CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 06-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2020 |
06-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1733 |
1.1834 |
0.0101 |
0.9% |
1.1655 |
| High |
1.1869 |
1.1901 |
0.0032 |
0.3% |
1.1901 |
| Low |
1.1721 |
1.1805 |
0.0084 |
0.7% |
1.1613 |
| Close |
1.1848 |
1.1892 |
0.0044 |
0.4% |
1.1892 |
| Range |
0.0149 |
0.0096 |
-0.0053 |
-35.4% |
0.0288 |
| ATR |
0.0085 |
0.0085 |
0.0001 |
1.0% |
0.0000 |
| Volume |
207,774 |
195,510 |
-12,264 |
-5.9% |
952,017 |
|
| Daily Pivots for day following 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2154 |
1.2119 |
1.1944 |
|
| R3 |
1.2058 |
1.2023 |
1.1918 |
|
| R2 |
1.1962 |
1.1962 |
1.1909 |
|
| R1 |
1.1927 |
1.1927 |
1.1900 |
1.1944 |
| PP |
1.1866 |
1.1866 |
1.1866 |
1.1874 |
| S1 |
1.1831 |
1.1831 |
1.1883 |
1.1848 |
| S2 |
1.1770 |
1.1770 |
1.1874 |
|
| S3 |
1.1674 |
1.1735 |
1.1865 |
|
| S4 |
1.1578 |
1.1639 |
1.1839 |
|
|
| Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2666 |
1.2567 |
1.2050 |
|
| R3 |
1.2378 |
1.2279 |
1.1971 |
|
| R2 |
1.2090 |
1.2090 |
1.1944 |
|
| R1 |
1.1991 |
1.1991 |
1.1918 |
1.2040 |
| PP |
1.1802 |
1.1802 |
1.1802 |
1.1826 |
| S1 |
1.1703 |
1.1703 |
1.1865 |
1.1752 |
| S2 |
1.1514 |
1.1514 |
1.1839 |
|
| S3 |
1.1226 |
1.1415 |
1.1812 |
|
| S4 |
1.0938 |
1.1127 |
1.1733 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1901 |
1.1613 |
0.0288 |
2.4% |
0.0111 |
0.9% |
97% |
True |
False |
190,403 |
| 10 |
1.1901 |
1.1613 |
0.0288 |
2.4% |
0.0090 |
0.8% |
97% |
True |
False |
192,330 |
| 20 |
1.1901 |
1.1613 |
0.0288 |
2.4% |
0.0078 |
0.7% |
97% |
True |
False |
176,706 |
| 40 |
1.1924 |
1.1613 |
0.0312 |
2.6% |
0.0076 |
0.6% |
90% |
False |
False |
175,640 |
| 60 |
1.2038 |
1.1613 |
0.0425 |
3.6% |
0.0080 |
0.7% |
66% |
False |
False |
136,120 |
| 80 |
1.2038 |
1.1415 |
0.0623 |
5.2% |
0.0084 |
0.7% |
77% |
False |
False |
102,375 |
| 100 |
1.2038 |
1.1214 |
0.0824 |
6.9% |
0.0083 |
0.7% |
82% |
False |
False |
82,014 |
| 120 |
1.2038 |
1.0920 |
0.1118 |
9.4% |
0.0085 |
0.7% |
87% |
False |
False |
68,385 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2309 |
|
2.618 |
1.2152 |
|
1.618 |
1.2056 |
|
1.000 |
1.1997 |
|
0.618 |
1.1960 |
|
HIGH |
1.1901 |
|
0.618 |
1.1864 |
|
0.500 |
1.1853 |
|
0.382 |
1.1841 |
|
LOW |
1.1805 |
|
0.618 |
1.1745 |
|
1.000 |
1.1709 |
|
1.618 |
1.1649 |
|
2.618 |
1.1553 |
|
4.250 |
1.1397 |
|
|
| Fisher Pivots for day following 06-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1879 |
1.1847 |
| PP |
1.1866 |
1.1802 |
| S1 |
1.1853 |
1.1757 |
|