CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 16-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2020 |
16-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1784 |
1.1746 |
-0.0039 |
-0.3% |
1.1855 |
| High |
1.1797 |
1.1785 |
-0.0012 |
-0.1% |
1.1867 |
| Low |
1.1729 |
1.1734 |
0.0005 |
0.0% |
1.1729 |
| Close |
1.1737 |
1.1758 |
0.0021 |
0.2% |
1.1758 |
| Range |
0.0069 |
0.0052 |
-0.0017 |
-24.8% |
0.0138 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
303 |
307 |
4 |
1.3% |
2,691 |
|
| Daily Pivots for day following 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1913 |
1.1887 |
1.1786 |
|
| R3 |
1.1862 |
1.1835 |
1.1772 |
|
| R2 |
1.1810 |
1.1810 |
1.1767 |
|
| R1 |
1.1784 |
1.1784 |
1.1762 |
1.1797 |
| PP |
1.1759 |
1.1759 |
1.1759 |
1.1765 |
| S1 |
1.1732 |
1.1732 |
1.1753 |
1.1746 |
| S2 |
1.1707 |
1.1707 |
1.1748 |
|
| S3 |
1.1656 |
1.1681 |
1.1743 |
|
| S4 |
1.1604 |
1.1629 |
1.1729 |
|
|
| Weekly Pivots for week ending 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2198 |
1.2116 |
1.1833 |
|
| R3 |
1.2060 |
1.1978 |
1.1795 |
|
| R2 |
1.1922 |
1.1922 |
1.1783 |
|
| R1 |
1.1840 |
1.1840 |
1.1770 |
1.1812 |
| PP |
1.1784 |
1.1784 |
1.1784 |
1.1770 |
| S1 |
1.1702 |
1.1702 |
1.1745 |
1.1674 |
| S2 |
1.1646 |
1.1646 |
1.1732 |
|
| S3 |
1.1508 |
1.1564 |
1.1720 |
|
| S4 |
1.1370 |
1.1426 |
1.1682 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1867 |
1.1729 |
0.0138 |
1.2% |
0.0059 |
0.5% |
21% |
False |
False |
538 |
| 10 |
1.1872 |
1.1729 |
0.0144 |
1.2% |
0.0064 |
0.5% |
20% |
False |
False |
516 |
| 20 |
1.1919 |
1.1658 |
0.0261 |
2.2% |
0.0069 |
0.6% |
38% |
False |
False |
466 |
| 40 |
1.2061 |
1.1658 |
0.0403 |
3.4% |
0.0075 |
0.6% |
25% |
False |
False |
335 |
| 60 |
1.2061 |
1.1644 |
0.0417 |
3.5% |
0.0077 |
0.7% |
27% |
False |
False |
237 |
| 80 |
1.2061 |
1.1255 |
0.0806 |
6.9% |
0.0076 |
0.6% |
62% |
False |
False |
184 |
| 100 |
1.2061 |
1.1120 |
0.0941 |
8.0% |
0.0077 |
0.7% |
68% |
False |
False |
150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2004 |
|
2.618 |
1.1920 |
|
1.618 |
1.1868 |
|
1.000 |
1.1837 |
|
0.618 |
1.1817 |
|
HIGH |
1.1785 |
|
0.618 |
1.1765 |
|
0.500 |
1.1759 |
|
0.382 |
1.1753 |
|
LOW |
1.1734 |
|
0.618 |
1.1702 |
|
1.000 |
1.1682 |
|
1.618 |
1.1650 |
|
2.618 |
1.1599 |
|
4.250 |
1.1515 |
|
|
| Fisher Pivots for day following 16-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1759 |
1.1770 |
| PP |
1.1759 |
1.1766 |
| S1 |
1.1758 |
1.1762 |
|