CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 05-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2020 |
05-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1765 |
1.1730 |
-0.0035 |
-0.3% |
1.1648 |
| High |
1.1766 |
1.1815 |
0.0050 |
0.4% |
1.1788 |
| Low |
1.1713 |
1.1725 |
0.0013 |
0.1% |
1.1635 |
| Close |
1.1730 |
1.1793 |
0.0063 |
0.5% |
1.1730 |
| Range |
0.0053 |
0.0090 |
0.0037 |
69.8% |
0.0153 |
| ATR |
0.0078 |
0.0079 |
0.0001 |
1.1% |
0.0000 |
| Volume |
185,166 |
151,729 |
-33,437 |
-18.1% |
916,526 |
|
| Daily Pivots for day following 05-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2048 |
1.2010 |
1.1842 |
|
| R3 |
1.1958 |
1.1920 |
1.1817 |
|
| R2 |
1.1868 |
1.1868 |
1.1809 |
|
| R1 |
1.1830 |
1.1830 |
1.1801 |
1.1849 |
| PP |
1.1778 |
1.1778 |
1.1778 |
1.1787 |
| S1 |
1.1740 |
1.1740 |
1.1784 |
1.1759 |
| S2 |
1.1688 |
1.1688 |
1.1776 |
|
| S3 |
1.1598 |
1.1650 |
1.1768 |
|
| S4 |
1.1508 |
1.1560 |
1.1743 |
|
|
| 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 |
1.1815 |
1.1681 |
0.0135 |
1.1% |
0.0070 |
0.6% |
83% |
True |
False |
183,119 |
| 10 |
1.1815 |
1.1631 |
0.0185 |
1.6% |
0.0070 |
0.6% |
88% |
True |
False |
185,314 |
| 20 |
1.1942 |
1.1631 |
0.0311 |
2.6% |
0.0078 |
0.7% |
52% |
False |
False |
196,281 |
| 40 |
1.2038 |
1.1631 |
0.0407 |
3.5% |
0.0083 |
0.7% |
40% |
False |
False |
101,243 |
| 60 |
1.2038 |
1.1342 |
0.0696 |
5.9% |
0.0087 |
0.7% |
65% |
False |
False |
67,826 |
| 80 |
1.2038 |
1.1214 |
0.0824 |
7.0% |
0.0087 |
0.7% |
70% |
False |
False |
51,006 |
| 100 |
1.2038 |
1.0826 |
0.1212 |
10.3% |
0.0086 |
0.7% |
80% |
False |
False |
40,834 |
| 120 |
1.2038 |
1.0789 |
0.1249 |
10.6% |
0.0083 |
0.7% |
80% |
False |
False |
34,054 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2198 |
|
2.618 |
1.2051 |
|
1.618 |
1.1961 |
|
1.000 |
1.1905 |
|
0.618 |
1.1871 |
|
HIGH |
1.1815 |
|
0.618 |
1.1781 |
|
0.500 |
1.1770 |
|
0.382 |
1.1759 |
|
LOW |
1.1725 |
|
0.618 |
1.1669 |
|
1.000 |
1.1635 |
|
1.618 |
1.1579 |
|
2.618 |
1.1489 |
|
4.250 |
1.1343 |
|
|
| Fisher Pivots for day following 05-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1785 |
1.1783 |
| PP |
1.1778 |
1.1773 |
| S1 |
1.1770 |
1.1764 |
|