CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 08-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2020 |
08-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1751 |
1.1783 |
0.0033 |
0.3% |
1.1648 |
| High |
1.1799 |
1.1797 |
-0.0002 |
0.0% |
1.1788 |
| Low |
1.1742 |
1.1748 |
0.0007 |
0.1% |
1.1635 |
| Close |
1.1784 |
1.1773 |
-0.0011 |
-0.1% |
1.1730 |
| Range |
0.0058 |
0.0049 |
-0.0009 |
-14.8% |
0.0153 |
| ATR |
0.0077 |
0.0075 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
133,058 |
129,511 |
-3,547 |
-2.7% |
916,526 |
|
| Daily Pivots for day following 08-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1920 |
1.1895 |
1.1800 |
|
| R3 |
1.1871 |
1.1846 |
1.1786 |
|
| R2 |
1.1822 |
1.1822 |
1.1782 |
|
| R1 |
1.1797 |
1.1797 |
1.1777 |
1.1785 |
| PP |
1.1773 |
1.1773 |
1.1773 |
1.1767 |
| S1 |
1.1748 |
1.1748 |
1.1769 |
1.1736 |
| S2 |
1.1724 |
1.1724 |
1.1764 |
|
| S3 |
1.1675 |
1.1699 |
1.1760 |
|
| S4 |
1.1626 |
1.1650 |
1.1746 |
|
|
| 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 |
1.1825 |
1.1713 |
0.0113 |
1.0% |
0.0065 |
0.6% |
54% |
False |
False |
153,712 |
| 10 |
1.1825 |
1.1631 |
0.0195 |
1.7% |
0.0067 |
0.6% |
73% |
False |
False |
167,419 |
| 20 |
1.1924 |
1.1631 |
0.0294 |
2.5% |
0.0073 |
0.6% |
49% |
False |
False |
177,512 |
| 40 |
1.2038 |
1.1631 |
0.0407 |
3.5% |
0.0081 |
0.7% |
35% |
False |
False |
111,927 |
| 60 |
1.2038 |
1.1408 |
0.0630 |
5.4% |
0.0086 |
0.7% |
58% |
False |
False |
74,985 |
| 80 |
1.2038 |
1.1214 |
0.0824 |
7.0% |
0.0085 |
0.7% |
68% |
False |
False |
56,377 |
| 100 |
1.2038 |
1.0920 |
0.1118 |
9.5% |
0.0086 |
0.7% |
76% |
False |
False |
45,149 |
| 120 |
1.2038 |
1.0789 |
0.1249 |
10.6% |
0.0083 |
0.7% |
79% |
False |
False |
37,650 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2005 |
|
2.618 |
1.1925 |
|
1.618 |
1.1876 |
|
1.000 |
1.1846 |
|
0.618 |
1.1827 |
|
HIGH |
1.1797 |
|
0.618 |
1.1778 |
|
0.500 |
1.1773 |
|
0.382 |
1.1767 |
|
LOW |
1.1748 |
|
0.618 |
1.1718 |
|
1.000 |
1.1699 |
|
1.618 |
1.1669 |
|
2.618 |
1.1620 |
|
4.250 |
1.1540 |
|
|
| Fisher Pivots for day following 08-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1773 |
1.1783 |
| PP |
1.1773 |
1.1780 |
| S1 |
1.1773 |
1.1776 |
|