CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 07-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2020 |
07-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1827 |
1.1775 |
-0.0052 |
-0.4% |
1.1675 |
| High |
1.1851 |
1.1823 |
-0.0028 |
-0.2% |
1.1813 |
| Low |
1.1774 |
1.1767 |
-0.0007 |
-0.1% |
1.1662 |
| Close |
1.1795 |
1.1809 |
0.0014 |
0.1% |
1.1756 |
| Range |
0.0078 |
0.0057 |
-0.0021 |
-27.1% |
0.0152 |
| ATR |
0.0077 |
0.0075 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
485 |
556 |
71 |
14.6% |
2,105 |
|
| Daily Pivots for day following 07-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1969 |
1.1945 |
1.1840 |
|
| R3 |
1.1912 |
1.1889 |
1.1824 |
|
| R2 |
1.1856 |
1.1856 |
1.1819 |
|
| R1 |
1.1832 |
1.1832 |
1.1814 |
1.1844 |
| PP |
1.1799 |
1.1799 |
1.1799 |
1.1805 |
| S1 |
1.1776 |
1.1776 |
1.1803 |
1.1788 |
| S2 |
1.1743 |
1.1743 |
1.1798 |
|
| S3 |
1.1686 |
1.1719 |
1.1793 |
|
| S4 |
1.1630 |
1.1663 |
1.1777 |
|
|
| Weekly Pivots for week ending 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2198 |
1.2128 |
1.1839 |
|
| R3 |
1.2046 |
1.1977 |
1.1797 |
|
| R2 |
1.1895 |
1.1895 |
1.1783 |
|
| R1 |
1.1825 |
1.1825 |
1.1769 |
1.1860 |
| PP |
1.1743 |
1.1743 |
1.1743 |
1.1761 |
| S1 |
1.1674 |
1.1674 |
1.1742 |
1.1709 |
| S2 |
1.1592 |
1.1592 |
1.1728 |
|
| S3 |
1.1440 |
1.1522 |
1.1714 |
|
| S4 |
1.1289 |
1.1371 |
1.1672 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1851 |
1.1739 |
0.0113 |
1.0% |
0.0065 |
0.6% |
62% |
False |
False |
511 |
| 10 |
1.1851 |
1.1658 |
0.0193 |
1.6% |
0.0067 |
0.6% |
78% |
False |
False |
416 |
| 20 |
1.1969 |
1.1658 |
0.0311 |
2.6% |
0.0074 |
0.6% |
48% |
False |
False |
433 |
| 40 |
1.2061 |
1.1658 |
0.0403 |
3.4% |
0.0077 |
0.7% |
37% |
False |
False |
245 |
| 60 |
1.2061 |
1.1436 |
0.0625 |
5.3% |
0.0079 |
0.7% |
60% |
False |
False |
177 |
| 80 |
1.2061 |
1.1248 |
0.0813 |
6.9% |
0.0078 |
0.7% |
69% |
False |
False |
137 |
| 100 |
1.2061 |
1.0885 |
0.1176 |
10.0% |
0.0078 |
0.7% |
79% |
False |
False |
114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2063 |
|
2.618 |
1.1971 |
|
1.618 |
1.1914 |
|
1.000 |
1.1880 |
|
0.618 |
1.1858 |
|
HIGH |
1.1823 |
|
0.618 |
1.1801 |
|
0.500 |
1.1795 |
|
0.382 |
1.1788 |
|
LOW |
1.1767 |
|
0.618 |
1.1732 |
|
1.000 |
1.1710 |
|
1.618 |
1.1675 |
|
2.618 |
1.1619 |
|
4.250 |
1.1526 |
|
|
| Fisher Pivots for day following 07-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1804 |
1.1806 |
| PP |
1.1799 |
1.1804 |
| S1 |
1.1795 |
1.1801 |
|