CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 22-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2020 |
22-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1835 |
1.1875 |
0.0040 |
0.3% |
1.1833 |
| High |
1.1895 |
1.1880 |
-0.0015 |
-0.1% |
1.1842 |
| Low |
1.1835 |
1.1824 |
-0.0011 |
-0.1% |
1.1702 |
| Close |
1.1875 |
1.1831 |
-0.0044 |
-0.4% |
1.1733 |
| Range |
0.0060 |
0.0056 |
-0.0004 |
-6.7% |
0.0140 |
| ATR |
0.0072 |
0.0071 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
188,740 |
151,595 |
-37,145 |
-19.7% |
756,966 |
|
| Daily Pivots for day following 22-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2013 |
1.1978 |
1.1862 |
|
| R3 |
1.1957 |
1.1922 |
1.1846 |
|
| R2 |
1.1901 |
1.1901 |
1.1841 |
|
| R1 |
1.1866 |
1.1866 |
1.1836 |
1.1855 |
| PP |
1.1845 |
1.1845 |
1.1845 |
1.1839 |
| S1 |
1.1810 |
1.1810 |
1.1826 |
1.1799 |
| S2 |
1.1789 |
1.1789 |
1.1821 |
|
| S3 |
1.1733 |
1.1754 |
1.1816 |
|
| S4 |
1.1677 |
1.1698 |
1.1800 |
|
|
| 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 |
1.1708 |
0.0187 |
1.6% |
0.0068 |
0.6% |
66% |
False |
False |
166,838 |
| 10 |
1.1895 |
1.1702 |
0.0193 |
1.6% |
0.0066 |
0.6% |
67% |
False |
False |
159,903 |
| 20 |
1.1895 |
1.1631 |
0.0264 |
2.2% |
0.0067 |
0.6% |
76% |
False |
False |
163,661 |
| 40 |
1.2038 |
1.1631 |
0.0407 |
3.4% |
0.0078 |
0.7% |
49% |
False |
False |
151,363 |
| 60 |
1.2038 |
1.1631 |
0.0407 |
3.4% |
0.0082 |
0.7% |
49% |
False |
False |
101,511 |
| 80 |
1.2038 |
1.1226 |
0.0812 |
6.9% |
0.0083 |
0.7% |
75% |
False |
False |
76,325 |
| 100 |
1.2038 |
1.1214 |
0.0824 |
7.0% |
0.0085 |
0.7% |
75% |
False |
False |
61,131 |
| 120 |
1.2038 |
1.0824 |
0.1214 |
10.3% |
0.0083 |
0.7% |
83% |
False |
False |
50,966 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2118 |
|
2.618 |
1.2026 |
|
1.618 |
1.1970 |
|
1.000 |
1.1936 |
|
0.618 |
1.1914 |
|
HIGH |
1.1880 |
|
0.618 |
1.1858 |
|
0.500 |
1.1852 |
|
0.382 |
1.1845 |
|
LOW |
1.1824 |
|
0.618 |
1.1789 |
|
1.000 |
1.1768 |
|
1.618 |
1.1733 |
|
2.618 |
1.1677 |
|
4.250 |
1.1586 |
|
|
| Fisher Pivots for day following 22-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1852 |
1.1834 |
| PP |
1.1845 |
1.1833 |
| S1 |
1.1838 |
1.1832 |
|