CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 27-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2020 |
27-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1870 |
1.1822 |
-0.0048 |
-0.4% |
1.1735 |
| High |
1.1873 |
1.1852 |
-0.0021 |
-0.2% |
1.1895 |
| Low |
1.1815 |
1.1804 |
-0.0011 |
-0.1% |
1.1717 |
| Close |
1.1826 |
1.1825 |
-0.0001 |
0.0% |
1.1872 |
| Range |
0.0058 |
0.0048 |
-0.0010 |
-17.4% |
0.0178 |
| ATR |
0.0070 |
0.0069 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
154,580 |
139,859 |
-14,721 |
-9.5% |
853,849 |
|
| Daily Pivots for day following 27-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1969 |
1.1945 |
1.1851 |
|
| R3 |
1.1922 |
1.1897 |
1.1838 |
|
| R2 |
1.1874 |
1.1874 |
1.1834 |
|
| R1 |
1.1850 |
1.1850 |
1.1829 |
1.1862 |
| PP |
1.1827 |
1.1827 |
1.1827 |
1.1833 |
| S1 |
1.1802 |
1.1802 |
1.1821 |
1.1815 |
| S2 |
1.1779 |
1.1779 |
1.1816 |
|
| S3 |
1.1732 |
1.1755 |
1.1812 |
|
| S4 |
1.1684 |
1.1707 |
1.1799 |
|
|
| 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 |
1.1799 |
0.0096 |
0.8% |
0.0060 |
0.5% |
27% |
False |
False |
160,765 |
| 10 |
1.1895 |
1.1702 |
0.0193 |
1.6% |
0.0065 |
0.5% |
64% |
False |
False |
161,647 |
| 20 |
1.1895 |
1.1702 |
0.0193 |
1.6% |
0.0065 |
0.5% |
64% |
False |
False |
161,645 |
| 40 |
1.2038 |
1.1631 |
0.0407 |
3.4% |
0.0074 |
0.6% |
48% |
False |
False |
162,435 |
| 60 |
1.2038 |
1.1631 |
0.0407 |
3.4% |
0.0080 |
0.7% |
48% |
False |
False |
109,154 |
| 80 |
1.2038 |
1.1293 |
0.0745 |
6.3% |
0.0082 |
0.7% |
71% |
False |
False |
82,093 |
| 100 |
1.2038 |
1.1214 |
0.0824 |
7.0% |
0.0083 |
0.7% |
74% |
False |
False |
65,758 |
| 120 |
1.2038 |
1.0826 |
0.1212 |
10.2% |
0.0083 |
0.7% |
82% |
False |
False |
54,817 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2053 |
|
2.618 |
1.1976 |
|
1.618 |
1.1928 |
|
1.000 |
1.1899 |
|
0.618 |
1.1881 |
|
HIGH |
1.1852 |
|
0.618 |
1.1833 |
|
0.500 |
1.1828 |
|
0.382 |
1.1822 |
|
LOW |
1.1804 |
|
0.618 |
1.1775 |
|
1.000 |
1.1757 |
|
1.618 |
1.1727 |
|
2.618 |
1.1680 |
|
4.250 |
1.1602 |
|
|
| Fisher Pivots for day following 27-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1828 |
1.1838 |
| PP |
1.1827 |
1.1834 |
| S1 |
1.1826 |
1.1829 |
|