CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 03-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2020 |
03-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1655 |
1.1651 |
-0.0005 |
0.0% |
1.1870 |
| High |
1.1667 |
1.1751 |
0.0084 |
0.7% |
1.1873 |
| Low |
1.1632 |
1.1648 |
0.0016 |
0.1% |
1.1651 |
| Close |
1.1642 |
1.1717 |
0.0075 |
0.6% |
1.1655 |
| Range |
0.0035 |
0.0103 |
0.0068 |
194.3% |
0.0222 |
| ATR |
0.0070 |
0.0073 |
0.0003 |
4.0% |
0.0000 |
| Volume |
132,536 |
155,328 |
22,792 |
17.2% |
971,292 |
|
| Daily Pivots for day following 03-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2014 |
1.1968 |
1.1773 |
|
| R3 |
1.1911 |
1.1865 |
1.1745 |
|
| R2 |
1.1808 |
1.1808 |
1.1735 |
|
| R1 |
1.1762 |
1.1762 |
1.1726 |
1.1785 |
| PP |
1.1705 |
1.1705 |
1.1705 |
1.1717 |
| S1 |
1.1659 |
1.1659 |
1.1707 |
1.1682 |
| S2 |
1.1602 |
1.1602 |
1.1698 |
|
| S3 |
1.1499 |
1.1556 |
1.1688 |
|
| S4 |
1.1396 |
1.1453 |
1.1660 |
|
|
| 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 |
1.1801 |
1.1632 |
0.0169 |
1.4% |
0.0077 |
0.7% |
50% |
False |
False |
192,943 |
| 10 |
1.1895 |
1.1632 |
0.0263 |
2.2% |
0.0068 |
0.6% |
32% |
False |
False |
176,854 |
| 20 |
1.1895 |
1.1632 |
0.0263 |
2.2% |
0.0067 |
0.6% |
32% |
False |
False |
164,490 |
| 40 |
1.1942 |
1.1631 |
0.0311 |
2.7% |
0.0072 |
0.6% |
28% |
False |
False |
180,435 |
| 60 |
1.2038 |
1.1631 |
0.0407 |
3.5% |
0.0078 |
0.7% |
21% |
False |
False |
125,130 |
| 80 |
1.2038 |
1.1364 |
0.0674 |
5.8% |
0.0082 |
0.7% |
52% |
False |
False |
94,102 |
| 100 |
1.2038 |
1.1214 |
0.0824 |
7.0% |
0.0082 |
0.7% |
61% |
False |
False |
75,386 |
| 120 |
1.2038 |
1.0850 |
0.1188 |
10.1% |
0.0083 |
0.7% |
73% |
False |
False |
62,852 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2189 |
|
2.618 |
1.2021 |
|
1.618 |
1.1918 |
|
1.000 |
1.1854 |
|
0.618 |
1.1815 |
|
HIGH |
1.1751 |
|
0.618 |
1.1712 |
|
0.500 |
1.1700 |
|
0.382 |
1.1687 |
|
LOW |
1.1648 |
|
0.618 |
1.1584 |
|
1.000 |
1.1545 |
|
1.618 |
1.1481 |
|
2.618 |
1.1378 |
|
4.250 |
1.1210 |
|
|
| Fisher Pivots for day following 03-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1711 |
1.1708 |
| PP |
1.1705 |
1.1700 |
| S1 |
1.1700 |
1.1692 |
|