CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 09-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2020 |
09-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1805 |
1.1805 |
0.0000 |
0.0% |
1.1759 |
| High |
1.1822 |
1.1872 |
0.0051 |
0.4% |
1.1872 |
| Low |
1.1774 |
1.1799 |
0.0025 |
0.2% |
1.1752 |
| Close |
1.1798 |
1.1866 |
0.0068 |
0.6% |
1.1866 |
| Range |
0.0048 |
0.0074 |
0.0026 |
53.1% |
0.0121 |
| ATR |
0.0073 |
0.0073 |
0.0000 |
0.1% |
0.0000 |
| Volume |
171 |
860 |
689 |
402.9% |
2,469 |
|
| Daily Pivots for day following 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2066 |
1.2039 |
1.1906 |
|
| R3 |
1.1992 |
1.1966 |
1.1886 |
|
| R2 |
1.1919 |
1.1919 |
1.1879 |
|
| R1 |
1.1892 |
1.1892 |
1.1872 |
1.1906 |
| PP |
1.1845 |
1.1845 |
1.1845 |
1.1852 |
| S1 |
1.1819 |
1.1819 |
1.1859 |
1.1832 |
| S2 |
1.1772 |
1.1772 |
1.1852 |
|
| S3 |
1.1698 |
1.1745 |
1.1845 |
|
| S4 |
1.1625 |
1.1672 |
1.1825 |
|
|
| Weekly Pivots for week ending 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2191 |
1.2149 |
1.1932 |
|
| R3 |
1.2071 |
1.2028 |
1.1899 |
|
| R2 |
1.1950 |
1.1950 |
1.1888 |
|
| R1 |
1.1908 |
1.1908 |
1.1877 |
1.1929 |
| PP |
1.1830 |
1.1830 |
1.1830 |
1.1840 |
| S1 |
1.1787 |
1.1787 |
1.1854 |
1.1809 |
| S2 |
1.1709 |
1.1709 |
1.1843 |
|
| S3 |
1.1589 |
1.1667 |
1.1832 |
|
| S4 |
1.1468 |
1.1546 |
1.1799 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1872 |
1.1752 |
0.0121 |
1.0% |
0.0069 |
0.6% |
95% |
True |
False |
493 |
| 10 |
1.1872 |
1.1662 |
0.0211 |
1.8% |
0.0066 |
0.6% |
97% |
True |
False |
457 |
| 20 |
1.1952 |
1.1658 |
0.0294 |
2.5% |
0.0072 |
0.6% |
71% |
False |
False |
472 |
| 40 |
1.2061 |
1.1658 |
0.0403 |
3.4% |
0.0076 |
0.6% |
52% |
False |
False |
270 |
| 60 |
1.2061 |
1.1441 |
0.0620 |
5.2% |
0.0079 |
0.7% |
69% |
False |
False |
194 |
| 80 |
1.2061 |
1.1248 |
0.0813 |
6.8% |
0.0078 |
0.7% |
76% |
False |
False |
150 |
| 100 |
1.2061 |
1.0957 |
0.1104 |
9.3% |
0.0077 |
0.6% |
82% |
False |
False |
124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2184 |
|
2.618 |
1.2064 |
|
1.618 |
1.1991 |
|
1.000 |
1.1946 |
|
0.618 |
1.1917 |
|
HIGH |
1.1872 |
|
0.618 |
1.1844 |
|
0.500 |
1.1835 |
|
0.382 |
1.1827 |
|
LOW |
1.1799 |
|
0.618 |
1.1753 |
|
1.000 |
1.1725 |
|
1.618 |
1.1680 |
|
2.618 |
1.1606 |
|
4.250 |
1.1486 |
|
|
| Fisher Pivots for day following 09-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1855 |
1.1850 |
| PP |
1.1845 |
1.1835 |
| S1 |
1.1835 |
1.1819 |
|