CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 09-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2020 |
09-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1783 |
1.1776 |
-0.0008 |
-0.1% |
1.1730 |
| High |
1.1797 |
1.1848 |
0.0051 |
0.4% |
1.1848 |
| Low |
1.1748 |
1.1774 |
0.0026 |
0.2% |
1.1725 |
| Close |
1.1773 |
1.1841 |
0.0068 |
0.6% |
1.1841 |
| Range |
0.0049 |
0.0074 |
0.0025 |
51.0% |
0.0123 |
| ATR |
0.0075 |
0.0075 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
129,511 |
157,272 |
27,761 |
21.4% |
740,667 |
|
| Daily Pivots for day following 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2043 |
1.2016 |
1.1881 |
|
| R3 |
1.1969 |
1.1942 |
1.1861 |
|
| R2 |
1.1895 |
1.1895 |
1.1854 |
|
| R1 |
1.1868 |
1.1868 |
1.1847 |
1.1881 |
| PP |
1.1821 |
1.1821 |
1.1821 |
1.1827 |
| S1 |
1.1794 |
1.1794 |
1.1834 |
1.1807 |
| S2 |
1.1747 |
1.1747 |
1.1827 |
|
| S3 |
1.1673 |
1.1720 |
1.1820 |
|
| S4 |
1.1599 |
1.1646 |
1.1800 |
|
|
| Weekly Pivots for week ending 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2172 |
1.2129 |
1.1908 |
|
| R3 |
1.2049 |
1.2006 |
1.1874 |
|
| R2 |
1.1927 |
1.1927 |
1.1863 |
|
| R1 |
1.1884 |
1.1884 |
1.1852 |
1.1905 |
| PP |
1.1804 |
1.1804 |
1.1804 |
1.1815 |
| S1 |
1.1761 |
1.1761 |
1.1829 |
1.1783 |
| S2 |
1.1682 |
1.1682 |
1.1818 |
|
| S3 |
1.1559 |
1.1639 |
1.1807 |
|
| S4 |
1.1437 |
1.1516 |
1.1773 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1848 |
1.1725 |
0.0123 |
1.0% |
0.0070 |
0.6% |
94% |
True |
False |
148,133 |
| 10 |
1.1848 |
1.1635 |
0.0213 |
1.8% |
0.0067 |
0.6% |
97% |
True |
False |
165,719 |
| 20 |
1.1924 |
1.1631 |
0.0294 |
2.5% |
0.0074 |
0.6% |
72% |
False |
False |
174,575 |
| 40 |
1.2038 |
1.1631 |
0.0407 |
3.4% |
0.0081 |
0.7% |
52% |
False |
False |
115,828 |
| 60 |
1.2038 |
1.1415 |
0.0623 |
5.3% |
0.0086 |
0.7% |
68% |
False |
False |
77,598 |
| 80 |
1.2038 |
1.1214 |
0.0824 |
7.0% |
0.0085 |
0.7% |
76% |
False |
False |
58,341 |
| 100 |
1.2038 |
1.0920 |
0.1118 |
9.4% |
0.0086 |
0.7% |
82% |
False |
False |
46,721 |
| 120 |
1.2038 |
1.0789 |
0.1249 |
10.5% |
0.0084 |
0.7% |
84% |
False |
False |
38,960 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2162 |
|
2.618 |
1.2041 |
|
1.618 |
1.1967 |
|
1.000 |
1.1922 |
|
0.618 |
1.1893 |
|
HIGH |
1.1848 |
|
0.618 |
1.1819 |
|
0.500 |
1.1811 |
|
0.382 |
1.1802 |
|
LOW |
1.1774 |
|
0.618 |
1.1728 |
|
1.000 |
1.1700 |
|
1.618 |
1.1654 |
|
2.618 |
1.1580 |
|
4.250 |
1.1459 |
|
|
| Fisher Pivots for day following 09-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1831 |
1.1825 |
| PP |
1.1821 |
1.1810 |
| S1 |
1.1811 |
1.1795 |
|