CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 21-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2020 |
21-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1779 |
1.1835 |
0.0056 |
0.5% |
1.1833 |
| High |
1.1855 |
1.1895 |
0.0040 |
0.3% |
1.1842 |
| Low |
1.1774 |
1.1835 |
0.0061 |
0.5% |
1.1702 |
| Close |
1.1840 |
1.1875 |
0.0035 |
0.3% |
1.1733 |
| Range |
0.0081 |
0.0060 |
-0.0021 |
-25.9% |
0.0140 |
| ATR |
0.0073 |
0.0072 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
167,607 |
188,740 |
21,133 |
12.6% |
756,966 |
|
| Daily Pivots for day following 21-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2048 |
1.2022 |
1.1908 |
|
| R3 |
1.1988 |
1.1962 |
1.1892 |
|
| R2 |
1.1928 |
1.1928 |
1.1886 |
|
| R1 |
1.1902 |
1.1902 |
1.1881 |
1.1915 |
| PP |
1.1868 |
1.1868 |
1.1868 |
1.1875 |
| S1 |
1.1842 |
1.1842 |
1.1870 |
1.1855 |
| S2 |
1.1808 |
1.1808 |
1.1864 |
|
| S3 |
1.1748 |
1.1782 |
1.1859 |
|
| S4 |
1.1688 |
1.1722 |
1.1842 |
|
|
| 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 |
1.1895 |
1.1702 |
0.0193 |
1.6% |
0.0071 |
0.6% |
90% |
True |
False |
172,097 |
| 10 |
1.1895 |
1.1702 |
0.0193 |
1.6% |
0.0066 |
0.6% |
90% |
True |
False |
157,694 |
| 20 |
1.1895 |
1.1631 |
0.0264 |
2.2% |
0.0067 |
0.6% |
93% |
True |
False |
165,669 |
| 40 |
1.2038 |
1.1631 |
0.0407 |
3.4% |
0.0078 |
0.7% |
60% |
False |
False |
147,644 |
| 60 |
1.2038 |
1.1631 |
0.0407 |
3.4% |
0.0083 |
0.7% |
60% |
False |
False |
98,996 |
| 80 |
1.2038 |
1.1226 |
0.0812 |
6.8% |
0.0083 |
0.7% |
80% |
False |
False |
74,437 |
| 100 |
1.2038 |
1.1164 |
0.0874 |
7.4% |
0.0085 |
0.7% |
81% |
False |
False |
59,616 |
| 120 |
1.2038 |
1.0824 |
0.1214 |
10.2% |
0.0083 |
0.7% |
87% |
False |
False |
49,704 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2150 |
|
2.618 |
1.2052 |
|
1.618 |
1.1992 |
|
1.000 |
1.1955 |
|
0.618 |
1.1932 |
|
HIGH |
1.1895 |
|
0.618 |
1.1872 |
|
0.500 |
1.1865 |
|
0.382 |
1.1857 |
|
LOW |
1.1835 |
|
0.618 |
1.1797 |
|
1.000 |
1.1775 |
|
1.618 |
1.1737 |
|
2.618 |
1.1677 |
|
4.250 |
1.1580 |
|
|
| Fisher Pivots for day following 21-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1872 |
1.1852 |
| PP |
1.1868 |
1.1829 |
| S1 |
1.1865 |
1.1806 |
|