CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 30-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2020 |
30-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1782 |
1.1711 |
-0.0071 |
-0.6% |
1.1889 |
| High |
1.1795 |
1.1741 |
-0.0055 |
-0.5% |
1.1899 |
| Low |
1.1688 |
1.1678 |
-0.0011 |
-0.1% |
1.1678 |
| Close |
1.1708 |
1.1681 |
-0.0027 |
-0.2% |
1.1681 |
| Range |
0.0107 |
0.0063 |
-0.0044 |
-41.1% |
0.0221 |
| ATR |
0.0072 |
0.0071 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
812 |
717 |
-95 |
-11.7% |
3,533 |
|
| Daily Pivots for day following 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1889 |
1.1848 |
1.1716 |
|
| R3 |
1.1826 |
1.1785 |
1.1698 |
|
| R2 |
1.1763 |
1.1763 |
1.1693 |
|
| R1 |
1.1722 |
1.1722 |
1.1687 |
1.1711 |
| PP |
1.1700 |
1.1700 |
1.1700 |
1.1694 |
| S1 |
1.1659 |
1.1659 |
1.1675 |
1.1648 |
| S2 |
1.1637 |
1.1637 |
1.1669 |
|
| S3 |
1.1574 |
1.1596 |
1.1664 |
|
| S4 |
1.1511 |
1.1533 |
1.1646 |
|
|
| Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2415 |
1.2269 |
1.1803 |
|
| R3 |
1.2194 |
1.2048 |
1.1742 |
|
| R2 |
1.1973 |
1.1973 |
1.1722 |
|
| R1 |
1.1827 |
1.1827 |
1.1701 |
1.1790 |
| PP |
1.1752 |
1.1752 |
1.1752 |
1.1734 |
| S1 |
1.1606 |
1.1606 |
1.1661 |
1.1569 |
| S2 |
1.1531 |
1.1531 |
1.1640 |
|
| S3 |
1.1310 |
1.1385 |
1.1620 |
|
| S4 |
1.1089 |
1.1164 |
1.1559 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1899 |
1.1678 |
0.0221 |
1.9% |
0.0069 |
0.6% |
2% |
False |
True |
706 |
| 10 |
1.1919 |
1.1678 |
0.0242 |
2.1% |
0.0070 |
0.6% |
1% |
False |
True |
595 |
| 20 |
1.1919 |
1.1678 |
0.0242 |
2.1% |
0.0067 |
0.6% |
1% |
False |
True |
555 |
| 40 |
1.1969 |
1.1658 |
0.0311 |
2.7% |
0.0070 |
0.6% |
7% |
False |
False |
474 |
| 60 |
1.2061 |
1.1658 |
0.0403 |
3.4% |
0.0074 |
0.6% |
6% |
False |
False |
324 |
| 80 |
1.2061 |
1.1325 |
0.0736 |
6.3% |
0.0076 |
0.6% |
48% |
False |
False |
254 |
| 100 |
1.2061 |
1.1248 |
0.0813 |
7.0% |
0.0077 |
0.7% |
53% |
False |
False |
207 |
| 120 |
1.2061 |
1.0857 |
0.1204 |
10.3% |
0.0075 |
0.6% |
68% |
False |
False |
177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2008 |
|
2.618 |
1.1905 |
|
1.618 |
1.1842 |
|
1.000 |
1.1804 |
|
0.618 |
1.1779 |
|
HIGH |
1.1741 |
|
0.618 |
1.1716 |
|
0.500 |
1.1709 |
|
0.382 |
1.1702 |
|
LOW |
1.1678 |
|
0.618 |
1.1639 |
|
1.000 |
1.1615 |
|
1.618 |
1.1576 |
|
2.618 |
1.1513 |
|
4.250 |
1.1410 |
|
|
| Fisher Pivots for day following 30-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1709 |
1.1753 |
| PP |
1.1700 |
1.1729 |
| S1 |
1.1690 |
1.1705 |
|