CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 17-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2020 |
17-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1847 |
1.1863 |
0.0016 |
0.1% |
1.1897 |
| High |
1.1877 |
1.1902 |
0.0025 |
0.2% |
1.1930 |
| Low |
1.1821 |
1.1850 |
0.0029 |
0.2% |
1.1754 |
| Close |
1.1850 |
1.1872 |
0.0022 |
0.2% |
1.1841 |
| Range |
0.0056 |
0.0052 |
-0.0004 |
-7.1% |
0.0176 |
| ATR |
0.0080 |
0.0078 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
124,456 |
125,537 |
1,081 |
0.9% |
752,264 |
|
| Daily Pivots for day following 17-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2030 |
1.2003 |
1.1900 |
|
| R3 |
1.1978 |
1.1951 |
1.1886 |
|
| R2 |
1.1926 |
1.1926 |
1.1881 |
|
| R1 |
1.1899 |
1.1899 |
1.1876 |
1.1913 |
| PP |
1.1874 |
1.1874 |
1.1874 |
1.1881 |
| S1 |
1.1847 |
1.1847 |
1.1867 |
1.1861 |
| S2 |
1.1822 |
1.1822 |
1.1862 |
|
| S3 |
1.1770 |
1.1795 |
1.1857 |
|
| S4 |
1.1718 |
1.1743 |
1.1843 |
|
|
| 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 |
1.1902 |
1.1754 |
0.0148 |
1.2% |
0.0060 |
0.5% |
80% |
True |
False |
119,866 |
| 10 |
1.1930 |
1.1613 |
0.0317 |
2.7% |
0.0090 |
0.8% |
82% |
False |
False |
166,641 |
| 20 |
1.1930 |
1.1613 |
0.0317 |
2.7% |
0.0079 |
0.7% |
82% |
False |
False |
171,747 |
| 40 |
1.1930 |
1.1613 |
0.0317 |
2.7% |
0.0073 |
0.6% |
82% |
False |
False |
169,091 |
| 60 |
1.2038 |
1.1613 |
0.0425 |
3.6% |
0.0078 |
0.7% |
61% |
False |
False |
152,577 |
| 80 |
1.2038 |
1.1613 |
0.0425 |
3.6% |
0.0082 |
0.7% |
61% |
False |
False |
114,833 |
| 100 |
1.2038 |
1.1226 |
0.0812 |
6.8% |
0.0083 |
0.7% |
80% |
False |
False |
92,015 |
| 120 |
1.2038 |
1.1150 |
0.0888 |
7.5% |
0.0084 |
0.7% |
81% |
False |
False |
76,732 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2123 |
|
2.618 |
1.2038 |
|
1.618 |
1.1986 |
|
1.000 |
1.1954 |
|
0.618 |
1.1934 |
|
HIGH |
1.1902 |
|
0.618 |
1.1882 |
|
0.500 |
1.1876 |
|
0.382 |
1.1869 |
|
LOW |
1.1850 |
|
0.618 |
1.1817 |
|
1.000 |
1.1798 |
|
1.618 |
1.1765 |
|
2.618 |
1.1713 |
|
4.250 |
1.1629 |
|
|
| Fisher Pivots for day following 17-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1876 |
1.1866 |
| PP |
1.1874 |
1.1860 |
| S1 |
1.1873 |
1.1854 |
|