CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 29-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2020 |
29-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1800 |
1.1756 |
-0.0045 |
-0.4% |
1.1735 |
| High |
1.1801 |
1.1770 |
-0.0032 |
-0.3% |
1.1895 |
| Low |
1.1729 |
1.1661 |
-0.0068 |
-0.6% |
1.1717 |
| Close |
1.1763 |
1.1682 |
-0.0081 |
-0.7% |
1.1872 |
| Range |
0.0072 |
0.0109 |
0.0037 |
50.7% |
0.0178 |
| ATR |
0.0071 |
0.0073 |
0.0003 |
3.8% |
0.0000 |
| Volume |
242,269 |
235,294 |
-6,975 |
-2.9% |
853,849 |
|
| Daily Pivots for day following 29-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2030 |
1.1964 |
1.1742 |
|
| R3 |
1.1921 |
1.1856 |
1.1712 |
|
| R2 |
1.1813 |
1.1813 |
1.1702 |
|
| R1 |
1.1747 |
1.1747 |
1.1692 |
1.1726 |
| PP |
1.1704 |
1.1704 |
1.1704 |
1.1693 |
| S1 |
1.1639 |
1.1639 |
1.1672 |
1.1617 |
| S2 |
1.1596 |
1.1596 |
1.1662 |
|
| S3 |
1.1487 |
1.1530 |
1.1652 |
|
| S4 |
1.1379 |
1.1422 |
1.1622 |
|
|
| 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 |
1.1878 |
1.1661 |
0.0217 |
1.9% |
0.0073 |
0.6% |
10% |
False |
True |
188,211 |
| 10 |
1.1895 |
1.1661 |
0.0234 |
2.0% |
0.0070 |
0.6% |
9% |
False |
True |
177,524 |
| 20 |
1.1895 |
1.1661 |
0.0234 |
2.0% |
0.0068 |
0.6% |
9% |
False |
True |
165,432 |
| 40 |
1.1942 |
1.1631 |
0.0311 |
2.7% |
0.0073 |
0.6% |
17% |
False |
False |
173,759 |
| 60 |
1.2038 |
1.1631 |
0.0407 |
3.5% |
0.0079 |
0.7% |
13% |
False |
False |
117,076 |
| 80 |
1.2038 |
1.1293 |
0.0745 |
6.4% |
0.0082 |
0.7% |
52% |
False |
False |
88,055 |
| 100 |
1.2038 |
1.1214 |
0.0824 |
7.0% |
0.0084 |
0.7% |
57% |
False |
False |
70,531 |
| 120 |
1.2038 |
1.0826 |
0.1212 |
10.4% |
0.0083 |
0.7% |
71% |
False |
False |
58,794 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2231 |
|
2.618 |
1.2054 |
|
1.618 |
1.1945 |
|
1.000 |
1.1878 |
|
0.618 |
1.1837 |
|
HIGH |
1.1770 |
|
0.618 |
1.1728 |
|
0.500 |
1.1715 |
|
0.382 |
1.1702 |
|
LOW |
1.1661 |
|
0.618 |
1.1594 |
|
1.000 |
1.1553 |
|
1.618 |
1.1485 |
|
2.618 |
1.1377 |
|
4.250 |
1.1200 |
|
|
| Fisher Pivots for day following 29-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1715 |
1.1756 |
| PP |
1.1704 |
1.1732 |
| S1 |
1.1693 |
1.1707 |
|