CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 20-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2020 |
20-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1755 |
1.1811 |
0.0057 |
0.5% |
1.1855 |
| High |
1.1833 |
1.1880 |
0.0047 |
0.4% |
1.1867 |
| Low |
1.1742 |
1.1799 |
0.0057 |
0.5% |
1.1729 |
| Close |
1.1807 |
1.1865 |
0.0059 |
0.5% |
1.1758 |
| Range |
0.0091 |
0.0081 |
-0.0010 |
-11.0% |
0.0138 |
| ATR |
0.0070 |
0.0071 |
0.0001 |
1.0% |
0.0000 |
| Volume |
364 |
578 |
214 |
58.8% |
2,691 |
|
| Daily Pivots for day following 20-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2089 |
1.2058 |
1.1909 |
|
| R3 |
1.2009 |
1.1977 |
1.1887 |
|
| R2 |
1.1928 |
1.1928 |
1.1880 |
|
| R1 |
1.1897 |
1.1897 |
1.1872 |
1.1913 |
| PP |
1.1848 |
1.1848 |
1.1848 |
1.1856 |
| S1 |
1.1816 |
1.1816 |
1.1858 |
1.1832 |
| S2 |
1.1767 |
1.1767 |
1.1850 |
|
| S3 |
1.1687 |
1.1736 |
1.1843 |
|
| S4 |
1.1606 |
1.1655 |
1.1821 |
|
|
| 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 |
1.1880 |
1.1729 |
0.0151 |
1.3% |
0.0068 |
0.6% |
90% |
True |
False |
616 |
| 10 |
1.1880 |
1.1729 |
0.0151 |
1.3% |
0.0064 |
0.5% |
90% |
True |
False |
522 |
| 20 |
1.1880 |
1.1658 |
0.0222 |
1.9% |
0.0066 |
0.6% |
93% |
True |
False |
462 |
| 40 |
1.2061 |
1.1658 |
0.0403 |
3.4% |
0.0075 |
0.6% |
51% |
False |
False |
358 |
| 60 |
1.2061 |
1.1658 |
0.0403 |
3.4% |
0.0078 |
0.7% |
51% |
False |
False |
252 |
| 80 |
1.2061 |
1.1255 |
0.0806 |
6.8% |
0.0077 |
0.7% |
76% |
False |
False |
195 |
| 100 |
1.2061 |
1.1186 |
0.0875 |
7.4% |
0.0078 |
0.7% |
78% |
False |
False |
159 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2222 |
|
2.618 |
1.2090 |
|
1.618 |
1.2010 |
|
1.000 |
1.1960 |
|
0.618 |
1.1929 |
|
HIGH |
1.1880 |
|
0.618 |
1.1849 |
|
0.500 |
1.1839 |
|
0.382 |
1.1830 |
|
LOW |
1.1799 |
|
0.618 |
1.1749 |
|
1.000 |
1.1719 |
|
1.618 |
1.1669 |
|
2.618 |
1.1588 |
|
4.250 |
1.1457 |
|
|
| Fisher Pivots for day following 20-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1856 |
1.1846 |
| PP |
1.1848 |
1.1826 |
| S1 |
1.1839 |
1.1807 |
|