CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 02-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2020 |
02-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1740 |
1.1765 |
0.0025 |
0.2% |
1.1648 |
| High |
1.1788 |
1.1766 |
-0.0022 |
-0.2% |
1.1788 |
| Low |
1.1735 |
1.1713 |
-0.0023 |
-0.2% |
1.1635 |
| Close |
1.1764 |
1.1730 |
-0.0034 |
-0.3% |
1.1730 |
| Range |
0.0053 |
0.0053 |
0.0001 |
1.0% |
0.0153 |
| ATR |
0.0080 |
0.0078 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
186,403 |
185,166 |
-1,237 |
-0.7% |
916,526 |
|
| Daily Pivots for day following 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1895 |
1.1866 |
1.1759 |
|
| R3 |
1.1842 |
1.1813 |
1.1745 |
|
| R2 |
1.1789 |
1.1789 |
1.1740 |
|
| R1 |
1.1760 |
1.1760 |
1.1735 |
1.1748 |
| PP |
1.1736 |
1.1736 |
1.1736 |
1.1730 |
| S1 |
1.1707 |
1.1707 |
1.1725 |
1.1695 |
| S2 |
1.1683 |
1.1683 |
1.1720 |
|
| S3 |
1.1630 |
1.1654 |
1.1715 |
|
| S4 |
1.1577 |
1.1601 |
1.1701 |
|
|
| Weekly Pivots for week ending 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2176 |
1.2106 |
1.1814 |
|
| R3 |
1.2023 |
1.1953 |
1.1772 |
|
| R2 |
1.1870 |
1.1870 |
1.1758 |
|
| R1 |
1.1800 |
1.1800 |
1.1744 |
1.1835 |
| PP |
1.1717 |
1.1717 |
1.1717 |
1.1735 |
| S1 |
1.1647 |
1.1647 |
1.1716 |
1.1682 |
| S2 |
1.1564 |
1.1564 |
1.1702 |
|
| S3 |
1.1411 |
1.1494 |
1.1688 |
|
| S4 |
1.1258 |
1.1341 |
1.1646 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1788 |
1.1635 |
0.0153 |
1.3% |
0.0065 |
0.6% |
62% |
False |
False |
183,305 |
| 10 |
1.1894 |
1.1631 |
0.0263 |
2.2% |
0.0075 |
0.6% |
38% |
False |
False |
193,619 |
| 20 |
1.1942 |
1.1631 |
0.0311 |
2.7% |
0.0077 |
0.7% |
32% |
False |
False |
190,161 |
| 40 |
1.2038 |
1.1631 |
0.0407 |
3.5% |
0.0084 |
0.7% |
24% |
False |
False |
97,494 |
| 60 |
1.2038 |
1.1293 |
0.0745 |
6.3% |
0.0086 |
0.7% |
59% |
False |
False |
65,302 |
| 80 |
1.2038 |
1.1214 |
0.0824 |
7.0% |
0.0087 |
0.7% |
63% |
False |
False |
49,116 |
| 100 |
1.2038 |
1.0826 |
0.1212 |
10.3% |
0.0086 |
0.7% |
75% |
False |
False |
39,317 |
| 120 |
1.2038 |
1.0789 |
0.1249 |
10.6% |
0.0083 |
0.7% |
75% |
False |
False |
32,790 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1991 |
|
2.618 |
1.1904 |
|
1.618 |
1.1851 |
|
1.000 |
1.1819 |
|
0.618 |
1.1798 |
|
HIGH |
1.1766 |
|
0.618 |
1.1745 |
|
0.500 |
1.1739 |
|
0.382 |
1.1733 |
|
LOW |
1.1713 |
|
0.618 |
1.1680 |
|
1.000 |
1.1660 |
|
1.618 |
1.1627 |
|
2.618 |
1.1574 |
|
4.250 |
1.1487 |
|
|
| Fisher Pivots for day following 02-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1739 |
1.1745 |
| PP |
1.1736 |
1.1740 |
| S1 |
1.1733 |
1.1735 |
|