CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 20-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2020 |
20-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1882 |
1.1906 |
0.0024 |
0.2% |
1.1877 |
| High |
1.1917 |
1.1924 |
0.0008 |
0.1% |
1.1927 |
| Low |
1.1850 |
1.1884 |
0.0034 |
0.3% |
1.1849 |
| Close |
1.1909 |
1.1891 |
-0.0018 |
-0.2% |
1.1891 |
| Range |
0.0067 |
0.0041 |
-0.0026 |
-39.1% |
0.0078 |
| ATR |
0.0073 |
0.0071 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
1,648 |
1,123 |
-525 |
-31.9% |
5,714 |
|
| Daily Pivots for day following 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2021 |
1.1997 |
1.1913 |
|
| R3 |
1.1981 |
1.1956 |
1.1902 |
|
| R2 |
1.1940 |
1.1940 |
1.1898 |
|
| R1 |
1.1916 |
1.1916 |
1.1895 |
1.1908 |
| PP |
1.1900 |
1.1900 |
1.1900 |
1.1896 |
| S1 |
1.1875 |
1.1875 |
1.1887 |
1.1867 |
| S2 |
1.1859 |
1.1859 |
1.1884 |
|
| S3 |
1.1819 |
1.1835 |
1.1880 |
|
| S4 |
1.1778 |
1.1794 |
1.1869 |
|
|
| Weekly Pivots for week ending 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2123 |
1.2085 |
1.1934 |
|
| R3 |
1.2045 |
1.2007 |
1.1912 |
|
| R2 |
1.1967 |
1.1967 |
1.1905 |
|
| R1 |
1.1929 |
1.1929 |
1.1898 |
1.1948 |
| PP |
1.1889 |
1.1889 |
1.1889 |
1.1899 |
| S1 |
1.1851 |
1.1851 |
1.1884 |
1.1870 |
| S2 |
1.1811 |
1.1811 |
1.1877 |
|
| S3 |
1.1733 |
1.1773 |
1.1870 |
|
| S4 |
1.1655 |
1.1695 |
1.1848 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1927 |
1.1849 |
0.0078 |
0.7% |
0.0050 |
0.4% |
54% |
False |
False |
1,142 |
| 10 |
1.1955 |
1.1781 |
0.0174 |
1.5% |
0.0063 |
0.5% |
63% |
False |
False |
1,412 |
| 20 |
1.1955 |
1.1640 |
0.0315 |
2.6% |
0.0076 |
0.6% |
80% |
False |
False |
1,102 |
| 40 |
1.1955 |
1.1640 |
0.0315 |
2.6% |
0.0071 |
0.6% |
80% |
False |
False |
793 |
| 60 |
1.2061 |
1.1640 |
0.0421 |
3.5% |
0.0074 |
0.6% |
60% |
False |
False |
630 |
| 80 |
1.2061 |
1.1640 |
0.0421 |
3.5% |
0.0077 |
0.6% |
60% |
False |
False |
482 |
| 100 |
1.2061 |
1.1289 |
0.0772 |
6.5% |
0.0077 |
0.6% |
78% |
False |
False |
389 |
| 120 |
1.2061 |
1.1248 |
0.0813 |
6.8% |
0.0077 |
0.7% |
79% |
False |
False |
328 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2096 |
|
2.618 |
1.2030 |
|
1.618 |
1.1990 |
|
1.000 |
1.1965 |
|
0.618 |
1.1949 |
|
HIGH |
1.1924 |
|
0.618 |
1.1909 |
|
0.500 |
1.1904 |
|
0.382 |
1.1899 |
|
LOW |
1.1884 |
|
0.618 |
1.1858 |
|
1.000 |
1.1843 |
|
1.618 |
1.1818 |
|
2.618 |
1.1777 |
|
4.250 |
1.1711 |
|
|
| Fisher Pivots for day following 20-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1904 |
1.1890 |
| PP |
1.1900 |
1.1888 |
| S1 |
1.1895 |
1.1887 |
|