |
0.6% |
37% |
False |
True |
180,018 |
| 60 |
1.2038 |
1.1613 |
0.0425 |
3.6% |
0.0079 |
0.7% |
29% |
False |
True |
129,442 |
| 80 |
1.2038 |
1.1408 |
0.0630 |
5.4% |
0.0083 |
0.7% |
52% |
False |
False |
97,358 |
| 100 |
1.2038 |
1.1214 |
0.0824 |
7.0% |
0.0083 |
0.7% |
63% |
False |
False |
77,990 |
| 120 |
1.2038 |
1.0850 |
0.1188 |
10.1% |
0.0084 |
0.7% |
75% |
False |
False |
65,026 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2505 |
|
2.618 |
1.2228 |
|
1.618 |
1.2058 |
|
1.000 |
1.1953 |
|
0.618 |
1.1888 |
|
HIGH |
1.1783 |
|
0.618 |
1.1718 |
|
0.500 |
1.1698 |
|
0.382 |
1.1677 |
|
LOW |
1.1613 |
|
0.618 |
1.1507 |
|
1.000 |
1.1443 |
|
1.618 |
1.1337 |
|
2.618 |
1.1167 |
|
4.250 |
1.0890 |
|
|
| Fisher Pivots for day following 04-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1723 |
1.1723 |
| PP |
1.1710 |
1.1710 |
| S1 |
1.1698 |
1.1698 |
|