CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 14-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2020 |
14-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1827 |
1.1758 |
-0.0069 |
-0.6% |
1.1730 |
| High |
1.1831 |
1.1787 |
-0.0045 |
-0.4% |
1.1848 |
| Low |
1.1745 |
1.1735 |
-0.0011 |
-0.1% |
1.1725 |
| Close |
1.1760 |
1.1766 |
0.0006 |
0.1% |
1.1841 |
| Range |
0.0086 |
0.0052 |
-0.0034 |
-39.5% |
0.0123 |
| ATR |
0.0074 |
0.0072 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
174,331 |
140,896 |
-33,435 |
-19.2% |
740,667 |
|
| Daily Pivots for day following 14-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1918 |
1.1894 |
1.1795 |
|
| R3 |
1.1866 |
1.1842 |
1.1780 |
|
| R2 |
1.1814 |
1.1814 |
1.1776 |
|
| R1 |
1.1790 |
1.1790 |
1.1771 |
1.1802 |
| PP |
1.1762 |
1.1762 |
1.1762 |
1.1768 |
| S1 |
1.1738 |
1.1738 |
1.1761 |
1.1750 |
| S2 |
1.1710 |
1.1710 |
1.1756 |
|
| S3 |
1.1658 |
1.1686 |
1.1752 |
|
| S4 |
1.1606 |
1.1634 |
1.1737 |
|
|
| 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 |
1.1735 |
0.0113 |
1.0% |
0.0060 |
0.5% |
28% |
False |
True |
143,292 |
| 10 |
1.1848 |
1.1713 |
0.0135 |
1.1% |
0.0063 |
0.5% |
40% |
False |
False |
154,191 |
| 20 |
1.1894 |
1.1631 |
0.0263 |
2.2% |
0.0072 |
0.6% |
52% |
False |
False |
172,712 |
| 40 |
1.2038 |
1.1631 |
0.0407 |
3.5% |
0.0080 |
0.7% |
33% |
False |
False |
126,454 |
| 60 |
1.2038 |
1.1543 |
0.0495 |
4.2% |
0.0085 |
0.7% |
45% |
False |
False |
84,735 |
| 80 |
1.2038 |
1.1226 |
0.0812 |
6.9% |
0.0084 |
0.7% |
67% |
False |
False |
63,702 |
| 100 |
1.2038 |
1.0920 |
0.1118 |
9.5% |
0.0086 |
0.7% |
76% |
False |
False |
51,014 |
| 120 |
1.2038 |
1.0824 |
0.1214 |
10.3% |
0.0083 |
0.7% |
78% |
False |
False |
42,539 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2008 |
|
2.618 |
1.1923 |
|
1.618 |
1.1871 |
|
1.000 |
1.1839 |
|
0.618 |
1.1819 |
|
HIGH |
1.1787 |
|
0.618 |
1.1767 |
|
0.500 |
1.1761 |
|
0.382 |
1.1754 |
|
LOW |
1.1735 |
|
0.618 |
1.1702 |
|
1.000 |
1.1683 |
|
1.618 |
1.1650 |
|
2.618 |
1.1598 |
|
4.250 |
1.1514 |
|
|
| Fisher Pivots for day following 14-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1764 |
1.1788 |
| PP |
1.1762 |
1.1781 |
| S1 |
1.1761 |
1.1773 |
|