CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 16-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2020 |
16-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1845 |
1.1877 |
0.0032 |
0.3% |
1.1926 |
| High |
1.1873 |
1.1903 |
0.0031 |
0.3% |
1.1955 |
| Low |
1.1834 |
1.1849 |
0.0016 |
0.1% |
1.1781 |
| Close |
1.1868 |
1.1877 |
0.0009 |
0.1% |
1.1868 |
| Range |
0.0039 |
0.0054 |
0.0015 |
38.5% |
0.0174 |
| ATR |
0.0081 |
0.0079 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
1,633 |
1,294 |
-339 |
-20.8% |
8,409 |
|
| Daily Pivots for day following 16-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2038 |
1.2012 |
1.1907 |
|
| R3 |
1.1984 |
1.1958 |
1.1892 |
|
| R2 |
1.1930 |
1.1930 |
1.1887 |
|
| R1 |
1.1904 |
1.1904 |
1.1882 |
1.1904 |
| PP |
1.1876 |
1.1876 |
1.1876 |
1.1877 |
| S1 |
1.1850 |
1.1850 |
1.1872 |
1.1850 |
| S2 |
1.1822 |
1.1822 |
1.1867 |
|
| S3 |
1.1768 |
1.1796 |
1.1862 |
|
| S4 |
1.1714 |
1.1742 |
1.1847 |
|
|
| Weekly Pivots for week ending 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2388 |
1.2302 |
1.1963 |
|
| R3 |
1.2215 |
1.2128 |
1.1916 |
|
| R2 |
1.2041 |
1.2041 |
1.1900 |
|
| R1 |
1.1955 |
1.1955 |
1.1884 |
1.1911 |
| PP |
1.1868 |
1.1868 |
1.1868 |
1.1846 |
| S1 |
1.1781 |
1.1781 |
1.1852 |
1.1738 |
| S2 |
1.1694 |
1.1694 |
1.1836 |
|
| S3 |
1.1521 |
1.1608 |
1.1820 |
|
| S4 |
1.1347 |
1.1434 |
1.1773 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1903 |
1.1781 |
0.0122 |
1.0% |
0.0061 |
0.5% |
79% |
True |
False |
1,704 |
| 10 |
1.1955 |
1.1640 |
0.0315 |
2.6% |
0.0094 |
0.8% |
75% |
False |
False |
1,349 |
| 20 |
1.1955 |
1.1640 |
0.0315 |
2.6% |
0.0079 |
0.7% |
75% |
False |
False |
984 |
| 40 |
1.1955 |
1.1640 |
0.0315 |
2.6% |
0.0073 |
0.6% |
75% |
False |
False |
721 |
| 60 |
1.2061 |
1.1640 |
0.0421 |
3.5% |
0.0076 |
0.6% |
56% |
False |
False |
557 |
| 80 |
1.2061 |
1.1640 |
0.0421 |
3.5% |
0.0078 |
0.7% |
56% |
False |
False |
428 |
| 100 |
1.2061 |
1.1255 |
0.0806 |
6.8% |
0.0077 |
0.7% |
77% |
False |
False |
347 |
| 120 |
1.2061 |
1.1152 |
0.0909 |
7.7% |
0.0078 |
0.7% |
80% |
False |
False |
292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2133 |
|
2.618 |
1.2044 |
|
1.618 |
1.1990 |
|
1.000 |
1.1957 |
|
0.618 |
1.1936 |
|
HIGH |
1.1903 |
|
0.618 |
1.1882 |
|
0.500 |
1.1876 |
|
0.382 |
1.1870 |
|
LOW |
1.1849 |
|
0.618 |
1.1816 |
|
1.000 |
1.1795 |
|
1.618 |
1.1762 |
|
2.618 |
1.1708 |
|
4.250 |
1.1620 |
|
|
| Fisher Pivots for day following 16-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1877 |
1.1867 |
| PP |
1.1876 |
1.1858 |
| S1 |
1.1876 |
1.1848 |
|