CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 23-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2020 |
23-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1906 |
1.1891 |
-0.0016 |
-0.1% |
1.1877 |
| High |
1.1924 |
1.1940 |
0.0016 |
0.1% |
1.1927 |
| Low |
1.1884 |
1.1833 |
-0.0051 |
-0.4% |
1.1849 |
| Close |
1.1891 |
1.1876 |
-0.0016 |
-0.1% |
1.1891 |
| Range |
0.0041 |
0.0107 |
0.0067 |
164.2% |
0.0078 |
| ATR |
0.0071 |
0.0074 |
0.0003 |
3.6% |
0.0000 |
| Volume |
1,123 |
2,161 |
1,038 |
92.4% |
5,714 |
|
| Daily Pivots for day following 23-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2204 |
1.2147 |
1.1934 |
|
| R3 |
1.2097 |
1.2040 |
1.1905 |
|
| R2 |
1.1990 |
1.1990 |
1.1895 |
|
| R1 |
1.1933 |
1.1933 |
1.1885 |
1.1908 |
| PP |
1.1883 |
1.1883 |
1.1883 |
1.1870 |
| S1 |
1.1826 |
1.1826 |
1.1866 |
1.1801 |
| S2 |
1.1776 |
1.1776 |
1.1856 |
|
| S3 |
1.1669 |
1.1719 |
1.1846 |
|
| S4 |
1.1562 |
1.1612 |
1.1817 |
|
|
| 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 |
1.1940 |
1.1833 |
0.0107 |
0.9% |
0.0061 |
0.5% |
40% |
True |
True |
1,316 |
| 10 |
1.1940 |
1.1781 |
0.0159 |
1.3% |
0.0061 |
0.5% |
59% |
True |
False |
1,510 |
| 20 |
1.1955 |
1.1640 |
0.0315 |
2.6% |
0.0078 |
0.7% |
75% |
False |
False |
1,193 |
| 40 |
1.1955 |
1.1640 |
0.0315 |
2.6% |
0.0072 |
0.6% |
75% |
False |
False |
840 |
| 60 |
1.2061 |
1.1640 |
0.0421 |
3.5% |
0.0074 |
0.6% |
56% |
False |
False |
666 |
| 80 |
1.2061 |
1.1640 |
0.0421 |
3.5% |
0.0076 |
0.6% |
56% |
False |
False |
504 |
| 100 |
1.2061 |
1.1289 |
0.0772 |
6.5% |
0.0077 |
0.6% |
76% |
False |
False |
411 |
| 120 |
1.2061 |
1.1248 |
0.0813 |
6.8% |
0.0077 |
0.6% |
77% |
False |
False |
346 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2395 |
|
2.618 |
1.2220 |
|
1.618 |
1.2113 |
|
1.000 |
1.2047 |
|
0.618 |
1.2006 |
|
HIGH |
1.1940 |
|
0.618 |
1.1899 |
|
0.500 |
1.1887 |
|
0.382 |
1.1874 |
|
LOW |
1.1833 |
|
0.618 |
1.1767 |
|
1.000 |
1.1726 |
|
1.618 |
1.1660 |
|
2.618 |
1.1553 |
|
4.250 |
1.1378 |
|
|
| Fisher Pivots for day following 23-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1887 |
1.1887 |
| PP |
1.1883 |
1.1883 |
| S1 |
1.1879 |
1.1879 |
|