CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 12-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2020 |
12-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1826 |
1.1784 |
-0.0043 |
-0.4% |
1.1655 |
| High |
1.1842 |
1.1831 |
-0.0011 |
-0.1% |
1.1901 |
| Low |
1.1754 |
1.1767 |
0.0014 |
0.1% |
1.1613 |
| Close |
1.1783 |
1.1815 |
0.0033 |
0.3% |
1.1892 |
| Range |
0.0088 |
0.0064 |
-0.0024 |
-27.3% |
0.0288 |
| ATR |
0.0087 |
0.0085 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
138,880 |
123,009 |
-15,871 |
-11.4% |
952,017 |
|
| Daily Pivots for day following 12-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1996 |
1.1970 |
1.1850 |
|
| R3 |
1.1932 |
1.1906 |
1.1833 |
|
| R2 |
1.1868 |
1.1868 |
1.1827 |
|
| R1 |
1.1842 |
1.1842 |
1.1821 |
1.1855 |
| PP |
1.1804 |
1.1804 |
1.1804 |
1.1811 |
| S1 |
1.1778 |
1.1778 |
1.1809 |
1.1791 |
| S2 |
1.1740 |
1.1740 |
1.1803 |
|
| S3 |
1.1676 |
1.1714 |
1.1797 |
|
| S4 |
1.1612 |
1.1650 |
1.1780 |
|
|
| 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 |
1.1754 |
0.0176 |
1.5% |
0.0088 |
0.7% |
35% |
False |
False |
172,065 |
| 10 |
1.1930 |
1.1613 |
0.0317 |
2.7% |
0.0096 |
0.8% |
64% |
False |
False |
181,612 |
| 20 |
1.1930 |
1.1613 |
0.0317 |
2.7% |
0.0083 |
0.7% |
64% |
False |
False |
179,568 |
| 40 |
1.1930 |
1.1613 |
0.0317 |
2.7% |
0.0076 |
0.6% |
64% |
False |
False |
175,444 |
| 60 |
1.2038 |
1.1613 |
0.0425 |
3.6% |
0.0080 |
0.7% |
48% |
False |
False |
147,069 |
| 80 |
1.2038 |
1.1577 |
0.0461 |
3.9% |
0.0084 |
0.7% |
52% |
False |
False |
110,652 |
| 100 |
1.2038 |
1.1226 |
0.0812 |
6.9% |
0.0083 |
0.7% |
73% |
False |
False |
88,651 |
| 120 |
1.2038 |
1.0984 |
0.1054 |
8.9% |
0.0085 |
0.7% |
79% |
False |
False |
73,921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2103 |
|
2.618 |
1.1999 |
|
1.618 |
1.1935 |
|
1.000 |
1.1895 |
|
0.618 |
1.1871 |
|
HIGH |
1.1831 |
|
0.618 |
1.1807 |
|
0.500 |
1.1799 |
|
0.382 |
1.1791 |
|
LOW |
1.1767 |
|
0.618 |
1.1727 |
|
1.000 |
1.1703 |
|
1.618 |
1.1663 |
|
2.618 |
1.1599 |
|
4.250 |
1.1495 |
|
|
| Fisher Pivots for day following 12-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1810 |
1.1811 |
| PP |
1.1804 |
1.1807 |
| S1 |
1.1799 |
1.1803 |
|