CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 11-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2020 |
11-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1825 |
1.1826 |
0.0001 |
0.0% |
1.1655 |
| High |
1.1853 |
1.1842 |
-0.0012 |
-0.1% |
1.1901 |
| Low |
1.1789 |
1.1754 |
-0.0035 |
-0.3% |
1.1613 |
| Close |
1.1822 |
1.1783 |
-0.0040 |
-0.3% |
1.1892 |
| Range |
0.0065 |
0.0088 |
0.0024 |
36.4% |
0.0288 |
| ATR |
0.0087 |
0.0087 |
0.0000 |
0.1% |
0.0000 |
| Volume |
155,780 |
138,880 |
-16,900 |
-10.8% |
952,017 |
|
| Daily Pivots for day following 11-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2057 |
1.2008 |
1.1831 |
|
| R3 |
1.1969 |
1.1920 |
1.1807 |
|
| R2 |
1.1881 |
1.1881 |
1.1799 |
|
| R1 |
1.1832 |
1.1832 |
1.1791 |
1.1812 |
| PP |
1.1793 |
1.1793 |
1.1793 |
1.1783 |
| S1 |
1.1744 |
1.1744 |
1.1774 |
1.1724 |
| S2 |
1.1705 |
1.1705 |
1.1766 |
|
| S3 |
1.1617 |
1.1656 |
1.1758 |
|
| S4 |
1.1529 |
1.1568 |
1.1734 |
|
|
| 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 |
1.1721 |
0.0209 |
1.8% |
0.0105 |
0.9% |
30% |
False |
False |
189,018 |
| 10 |
1.1930 |
1.1613 |
0.0317 |
2.7% |
0.0100 |
0.9% |
54% |
False |
False |
192,840 |
| 20 |
1.1930 |
1.1613 |
0.0317 |
2.7% |
0.0084 |
0.7% |
54% |
False |
False |
182,312 |
| 40 |
1.1930 |
1.1613 |
0.0317 |
2.7% |
0.0078 |
0.7% |
54% |
False |
False |
177,512 |
| 60 |
1.2038 |
1.1613 |
0.0425 |
3.6% |
0.0081 |
0.7% |
40% |
False |
False |
145,073 |
| 80 |
1.2038 |
1.1543 |
0.0495 |
4.2% |
0.0085 |
0.7% |
48% |
False |
False |
109,129 |
| 100 |
1.2038 |
1.1226 |
0.0812 |
6.9% |
0.0084 |
0.7% |
69% |
False |
False |
87,424 |
| 120 |
1.2038 |
1.0920 |
0.1118 |
9.5% |
0.0086 |
0.7% |
77% |
False |
False |
72,897 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2216 |
|
2.618 |
1.2072 |
|
1.618 |
1.1984 |
|
1.000 |
1.1930 |
|
0.618 |
1.1896 |
|
HIGH |
1.1842 |
|
0.618 |
1.1808 |
|
0.500 |
1.1798 |
|
0.382 |
1.1787 |
|
LOW |
1.1754 |
|
0.618 |
1.1699 |
|
1.000 |
1.1666 |
|
1.618 |
1.1611 |
|
2.618 |
1.1523 |
|
4.250 |
1.1380 |
|
|
| Fisher Pivots for day following 11-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1798 |
1.1842 |
| PP |
1.1793 |
1.1822 |
| S1 |
1.1788 |
1.1802 |
|