CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 26-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2020 |
26-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1844 |
1.1889 |
0.0045 |
0.4% |
1.1755 |
| High |
1.1903 |
1.1899 |
-0.0005 |
0.0% |
1.1919 |
| Low |
1.1826 |
1.1843 |
0.0017 |
0.1% |
1.1742 |
| Close |
1.1898 |
1.1853 |
-0.0045 |
-0.4% |
1.1898 |
| Range |
0.0078 |
0.0056 |
-0.0022 |
-27.7% |
0.0177 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
696 |
344 |
-352 |
-50.6% |
2,422 |
|
| Daily Pivots for day following 26-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2033 |
1.1999 |
1.1883 |
|
| R3 |
1.1977 |
1.1943 |
1.1868 |
|
| R2 |
1.1921 |
1.1921 |
1.1863 |
|
| R1 |
1.1887 |
1.1887 |
1.1858 |
1.1876 |
| PP |
1.1865 |
1.1865 |
1.1865 |
1.1859 |
| S1 |
1.1831 |
1.1831 |
1.1847 |
1.1820 |
| S2 |
1.1809 |
1.1809 |
1.1842 |
|
| S3 |
1.1753 |
1.1775 |
1.1837 |
|
| S4 |
1.1697 |
1.1719 |
1.1822 |
|
|
| Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2384 |
1.2318 |
1.1995 |
|
| R3 |
1.2207 |
1.2141 |
1.1946 |
|
| R2 |
1.2030 |
1.2030 |
1.1930 |
|
| R1 |
1.1964 |
1.1964 |
1.1914 |
1.1997 |
| PP |
1.1853 |
1.1853 |
1.1853 |
1.1869 |
| S1 |
1.1787 |
1.1787 |
1.1881 |
1.1820 |
| S2 |
1.1676 |
1.1676 |
1.1865 |
|
| S3 |
1.1499 |
1.1610 |
1.1849 |
|
| S4 |
1.1322 |
1.1433 |
1.1800 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1919 |
1.1799 |
0.0120 |
1.0% |
0.0065 |
0.6% |
45% |
False |
False |
480 |
| 10 |
1.1919 |
1.1729 |
0.0191 |
1.6% |
0.0067 |
0.6% |
65% |
False |
False |
524 |
| 20 |
1.1919 |
1.1709 |
0.0210 |
1.8% |
0.0065 |
0.6% |
68% |
False |
False |
487 |
| 40 |
1.2061 |
1.1658 |
0.0403 |
3.4% |
0.0072 |
0.6% |
48% |
False |
False |
403 |
| 60 |
1.2061 |
1.1658 |
0.0403 |
3.4% |
0.0076 |
0.6% |
48% |
False |
False |
274 |
| 80 |
1.2061 |
1.1289 |
0.0772 |
6.5% |
0.0077 |
0.6% |
73% |
False |
False |
215 |
| 100 |
1.2061 |
1.1248 |
0.0813 |
6.9% |
0.0077 |
0.6% |
74% |
False |
False |
176 |
| 120 |
1.2061 |
1.0854 |
0.1207 |
10.2% |
0.0074 |
0.6% |
83% |
False |
False |
153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2137 |
|
2.618 |
1.2045 |
|
1.618 |
1.1989 |
|
1.000 |
1.1955 |
|
0.618 |
1.1933 |
|
HIGH |
1.1899 |
|
0.618 |
1.1877 |
|
0.500 |
1.1871 |
|
0.382 |
1.1864 |
|
LOW |
1.1843 |
|
0.618 |
1.1808 |
|
1.000 |
1.1787 |
|
1.618 |
1.1752 |
|
2.618 |
1.1696 |
|
4.250 |
1.1605 |
|
|
| Fisher Pivots for day following 26-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1871 |
1.1865 |
| PP |
1.1865 |
1.1861 |
| S1 |
1.1859 |
1.1857 |
|