CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 19-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2020 |
19-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1894 |
1.1882 |
-0.0012 |
-0.1% |
1.1926 |
| High |
1.1924 |
1.1917 |
-0.0007 |
-0.1% |
1.1955 |
| Low |
1.1884 |
1.1850 |
-0.0034 |
-0.3% |
1.1781 |
| Close |
1.1897 |
1.1909 |
0.0013 |
0.1% |
1.1868 |
| Range |
0.0040 |
0.0067 |
0.0027 |
66.3% |
0.0174 |
| ATR |
0.0074 |
0.0073 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
808 |
1,648 |
840 |
104.0% |
8,409 |
|
| Daily Pivots for day following 19-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2091 |
1.2067 |
1.1946 |
|
| R3 |
1.2025 |
1.2000 |
1.1927 |
|
| R2 |
1.1958 |
1.1958 |
1.1921 |
|
| R1 |
1.1934 |
1.1934 |
1.1915 |
1.1946 |
| PP |
1.1892 |
1.1892 |
1.1892 |
1.1898 |
| S1 |
1.1867 |
1.1867 |
1.1903 |
1.1880 |
| S2 |
1.1825 |
1.1825 |
1.1897 |
|
| S3 |
1.1759 |
1.1801 |
1.1891 |
|
| S4 |
1.1692 |
1.1734 |
1.1872 |
|
|
| 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 |
1.1927 |
1.1834 |
0.0094 |
0.8% |
0.0050 |
0.4% |
81% |
False |
False |
1,244 |
| 10 |
1.1955 |
1.1781 |
0.0174 |
1.5% |
0.0068 |
0.6% |
74% |
False |
False |
1,404 |
| 20 |
1.1955 |
1.1640 |
0.0315 |
2.6% |
0.0078 |
0.7% |
86% |
False |
False |
1,081 |
| 40 |
1.1955 |
1.1640 |
0.0315 |
2.6% |
0.0072 |
0.6% |
86% |
False |
False |
773 |
| 60 |
1.2061 |
1.1640 |
0.0421 |
3.5% |
0.0076 |
0.6% |
64% |
False |
False |
612 |
| 80 |
1.2061 |
1.1640 |
0.0421 |
3.5% |
0.0078 |
0.7% |
64% |
False |
False |
468 |
| 100 |
1.2061 |
1.1255 |
0.0806 |
6.8% |
0.0077 |
0.6% |
81% |
False |
False |
380 |
| 120 |
1.2061 |
1.1248 |
0.0813 |
6.8% |
0.0078 |
0.7% |
81% |
False |
False |
319 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2199 |
|
2.618 |
1.2091 |
|
1.618 |
1.2024 |
|
1.000 |
1.1983 |
|
0.618 |
1.1958 |
|
HIGH |
1.1917 |
|
0.618 |
1.1891 |
|
0.500 |
1.1883 |
|
0.382 |
1.1875 |
|
LOW |
1.1850 |
|
0.618 |
1.1809 |
|
1.000 |
1.1784 |
|
1.618 |
1.1742 |
|
2.618 |
1.1676 |
|
4.250 |
1.1567 |
|
|
| Fisher Pivots for day following 19-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1900 |
1.1902 |
| PP |
1.1892 |
1.1895 |
| S1 |
1.1883 |
1.1889 |
|