CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 28-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2020 |
28-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1822 |
1.1800 |
-0.0022 |
-0.2% |
1.1735 |
| High |
1.1852 |
1.1801 |
-0.0051 |
-0.4% |
1.1895 |
| Low |
1.1804 |
1.1729 |
-0.0075 |
-0.6% |
1.1717 |
| Close |
1.1825 |
1.1763 |
-0.0062 |
-0.5% |
1.1872 |
| Range |
0.0048 |
0.0072 |
0.0025 |
51.6% |
0.0178 |
| ATR |
0.0069 |
0.0071 |
0.0002 |
2.8% |
0.0000 |
| Volume |
139,859 |
242,269 |
102,410 |
73.2% |
853,849 |
|
| Daily Pivots for day following 28-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1980 |
1.1944 |
1.1803 |
|
| R3 |
1.1908 |
1.1872 |
1.1783 |
|
| R2 |
1.1836 |
1.1836 |
1.1776 |
|
| R1 |
1.1800 |
1.1800 |
1.1770 |
1.1782 |
| PP |
1.1764 |
1.1764 |
1.1764 |
1.1756 |
| S1 |
1.1728 |
1.1728 |
1.1756 |
1.1710 |
| S2 |
1.1692 |
1.1692 |
1.1750 |
|
| S3 |
1.1620 |
1.1656 |
1.1743 |
|
| S4 |
1.1548 |
1.1584 |
1.1723 |
|
|
| 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 |
1.1880 |
1.1729 |
0.0151 |
1.3% |
0.0062 |
0.5% |
23% |
False |
True |
171,471 |
| 10 |
1.1895 |
1.1702 |
0.0193 |
1.6% |
0.0067 |
0.6% |
32% |
False |
False |
171,784 |
| 20 |
1.1895 |
1.1702 |
0.0193 |
1.6% |
0.0065 |
0.6% |
32% |
False |
False |
162,987 |
| 40 |
1.1955 |
1.1631 |
0.0324 |
2.8% |
0.0073 |
0.6% |
41% |
False |
False |
168,185 |
| 60 |
1.2038 |
1.1631 |
0.0407 |
3.5% |
0.0079 |
0.7% |
33% |
False |
False |
113,178 |
| 80 |
1.2038 |
1.1293 |
0.0745 |
6.3% |
0.0082 |
0.7% |
63% |
False |
False |
85,120 |
| 100 |
1.2038 |
1.1214 |
0.0824 |
7.0% |
0.0084 |
0.7% |
67% |
False |
False |
68,179 |
| 120 |
1.2038 |
1.0826 |
0.1212 |
10.3% |
0.0083 |
0.7% |
77% |
False |
False |
56,836 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2107 |
|
2.618 |
1.1989 |
|
1.618 |
1.1917 |
|
1.000 |
1.1873 |
|
0.618 |
1.1845 |
|
HIGH |
1.1801 |
|
0.618 |
1.1773 |
|
0.500 |
1.1765 |
|
0.382 |
1.1757 |
|
LOW |
1.1729 |
|
0.618 |
1.1685 |
|
1.000 |
1.1657 |
|
1.618 |
1.1613 |
|
2.618 |
1.1541 |
|
4.250 |
1.1423 |
|
|
| Fisher Pivots for day following 28-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1765 |
1.1801 |
| PP |
1.1764 |
1.1788 |
| S1 |
1.1764 |
1.1776 |
|