CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 05-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2020 |
05-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1766 |
1.1770 |
0.0004 |
0.0% |
1.1889 |
| High |
1.1808 |
1.1894 |
0.0086 |
0.7% |
1.1899 |
| Low |
1.1640 |
1.1747 |
0.0107 |
0.9% |
1.1678 |
| Close |
1.1761 |
1.1874 |
0.0113 |
1.0% |
1.1681 |
| Range |
0.0168 |
0.0148 |
-0.0021 |
-12.2% |
0.0221 |
| ATR |
0.0078 |
0.0083 |
0.0005 |
6.3% |
0.0000 |
| Volume |
845 |
1,204 |
359 |
42.5% |
3,533 |
|
| Daily Pivots for day following 05-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2281 |
1.2225 |
1.1955 |
|
| R3 |
1.2133 |
1.2077 |
1.1914 |
|
| R2 |
1.1986 |
1.1986 |
1.1901 |
|
| R1 |
1.1930 |
1.1930 |
1.1887 |
1.1958 |
| PP |
1.1838 |
1.1838 |
1.1838 |
1.1852 |
| S1 |
1.1782 |
1.1782 |
1.1860 |
1.1810 |
| S2 |
1.1691 |
1.1691 |
1.1846 |
|
| S3 |
1.1543 |
1.1635 |
1.1833 |
|
| S4 |
1.1396 |
1.1487 |
1.1792 |
|
|
| 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 |
1.1894 |
1.1640 |
0.0254 |
2.1% |
0.0102 |
0.9% |
92% |
True |
False |
814 |
| 10 |
1.1903 |
1.1640 |
0.0263 |
2.2% |
0.0087 |
0.7% |
89% |
False |
False |
758 |
| 20 |
1.1919 |
1.1640 |
0.0279 |
2.3% |
0.0076 |
0.6% |
84% |
False |
False |
642 |
| 40 |
1.1952 |
1.1640 |
0.0312 |
2.6% |
0.0073 |
0.6% |
75% |
False |
False |
537 |
| 60 |
1.2061 |
1.1640 |
0.0421 |
3.5% |
0.0076 |
0.6% |
56% |
False |
False |
380 |
| 80 |
1.2061 |
1.1436 |
0.0625 |
5.3% |
0.0078 |
0.7% |
70% |
False |
False |
296 |
| 100 |
1.2061 |
1.1248 |
0.0813 |
6.8% |
0.0077 |
0.7% |
77% |
False |
False |
240 |
| 120 |
1.2061 |
1.0957 |
0.1104 |
9.3% |
0.0077 |
0.6% |
83% |
False |
False |
204 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2521 |
|
2.618 |
1.2280 |
|
1.618 |
1.2133 |
|
1.000 |
1.2042 |
|
0.618 |
1.1985 |
|
HIGH |
1.1894 |
|
0.618 |
1.1838 |
|
0.500 |
1.1820 |
|
0.382 |
1.1803 |
|
LOW |
1.1747 |
|
0.618 |
1.1655 |
|
1.000 |
1.1599 |
|
1.618 |
1.1508 |
|
2.618 |
1.1360 |
|
4.250 |
1.1120 |
|
|
| Fisher Pivots for day following 05-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1856 |
1.1838 |
| PP |
1.1838 |
1.1803 |
| S1 |
1.1820 |
1.1767 |
|