CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 12-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2020 |
12-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1776 |
1.1833 |
0.0057 |
0.5% |
1.1730 |
| High |
1.1848 |
1.1842 |
-0.0006 |
0.0% |
1.1848 |
| Low |
1.1774 |
1.1802 |
0.0029 |
0.2% |
1.1725 |
| Close |
1.1841 |
1.1825 |
-0.0016 |
-0.1% |
1.1841 |
| Range |
0.0074 |
0.0040 |
-0.0034 |
-45.9% |
0.0123 |
| ATR |
0.0075 |
0.0073 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
157,272 |
114,451 |
-42,821 |
-27.2% |
740,667 |
|
| Daily Pivots for day following 12-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1943 |
1.1924 |
1.1847 |
|
| R3 |
1.1903 |
1.1884 |
1.1836 |
|
| R2 |
1.1863 |
1.1863 |
1.1832 |
|
| R1 |
1.1844 |
1.1844 |
1.1829 |
1.1834 |
| PP |
1.1823 |
1.1823 |
1.1823 |
1.1818 |
| S1 |
1.1804 |
1.1804 |
1.1821 |
1.1794 |
| S2 |
1.1783 |
1.1783 |
1.1818 |
|
| S3 |
1.1743 |
1.1764 |
1.1814 |
|
| S4 |
1.1703 |
1.1724 |
1.1803 |
|
|
| 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 |
1.1742 |
0.0106 |
0.9% |
0.0060 |
0.5% |
79% |
False |
False |
140,677 |
| 10 |
1.1848 |
1.1681 |
0.0167 |
1.4% |
0.0065 |
0.5% |
87% |
False |
False |
161,898 |
| 20 |
1.1924 |
1.1631 |
0.0294 |
2.5% |
0.0073 |
0.6% |
66% |
False |
False |
173,824 |
| 40 |
1.2038 |
1.1631 |
0.0407 |
3.4% |
0.0080 |
0.7% |
48% |
False |
False |
118,655 |
| 60 |
1.2038 |
1.1439 |
0.0599 |
5.1% |
0.0086 |
0.7% |
64% |
False |
False |
79,498 |
| 80 |
1.2038 |
1.1214 |
0.0824 |
7.0% |
0.0084 |
0.7% |
74% |
False |
False |
59,768 |
| 100 |
1.2038 |
1.0920 |
0.1118 |
9.5% |
0.0086 |
0.7% |
81% |
False |
False |
47,864 |
| 120 |
1.2038 |
1.0789 |
0.1249 |
10.6% |
0.0083 |
0.7% |
83% |
False |
False |
39,914 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2012 |
|
2.618 |
1.1947 |
|
1.618 |
1.1907 |
|
1.000 |
1.1882 |
|
0.618 |
1.1867 |
|
HIGH |
1.1842 |
|
0.618 |
1.1827 |
|
0.500 |
1.1822 |
|
0.382 |
1.1817 |
|
LOW |
1.1802 |
|
0.618 |
1.1777 |
|
1.000 |
1.1762 |
|
1.618 |
1.1737 |
|
2.618 |
1.1697 |
|
4.250 |
1.1632 |
|
|
| Fisher Pivots for day following 12-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1824 |
1.1816 |
| PP |
1.1823 |
1.1807 |
| S1 |
1.1822 |
1.1798 |
|