CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 16-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2020 |
16-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1814 |
1.1847 |
0.0033 |
0.3% |
1.1897 |
| High |
1.1846 |
1.1877 |
0.0032 |
0.3% |
1.1930 |
| Low |
1.1807 |
1.1821 |
0.0015 |
0.1% |
1.1754 |
| Close |
1.1841 |
1.1850 |
0.0010 |
0.1% |
1.1841 |
| Range |
0.0039 |
0.0056 |
0.0017 |
43.6% |
0.0176 |
| ATR |
0.0082 |
0.0080 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
87,448 |
124,456 |
37,008 |
42.3% |
752,264 |
|
| Daily Pivots for day following 16-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2017 |
1.1990 |
1.1881 |
|
| R3 |
1.1961 |
1.1934 |
1.1865 |
|
| R2 |
1.1905 |
1.1905 |
1.1860 |
|
| R1 |
1.1878 |
1.1878 |
1.1855 |
1.1892 |
| PP |
1.1849 |
1.1849 |
1.1849 |
1.1856 |
| S1 |
1.1822 |
1.1822 |
1.1845 |
1.1836 |
| S2 |
1.1793 |
1.1793 |
1.1840 |
|
| S3 |
1.1737 |
1.1766 |
1.1835 |
|
| S4 |
1.1681 |
1.1710 |
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 |
1.1877 |
1.1754 |
0.0124 |
1.0% |
0.0062 |
0.5% |
78% |
True |
False |
125,914 |
| 10 |
1.1930 |
1.1613 |
0.0317 |
2.7% |
0.0096 |
0.8% |
75% |
False |
False |
169,620 |
| 20 |
1.1930 |
1.1613 |
0.0317 |
2.7% |
0.0081 |
0.7% |
75% |
False |
False |
173,851 |
| 40 |
1.1930 |
1.1613 |
0.0317 |
2.7% |
0.0074 |
0.6% |
75% |
False |
False |
171,323 |
| 60 |
1.2038 |
1.1613 |
0.0425 |
3.6% |
0.0079 |
0.7% |
56% |
False |
False |
150,510 |
| 80 |
1.2038 |
1.1613 |
0.0425 |
3.6% |
0.0083 |
0.7% |
56% |
False |
False |
113,279 |
| 100 |
1.2038 |
1.1226 |
0.0812 |
6.8% |
0.0083 |
0.7% |
77% |
False |
False |
90,762 |
| 120 |
1.2038 |
1.1119 |
0.0919 |
7.8% |
0.0084 |
0.7% |
80% |
False |
False |
75,686 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2115 |
|
2.618 |
1.2024 |
|
1.618 |
1.1968 |
|
1.000 |
1.1933 |
|
0.618 |
1.1912 |
|
HIGH |
1.1877 |
|
0.618 |
1.1856 |
|
0.500 |
1.1849 |
|
0.382 |
1.1842 |
|
LOW |
1.1821 |
|
0.618 |
1.1786 |
|
1.000 |
1.1765 |
|
1.618 |
1.1730 |
|
2.618 |
1.1674 |
|
4.250 |
1.1583 |
|
|
| Fisher Pivots for day following 16-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1850 |
1.1841 |
| PP |
1.1849 |
1.1831 |
| S1 |
1.1849 |
1.1822 |
|