CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 27-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2020 |
27-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1889 |
1.1848 |
-0.0041 |
-0.3% |
1.1755 |
| High |
1.1899 |
1.1877 |
-0.0022 |
-0.2% |
1.1919 |
| Low |
1.1843 |
1.1831 |
-0.0012 |
-0.1% |
1.1742 |
| Close |
1.1853 |
1.1851 |
-0.0002 |
0.0% |
1.1898 |
| Range |
0.0056 |
0.0046 |
-0.0010 |
-17.9% |
0.0177 |
| ATR |
0.0069 |
0.0067 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
344 |
503 |
159 |
46.2% |
2,422 |
|
| Daily Pivots for day following 27-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1991 |
1.1967 |
1.1876 |
|
| R3 |
1.1945 |
1.1921 |
1.1864 |
|
| R2 |
1.1899 |
1.1899 |
1.1859 |
|
| R1 |
1.1875 |
1.1875 |
1.1855 |
1.1887 |
| PP |
1.1853 |
1.1853 |
1.1853 |
1.1859 |
| S1 |
1.1829 |
1.1829 |
1.1847 |
1.1841 |
| S2 |
1.1807 |
1.1807 |
1.1843 |
|
| S3 |
1.1761 |
1.1783 |
1.1838 |
|
| S4 |
1.1715 |
1.1737 |
1.1826 |
|
|
| 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 |
1.1826 |
0.0094 |
0.8% |
0.0058 |
0.5% |
27% |
False |
False |
465 |
| 10 |
1.1919 |
1.1729 |
0.0191 |
1.6% |
0.0063 |
0.5% |
64% |
False |
False |
541 |
| 20 |
1.1919 |
1.1729 |
0.0191 |
1.6% |
0.0064 |
0.5% |
64% |
False |
False |
499 |
| 40 |
1.2061 |
1.1658 |
0.0403 |
3.4% |
0.0071 |
0.6% |
48% |
False |
False |
415 |
| 60 |
1.2061 |
1.1658 |
0.0403 |
3.4% |
0.0075 |
0.6% |
48% |
False |
False |
282 |
| 80 |
1.2061 |
1.1325 |
0.0736 |
6.2% |
0.0076 |
0.6% |
72% |
False |
False |
221 |
| 100 |
1.2061 |
1.1248 |
0.0813 |
6.9% |
0.0076 |
0.6% |
74% |
False |
False |
181 |
| 120 |
1.2061 |
1.0857 |
0.1204 |
10.2% |
0.0074 |
0.6% |
83% |
False |
False |
157 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2073 |
|
2.618 |
1.1997 |
|
1.618 |
1.1951 |
|
1.000 |
1.1923 |
|
0.618 |
1.1905 |
|
HIGH |
1.1877 |
|
0.618 |
1.1859 |
|
0.500 |
1.1854 |
|
0.382 |
1.1849 |
|
LOW |
1.1831 |
|
0.618 |
1.1803 |
|
1.000 |
1.1785 |
|
1.618 |
1.1757 |
|
2.618 |
1.1711 |
|
4.250 |
1.1636 |
|
|
| Fisher Pivots for day following 27-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1854 |
1.1864 |
| PP |
1.1853 |
1.1860 |
| S1 |
1.1852 |
1.1855 |
|