CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 25-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2020 |
25-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1847 |
1.1898 |
0.0051 |
0.4% |
1.1847 |
| High |
1.1902 |
1.1935 |
0.0033 |
0.3% |
1.1902 |
| Low |
1.1844 |
1.1887 |
0.0043 |
0.4% |
1.1821 |
| Close |
1.1888 |
1.1922 |
0.0034 |
0.3% |
1.1864 |
| Range |
0.0059 |
0.0049 |
-0.0010 |
-17.1% |
0.0081 |
| ATR |
0.0074 |
0.0072 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
148,296 |
182,930 |
34,634 |
23.4% |
626,348 |
|
| Daily Pivots for day following 25-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2060 |
1.2039 |
1.1948 |
|
| R3 |
1.2011 |
1.1991 |
1.1935 |
|
| R2 |
1.1963 |
1.1963 |
1.1930 |
|
| R1 |
1.1942 |
1.1942 |
1.1926 |
1.1953 |
| PP |
1.1914 |
1.1914 |
1.1914 |
1.1920 |
| S1 |
1.1894 |
1.1894 |
1.1917 |
1.1904 |
| S2 |
1.1866 |
1.1866 |
1.1913 |
|
| S3 |
1.1817 |
1.1845 |
1.1908 |
|
| S4 |
1.1769 |
1.1797 |
1.1895 |
|
|
| Weekly Pivots for week ending 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2104 |
1.2064 |
1.1908 |
|
| R3 |
1.2023 |
1.1984 |
1.1886 |
|
| R2 |
1.1943 |
1.1943 |
1.1878 |
|
| R1 |
1.1903 |
1.1903 |
1.1871 |
1.1923 |
| PP |
1.1862 |
1.1862 |
1.1862 |
1.1872 |
| S1 |
1.1823 |
1.1823 |
1.1856 |
1.1842 |
| S2 |
1.1782 |
1.1782 |
1.1849 |
|
| S3 |
1.1701 |
1.1742 |
1.1841 |
|
| S4 |
1.1621 |
1.1662 |
1.1819 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1935 |
1.1805 |
0.0131 |
1.1% |
0.0065 |
0.5% |
90% |
True |
False |
159,918 |
| 10 |
1.1935 |
1.1767 |
0.0168 |
1.4% |
0.0058 |
0.5% |
92% |
True |
False |
137,355 |
| 20 |
1.1935 |
1.1613 |
0.0323 |
2.7% |
0.0079 |
0.7% |
96% |
True |
False |
165,098 |
| 40 |
1.1935 |
1.1613 |
0.0323 |
2.7% |
0.0072 |
0.6% |
96% |
True |
False |
164,043 |
| 60 |
1.1955 |
1.1613 |
0.0342 |
2.9% |
0.0075 |
0.6% |
90% |
False |
False |
167,156 |
| 80 |
1.2038 |
1.1613 |
0.0425 |
3.6% |
0.0079 |
0.7% |
73% |
False |
False |
126,158 |
| 100 |
1.2038 |
1.1293 |
0.0745 |
6.2% |
0.0081 |
0.7% |
84% |
False |
False |
101,115 |
| 120 |
1.2038 |
1.1214 |
0.0824 |
6.9% |
0.0083 |
0.7% |
86% |
False |
False |
84,332 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2141 |
|
2.618 |
1.2062 |
|
1.618 |
1.2013 |
|
1.000 |
1.1984 |
|
0.618 |
1.1965 |
|
HIGH |
1.1935 |
|
0.618 |
1.1916 |
|
0.500 |
1.1911 |
|
0.382 |
1.1905 |
|
LOW |
1.1887 |
|
0.618 |
1.1857 |
|
1.000 |
1.1838 |
|
1.618 |
1.1808 |
|
2.618 |
1.1760 |
|
4.250 |
1.1680 |
|
|
| Fisher Pivots for day following 25-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1918 |
1.1904 |
| PP |
1.1914 |
1.1887 |
| S1 |
1.1911 |
1.1870 |
|