CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 29-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2020 |
29-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1828 |
1.1782 |
-0.0046 |
-0.4% |
1.1755 |
| High |
1.1828 |
1.1795 |
-0.0033 |
-0.3% |
1.1919 |
| Low |
1.1756 |
1.1688 |
-0.0068 |
-0.6% |
1.1742 |
| Close |
1.1789 |
1.1708 |
-0.0081 |
-0.7% |
1.1898 |
| Range |
0.0072 |
0.0107 |
0.0036 |
49.7% |
0.0177 |
| ATR |
0.0069 |
0.0072 |
0.0003 |
3.9% |
0.0000 |
| Volume |
1,157 |
812 |
-345 |
-29.8% |
2,422 |
|
| Daily Pivots for day following 29-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2051 |
1.1987 |
1.1767 |
|
| R3 |
1.1944 |
1.1880 |
1.1737 |
|
| R2 |
1.1837 |
1.1837 |
1.1728 |
|
| R1 |
1.1773 |
1.1773 |
1.1718 |
1.1752 |
| PP |
1.1730 |
1.1730 |
1.1730 |
1.1720 |
| S1 |
1.1666 |
1.1666 |
1.1698 |
1.1645 |
| S2 |
1.1623 |
1.1623 |
1.1688 |
|
| S3 |
1.1516 |
1.1559 |
1.1679 |
|
| S4 |
1.1409 |
1.1452 |
1.1649 |
|
|
| 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 |
1.1903 |
1.1688 |
0.0215 |
1.8% |
0.0072 |
0.6% |
9% |
False |
True |
702 |
| 10 |
1.1919 |
1.1688 |
0.0231 |
2.0% |
0.0069 |
0.6% |
9% |
False |
True |
554 |
| 20 |
1.1919 |
1.1688 |
0.0231 |
2.0% |
0.0066 |
0.6% |
9% |
False |
True |
554 |
| 40 |
1.1969 |
1.1658 |
0.0311 |
2.7% |
0.0071 |
0.6% |
16% |
False |
False |
461 |
| 60 |
1.2061 |
1.1658 |
0.0403 |
3.4% |
0.0075 |
0.6% |
12% |
False |
False |
312 |
| 80 |
1.2061 |
1.1325 |
0.0736 |
6.3% |
0.0076 |
0.6% |
52% |
False |
False |
245 |
| 100 |
1.2061 |
1.1248 |
0.0813 |
6.9% |
0.0077 |
0.7% |
57% |
False |
False |
200 |
| 120 |
1.2061 |
1.0857 |
0.1204 |
10.3% |
0.0075 |
0.6% |
71% |
False |
False |
173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2250 |
|
2.618 |
1.2075 |
|
1.618 |
1.1968 |
|
1.000 |
1.1902 |
|
0.618 |
1.1861 |
|
HIGH |
1.1795 |
|
0.618 |
1.1754 |
|
0.500 |
1.1742 |
|
0.382 |
1.1729 |
|
LOW |
1.1688 |
|
0.618 |
1.1622 |
|
1.000 |
1.1581 |
|
1.618 |
1.1515 |
|
2.618 |
1.1408 |
|
4.250 |
1.1233 |
|
|
| Fisher Pivots for day following 29-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1742 |
1.1783 |
| PP |
1.1730 |
1.1758 |
| S1 |
1.1719 |
1.1733 |
|