CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 26-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2020 |
26-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1833 |
1.1870 |
0.0038 |
0.3% |
1.1735 |
| High |
1.1878 |
1.1873 |
-0.0005 |
0.0% |
1.1895 |
| Low |
1.1799 |
1.1815 |
0.0016 |
0.1% |
1.1717 |
| Close |
1.1872 |
1.1826 |
-0.0046 |
-0.4% |
1.1872 |
| Range |
0.0079 |
0.0058 |
-0.0021 |
-26.8% |
0.0178 |
| ATR |
0.0071 |
0.0070 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
169,054 |
154,580 |
-14,474 |
-8.6% |
853,849 |
|
| Daily Pivots for day following 26-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2010 |
1.1976 |
1.1858 |
|
| R3 |
1.1953 |
1.1918 |
1.1842 |
|
| R2 |
1.1895 |
1.1895 |
1.1837 |
|
| R1 |
1.1861 |
1.1861 |
1.1831 |
1.1849 |
| PP |
1.1838 |
1.1838 |
1.1838 |
1.1832 |
| S1 |
1.1803 |
1.1803 |
1.1821 |
1.1792 |
| S2 |
1.1780 |
1.1780 |
1.1815 |
|
| S3 |
1.1723 |
1.1746 |
1.1810 |
|
| S4 |
1.1665 |
1.1688 |
1.1794 |
|
|
| Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2360 |
1.2293 |
1.1969 |
|
| R3 |
1.2183 |
1.2116 |
1.1920 |
|
| R2 |
1.2005 |
1.2005 |
1.1904 |
|
| R1 |
1.1938 |
1.1938 |
1.1888 |
1.1972 |
| PP |
1.1828 |
1.1828 |
1.1828 |
1.1844 |
| S1 |
1.1761 |
1.1761 |
1.1855 |
1.1794 |
| S2 |
1.1650 |
1.1650 |
1.1839 |
|
| S3 |
1.1473 |
1.1583 |
1.1823 |
|
| S4 |
1.1295 |
1.1406 |
1.1774 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1895 |
1.1774 |
0.0121 |
1.0% |
0.0067 |
0.6% |
43% |
False |
False |
166,315 |
| 10 |
1.1895 |
1.1702 |
0.0193 |
1.6% |
0.0069 |
0.6% |
64% |
False |
False |
165,094 |
| 20 |
1.1895 |
1.1681 |
0.0214 |
1.8% |
0.0067 |
0.6% |
68% |
False |
False |
163,496 |
| 40 |
1.2038 |
1.1631 |
0.0407 |
3.4% |
0.0075 |
0.6% |
48% |
False |
False |
159,095 |
| 60 |
1.2038 |
1.1631 |
0.0407 |
3.4% |
0.0080 |
0.7% |
48% |
False |
False |
106,838 |
| 80 |
1.2038 |
1.1260 |
0.0778 |
6.6% |
0.0083 |
0.7% |
73% |
False |
False |
80,351 |
| 100 |
1.2038 |
1.1214 |
0.0824 |
7.0% |
0.0084 |
0.7% |
74% |
False |
False |
64,360 |
| 120 |
1.2038 |
1.0824 |
0.1214 |
10.3% |
0.0083 |
0.7% |
83% |
False |
False |
53,657 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2117 |
|
2.618 |
1.2023 |
|
1.618 |
1.1966 |
|
1.000 |
1.1930 |
|
0.618 |
1.1908 |
|
HIGH |
1.1873 |
|
0.618 |
1.1851 |
|
0.500 |
1.1844 |
|
0.382 |
1.1837 |
|
LOW |
1.1815 |
|
0.618 |
1.1779 |
|
1.000 |
1.1758 |
|
1.618 |
1.1722 |
|
2.618 |
1.1664 |
|
4.250 |
1.1571 |
|
|
| Fisher Pivots for day following 26-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1844 |
1.1839 |
| PP |
1.1838 |
1.1835 |
| S1 |
1.1832 |
1.1830 |
|