CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 10-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2020 |
10-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1897 |
1.1825 |
-0.0072 |
-0.6% |
1.1655 |
| High |
1.1930 |
1.1853 |
-0.0077 |
-0.6% |
1.1901 |
| Low |
1.1804 |
1.1789 |
-0.0015 |
-0.1% |
1.1613 |
| Close |
1.1841 |
1.1822 |
-0.0019 |
-0.2% |
1.1892 |
| Range |
0.0126 |
0.0065 |
-0.0062 |
-48.8% |
0.0288 |
| ATR |
0.0088 |
0.0087 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
247,147 |
155,780 |
-91,367 |
-37.0% |
952,017 |
|
| Daily Pivots for day following 10-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2015 |
1.1983 |
1.1857 |
|
| R3 |
1.1950 |
1.1918 |
1.1840 |
|
| R2 |
1.1886 |
1.1886 |
1.1834 |
|
| R1 |
1.1854 |
1.1854 |
1.1828 |
1.1838 |
| PP |
1.1821 |
1.1821 |
1.1821 |
1.1813 |
| S1 |
1.1789 |
1.1789 |
1.1816 |
1.1773 |
| S2 |
1.1757 |
1.1757 |
1.1810 |
|
| S3 |
1.1692 |
1.1725 |
1.1804 |
|
| S4 |
1.1628 |
1.1660 |
1.1787 |
|
|
| Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2666 |
1.2567 |
1.2050 |
|
| R3 |
1.2378 |
1.2279 |
1.1971 |
|
| R2 |
1.2090 |
1.2090 |
1.1944 |
|
| R1 |
1.1991 |
1.1991 |
1.1918 |
1.2040 |
| PP |
1.1802 |
1.1802 |
1.1802 |
1.1826 |
| S1 |
1.1703 |
1.1703 |
1.1865 |
1.1752 |
| S2 |
1.1514 |
1.1514 |
1.1839 |
|
| S3 |
1.1226 |
1.1415 |
1.1812 |
|
| S4 |
1.0938 |
1.1127 |
1.1733 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1930 |
1.1613 |
0.0317 |
2.7% |
0.0121 |
1.0% |
66% |
False |
False |
213,416 |
| 10 |
1.1930 |
1.1613 |
0.0317 |
2.7% |
0.0099 |
0.8% |
66% |
False |
False |
203,179 |
| 20 |
1.1930 |
1.1613 |
0.0317 |
2.7% |
0.0082 |
0.7% |
66% |
False |
False |
182,413 |
| 40 |
1.1930 |
1.1613 |
0.0317 |
2.7% |
0.0078 |
0.7% |
66% |
False |
False |
179,073 |
| 60 |
1.2038 |
1.1613 |
0.0425 |
3.6% |
0.0081 |
0.7% |
49% |
False |
False |
142,798 |
| 80 |
1.2038 |
1.1460 |
0.0578 |
4.9% |
0.0085 |
0.7% |
63% |
False |
False |
107,402 |
| 100 |
1.2038 |
1.1214 |
0.0824 |
7.0% |
0.0084 |
0.7% |
74% |
False |
False |
86,037 |
| 120 |
1.2038 |
1.0920 |
0.1118 |
9.5% |
0.0085 |
0.7% |
81% |
False |
False |
71,740 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2127 |
|
2.618 |
1.2022 |
|
1.618 |
1.1957 |
|
1.000 |
1.1918 |
|
0.618 |
1.1893 |
|
HIGH |
1.1853 |
|
0.618 |
1.1828 |
|
0.500 |
1.1821 |
|
0.382 |
1.1813 |
|
LOW |
1.1789 |
|
0.618 |
1.1749 |
|
1.000 |
1.1724 |
|
1.618 |
1.1684 |
|
2.618 |
1.1620 |
|
4.250 |
1.1514 |
|
|
| Fisher Pivots for day following 10-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1822 |
1.1859 |
| PP |
1.1821 |
1.1847 |
| S1 |
1.1821 |
1.1834 |
|