CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 16-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2020 |
16-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1763 |
1.1723 |
-0.0040 |
-0.3% |
1.1833 |
| High |
1.1773 |
1.1761 |
-0.0012 |
-0.1% |
1.1842 |
| Low |
1.1702 |
1.1708 |
0.0006 |
0.0% |
1.1702 |
| Close |
1.1712 |
1.1733 |
0.0021 |
0.2% |
1.1733 |
| Range |
0.0071 |
0.0053 |
-0.0018 |
-24.8% |
0.0140 |
| ATR |
0.0072 |
0.0071 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
177,892 |
149,396 |
-28,496 |
-16.0% |
756,966 |
|
| Daily Pivots for day following 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1893 |
1.1866 |
1.1762 |
|
| R3 |
1.1840 |
1.1813 |
1.1747 |
|
| R2 |
1.1787 |
1.1787 |
1.1742 |
|
| R1 |
1.1760 |
1.1760 |
1.1737 |
1.1773 |
| PP |
1.1734 |
1.1734 |
1.1734 |
1.1740 |
| S1 |
1.1707 |
1.1707 |
1.1728 |
1.1720 |
| S2 |
1.1681 |
1.1681 |
1.1723 |
|
| S3 |
1.1628 |
1.1654 |
1.1718 |
|
| S4 |
1.1575 |
1.1601 |
1.1703 |
|
|
| Weekly Pivots for week ending 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2179 |
1.2096 |
1.1810 |
|
| R3 |
1.2039 |
1.1956 |
1.1771 |
|
| R2 |
1.1899 |
1.1899 |
1.1758 |
|
| R1 |
1.1816 |
1.1816 |
1.1745 |
1.1787 |
| PP |
1.1759 |
1.1759 |
1.1759 |
1.1745 |
| S1 |
1.1676 |
1.1676 |
1.1720 |
1.1647 |
| S2 |
1.1619 |
1.1619 |
1.1707 |
|
| S3 |
1.1479 |
1.1536 |
1.1694 |
|
| S4 |
1.1339 |
1.1396 |
1.1656 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1842 |
1.1702 |
0.0140 |
1.2% |
0.0060 |
0.5% |
22% |
False |
False |
151,393 |
| 10 |
1.1848 |
1.1702 |
0.0146 |
1.2% |
0.0065 |
0.6% |
21% |
False |
False |
149,763 |
| 20 |
1.1894 |
1.1631 |
0.0263 |
2.2% |
0.0070 |
0.6% |
39% |
False |
False |
171,691 |
| 40 |
1.2038 |
1.1631 |
0.0407 |
3.5% |
0.0078 |
0.7% |
25% |
False |
False |
134,489 |
| 60 |
1.2038 |
1.1617 |
0.0421 |
3.6% |
0.0084 |
0.7% |
27% |
False |
False |
90,158 |
| 80 |
1.2038 |
1.1226 |
0.0812 |
6.9% |
0.0083 |
0.7% |
62% |
False |
False |
67,784 |
| 100 |
1.2038 |
1.1041 |
0.0997 |
8.5% |
0.0085 |
0.7% |
69% |
False |
False |
54,285 |
| 120 |
1.2038 |
1.0824 |
0.1214 |
10.3% |
0.0083 |
0.7% |
75% |
False |
False |
45,265 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1986 |
|
2.618 |
1.1899 |
|
1.618 |
1.1846 |
|
1.000 |
1.1814 |
|
0.618 |
1.1793 |
|
HIGH |
1.1761 |
|
0.618 |
1.1740 |
|
0.500 |
1.1734 |
|
0.382 |
1.1728 |
|
LOW |
1.1708 |
|
0.618 |
1.1675 |
|
1.000 |
1.1655 |
|
1.618 |
1.1622 |
|
2.618 |
1.1569 |
|
4.250 |
1.1482 |
|
|
| Fisher Pivots for day following 16-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1734 |
1.1744 |
| PP |
1.1734 |
1.1740 |
| S1 |
1.1733 |
1.1736 |
|