CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 09-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2020 |
09-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1834 |
1.1897 |
0.0063 |
0.5% |
1.1655 |
| High |
1.1901 |
1.1930 |
0.0029 |
0.2% |
1.1901 |
| Low |
1.1805 |
1.1804 |
-0.0001 |
0.0% |
1.1613 |
| Close |
1.1892 |
1.1841 |
-0.0051 |
-0.4% |
1.1892 |
| Range |
0.0096 |
0.0126 |
0.0030 |
31.3% |
0.0288 |
| ATR |
0.0085 |
0.0088 |
0.0003 |
3.4% |
0.0000 |
| Volume |
195,510 |
247,147 |
51,637 |
26.4% |
952,017 |
|
| Daily Pivots for day following 09-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2236 |
1.2165 |
1.1910 |
|
| R3 |
1.2110 |
1.2039 |
1.1876 |
|
| R2 |
1.1984 |
1.1984 |
1.1864 |
|
| R1 |
1.1913 |
1.1913 |
1.1853 |
1.1885 |
| PP |
1.1858 |
1.1858 |
1.1858 |
1.1844 |
| S1 |
1.1787 |
1.1787 |
1.1829 |
1.1759 |
| S2 |
1.1732 |
1.1732 |
1.1818 |
|
| S3 |
1.1606 |
1.1661 |
1.1806 |
|
| S4 |
1.1480 |
1.1535 |
1.1772 |
|
|
| 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 |
1.1930 |
1.1613 |
0.0317 |
2.7% |
0.0129 |
1.1% |
72% |
True |
False |
213,325 |
| 10 |
1.1930 |
1.1613 |
0.0317 |
2.7% |
0.0097 |
0.8% |
72% |
True |
False |
201,587 |
| 20 |
1.1930 |
1.1613 |
0.0317 |
2.7% |
0.0083 |
0.7% |
72% |
True |
False |
183,341 |
| 40 |
1.1930 |
1.1613 |
0.0317 |
2.7% |
0.0078 |
0.7% |
72% |
True |
False |
178,582 |
| 60 |
1.2038 |
1.1613 |
0.0425 |
3.6% |
0.0081 |
0.7% |
54% |
False |
False |
140,217 |
| 80 |
1.2038 |
1.1439 |
0.0599 |
5.1% |
0.0085 |
0.7% |
67% |
False |
False |
105,459 |
| 100 |
1.2038 |
1.1214 |
0.0824 |
7.0% |
0.0084 |
0.7% |
76% |
False |
False |
84,482 |
| 120 |
1.2038 |
1.0920 |
0.1118 |
9.4% |
0.0085 |
0.7% |
82% |
False |
False |
70,444 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2465 |
|
2.618 |
1.2259 |
|
1.618 |
1.2133 |
|
1.000 |
1.2056 |
|
0.618 |
1.2007 |
|
HIGH |
1.1930 |
|
0.618 |
1.1881 |
|
0.500 |
1.1867 |
|
0.382 |
1.1852 |
|
LOW |
1.1804 |
|
0.618 |
1.1726 |
|
1.000 |
1.1678 |
|
1.618 |
1.1600 |
|
2.618 |
1.1474 |
|
4.250 |
1.1268 |
|
|
| Fisher Pivots for day following 09-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1867 |
1.1836 |
| PP |
1.1858 |
1.1830 |
| S1 |
1.1850 |
1.1825 |
|