CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 13-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2020 |
13-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1784 |
1.1814 |
0.0030 |
0.3% |
1.1897 |
| High |
1.1831 |
1.1846 |
0.0015 |
0.1% |
1.1930 |
| Low |
1.1767 |
1.1807 |
0.0040 |
0.3% |
1.1754 |
| Close |
1.1815 |
1.1841 |
0.0026 |
0.2% |
1.1841 |
| Range |
0.0064 |
0.0039 |
-0.0025 |
-39.1% |
0.0176 |
| ATR |
0.0085 |
0.0082 |
-0.0003 |
-3.9% |
0.0000 |
| Volume |
123,009 |
87,448 |
-35,561 |
-28.9% |
752,264 |
|
| Daily Pivots for day following 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1948 |
1.1933 |
1.1862 |
|
| R3 |
1.1909 |
1.1894 |
1.1851 |
|
| R2 |
1.1870 |
1.1870 |
1.1848 |
|
| R1 |
1.1855 |
1.1855 |
1.1844 |
1.1863 |
| PP |
1.1831 |
1.1831 |
1.1831 |
1.1835 |
| S1 |
1.1816 |
1.1816 |
1.1837 |
1.1824 |
| S2 |
1.1792 |
1.1792 |
1.1833 |
|
| S3 |
1.1753 |
1.1777 |
1.1830 |
|
| S4 |
1.1714 |
1.1738 |
1.1819 |
|
|
| Weekly Pivots for week ending 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2369 |
1.2281 |
1.1937 |
|
| R3 |
1.2193 |
1.2105 |
1.1889 |
|
| R2 |
1.2017 |
1.2017 |
1.1873 |
|
| R1 |
1.1929 |
1.1929 |
1.1857 |
1.1885 |
| PP |
1.1841 |
1.1841 |
1.1841 |
1.1819 |
| S1 |
1.1753 |
1.1753 |
1.1824 |
1.1709 |
| S2 |
1.1665 |
1.1665 |
1.1808 |
|
| S3 |
1.1489 |
1.1577 |
1.1792 |
|
| S4 |
1.1313 |
1.1401 |
1.1744 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1930 |
1.1754 |
0.0176 |
1.5% |
0.0076 |
0.6% |
49% |
False |
False |
150,452 |
| 10 |
1.1930 |
1.1613 |
0.0317 |
2.7% |
0.0093 |
0.8% |
72% |
False |
False |
170,428 |
| 20 |
1.1930 |
1.1613 |
0.0317 |
2.7% |
0.0082 |
0.7% |
72% |
False |
False |
176,471 |
| 40 |
1.1930 |
1.1613 |
0.0317 |
2.7% |
0.0076 |
0.6% |
72% |
False |
False |
174,081 |
| 60 |
1.2038 |
1.1613 |
0.0425 |
3.6% |
0.0080 |
0.7% |
54% |
False |
False |
148,483 |
| 80 |
1.2038 |
1.1613 |
0.0425 |
3.6% |
0.0084 |
0.7% |
54% |
False |
False |
111,736 |
| 100 |
1.2038 |
1.1226 |
0.0812 |
6.9% |
0.0083 |
0.7% |
76% |
False |
False |
89,522 |
| 120 |
1.2038 |
1.1041 |
0.0997 |
8.4% |
0.0085 |
0.7% |
80% |
False |
False |
74,649 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2011 |
|
2.618 |
1.1948 |
|
1.618 |
1.1909 |
|
1.000 |
1.1885 |
|
0.618 |
1.1870 |
|
HIGH |
1.1846 |
|
0.618 |
1.1831 |
|
0.500 |
1.1826 |
|
0.382 |
1.1821 |
|
LOW |
1.1807 |
|
0.618 |
1.1782 |
|
1.000 |
1.1768 |
|
1.618 |
1.1743 |
|
2.618 |
1.1704 |
|
4.250 |
1.1641 |
|
|
| Fisher Pivots for day following 13-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1836 |
1.1827 |
| PP |
1.1831 |
1.1813 |
| S1 |
1.1826 |
1.1800 |
|