CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 05-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2020 |
05-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1741 |
1.1733 |
-0.0008 |
-0.1% |
1.1870 |
| High |
1.1783 |
1.1869 |
0.0087 |
0.7% |
1.1873 |
| Low |
1.1613 |
1.1721 |
0.0108 |
0.9% |
1.1651 |
| Close |
1.1735 |
1.1848 |
0.0113 |
1.0% |
1.1655 |
| Range |
0.0170 |
0.0149 |
-0.0022 |
-12.6% |
0.0222 |
| ATR |
0.0080 |
0.0085 |
0.0005 |
6.2% |
0.0000 |
| Volume |
260,869 |
207,774 |
-53,095 |
-20.4% |
971,292 |
|
| Daily Pivots for day following 05-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2258 |
1.2202 |
1.1930 |
|
| R3 |
1.2110 |
1.2053 |
1.1889 |
|
| R2 |
1.1961 |
1.1961 |
1.1875 |
|
| R1 |
1.1905 |
1.1905 |
1.1862 |
1.1933 |
| PP |
1.1813 |
1.1813 |
1.1813 |
1.1827 |
| S1 |
1.1756 |
1.1756 |
1.1834 |
1.1784 |
| S2 |
1.1664 |
1.1664 |
1.1821 |
|
| S3 |
1.1516 |
1.1608 |
1.1807 |
|
| S4 |
1.1367 |
1.1459 |
1.1766 |
|
|
| 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 |
1.1869 |
1.1613 |
0.0257 |
2.2% |
0.0104 |
0.9% |
92% |
True |
False |
191,159 |
| 10 |
1.1878 |
1.1613 |
0.0265 |
2.2% |
0.0088 |
0.7% |
89% |
False |
False |
189,685 |
| 20 |
1.1895 |
1.1613 |
0.0282 |
2.4% |
0.0077 |
0.7% |
84% |
False |
False |
174,794 |
| 40 |
1.1924 |
1.1613 |
0.0312 |
2.6% |
0.0075 |
0.6% |
76% |
False |
False |
176,153 |
| 60 |
1.2038 |
1.1613 |
0.0425 |
3.6% |
0.0080 |
0.7% |
55% |
False |
False |
132,883 |
| 80 |
1.2038 |
1.1408 |
0.0630 |
5.3% |
0.0084 |
0.7% |
70% |
False |
False |
99,937 |
| 100 |
1.2038 |
1.1214 |
0.0824 |
7.0% |
0.0083 |
0.7% |
77% |
False |
False |
80,060 |
| 120 |
1.2038 |
1.0920 |
0.1118 |
9.4% |
0.0085 |
0.7% |
83% |
False |
False |
66,756 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2500 |
|
2.618 |
1.2258 |
|
1.618 |
1.2109 |
|
1.000 |
1.2018 |
|
0.618 |
1.1961 |
|
HIGH |
1.1869 |
|
0.618 |
1.1812 |
|
0.500 |
1.1795 |
|
0.382 |
1.1777 |
|
LOW |
1.1721 |
|
0.618 |
1.1629 |
|
1.000 |
1.1572 |
|
1.618 |
1.1480 |
|
2.618 |
1.1332 |
|
4.250 |
1.1089 |
|
|
| Fisher Pivots for day following 05-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1830 |
1.1812 |
| PP |
1.1813 |
1.1777 |
| S1 |
1.1795 |
1.1741 |
|