CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 30-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2020 |
30-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1756 |
1.1684 |
-0.0072 |
-0.6% |
1.1870 |
| High |
1.1770 |
1.1715 |
-0.0055 |
-0.5% |
1.1873 |
| Low |
1.1661 |
1.1651 |
-0.0010 |
-0.1% |
1.1651 |
| Close |
1.1682 |
1.1655 |
-0.0027 |
-0.2% |
1.1655 |
| Range |
0.0109 |
0.0064 |
-0.0045 |
-41.0% |
0.0222 |
| ATR |
0.0073 |
0.0073 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
235,294 |
199,290 |
-36,004 |
-15.3% |
971,292 |
|
| Daily Pivots for day following 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1866 |
1.1824 |
1.1690 |
|
| R3 |
1.1802 |
1.1760 |
1.1673 |
|
| R2 |
1.1738 |
1.1738 |
1.1667 |
|
| R1 |
1.1696 |
1.1696 |
1.1661 |
1.1685 |
| PP |
1.1674 |
1.1674 |
1.1674 |
1.1668 |
| S1 |
1.1632 |
1.1632 |
1.1649 |
1.1621 |
| S2 |
1.1610 |
1.1610 |
1.1643 |
|
| S3 |
1.1546 |
1.1568 |
1.1637 |
|
| S4 |
1.1482 |
1.1504 |
1.1620 |
|
|
| Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2391 |
1.2244 |
1.1777 |
|
| R3 |
1.2169 |
1.2023 |
1.1716 |
|
| R2 |
1.1948 |
1.1948 |
1.1696 |
|
| R1 |
1.1801 |
1.1801 |
1.1675 |
1.1764 |
| PP |
1.1726 |
1.1726 |
1.1726 |
1.1707 |
| S1 |
1.1580 |
1.1580 |
1.1635 |
1.1542 |
| S2 |
1.1505 |
1.1505 |
1.1614 |
|
| S3 |
1.1283 |
1.1358 |
1.1594 |
|
| S4 |
1.1062 |
1.1137 |
1.1533 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1873 |
1.1651 |
0.0222 |
1.9% |
0.0070 |
0.6% |
2% |
False |
True |
194,258 |
| 10 |
1.1895 |
1.1651 |
0.0244 |
2.1% |
0.0072 |
0.6% |
2% |
False |
True |
182,514 |
| 20 |
1.1895 |
1.1651 |
0.0244 |
2.1% |
0.0068 |
0.6% |
2% |
False |
True |
166,138 |
| 40 |
1.1942 |
1.1631 |
0.0311 |
2.7% |
0.0073 |
0.6% |
8% |
False |
False |
178,149 |
| 60 |
1.2038 |
1.1631 |
0.0407 |
3.5% |
0.0079 |
0.7% |
6% |
False |
False |
120,376 |
| 80 |
1.2038 |
1.1293 |
0.0745 |
6.4% |
0.0082 |
0.7% |
49% |
False |
False |
90,511 |
| 100 |
1.2038 |
1.1214 |
0.0824 |
7.1% |
0.0083 |
0.7% |
54% |
False |
False |
72,520 |
| 120 |
1.2038 |
1.0826 |
0.1212 |
10.4% |
0.0083 |
0.7% |
68% |
False |
False |
60,454 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1987 |
|
2.618 |
1.1883 |
|
1.618 |
1.1819 |
|
1.000 |
1.1779 |
|
0.618 |
1.1755 |
|
HIGH |
1.1715 |
|
0.618 |
1.1691 |
|
0.500 |
1.1683 |
|
0.382 |
1.1675 |
|
LOW |
1.1651 |
|
0.618 |
1.1611 |
|
1.000 |
1.1587 |
|
1.618 |
1.1547 |
|
2.618 |
1.1483 |
|
4.250 |
1.1379 |
|
|
| Fisher Pivots for day following 30-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1683 |
1.1726 |
| PP |
1.1674 |
1.1702 |
| S1 |
1.1664 |
1.1679 |
|