CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 18-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2020 |
18-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1863 |
1.1870 |
0.0007 |
0.1% |
1.1897 |
| High |
1.1902 |
1.1898 |
-0.0004 |
0.0% |
1.1930 |
| Low |
1.1850 |
1.1856 |
0.0007 |
0.1% |
1.1754 |
| Close |
1.1872 |
1.1870 |
-0.0002 |
0.0% |
1.1841 |
| Range |
0.0052 |
0.0042 |
-0.0011 |
-20.2% |
0.0176 |
| ATR |
0.0078 |
0.0075 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
125,537 |
113,510 |
-12,027 |
-9.6% |
752,264 |
|
| Daily Pivots for day following 18-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1999 |
1.1976 |
1.1892 |
|
| R3 |
1.1957 |
1.1934 |
1.1881 |
|
| R2 |
1.1916 |
1.1916 |
1.1877 |
|
| R1 |
1.1893 |
1.1893 |
1.1873 |
1.1890 |
| PP |
1.1874 |
1.1874 |
1.1874 |
1.1873 |
| S1 |
1.1851 |
1.1851 |
1.1866 |
1.1849 |
| S2 |
1.1833 |
1.1833 |
1.1862 |
|
| S3 |
1.1791 |
1.1810 |
1.1858 |
|
| S4 |
1.1750 |
1.1768 |
1.1847 |
|
|
| 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 |
1.1767 |
0.0135 |
1.1% |
0.0051 |
0.4% |
76% |
False |
False |
114,792 |
| 10 |
1.1930 |
1.1721 |
0.0209 |
1.8% |
0.0078 |
0.7% |
71% |
False |
False |
151,905 |
| 20 |
1.1930 |
1.1613 |
0.0317 |
2.7% |
0.0078 |
0.7% |
81% |
False |
False |
167,986 |
| 40 |
1.1930 |
1.1613 |
0.0317 |
2.7% |
0.0073 |
0.6% |
81% |
False |
False |
166,827 |
| 60 |
1.2038 |
1.1613 |
0.0425 |
3.6% |
0.0078 |
0.7% |
60% |
False |
False |
154,424 |
| 80 |
1.2038 |
1.1613 |
0.0425 |
3.6% |
0.0082 |
0.7% |
60% |
False |
False |
116,244 |
| 100 |
1.2038 |
1.1226 |
0.0812 |
6.8% |
0.0082 |
0.7% |
79% |
False |
False |
93,147 |
| 120 |
1.2038 |
1.1164 |
0.0874 |
7.4% |
0.0084 |
0.7% |
81% |
False |
False |
77,677 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2074 |
|
2.618 |
1.2006 |
|
1.618 |
1.1965 |
|
1.000 |
1.1939 |
|
0.618 |
1.1923 |
|
HIGH |
1.1898 |
|
0.618 |
1.1882 |
|
0.500 |
1.1877 |
|
0.382 |
1.1872 |
|
LOW |
1.1856 |
|
0.618 |
1.1830 |
|
1.000 |
1.1815 |
|
1.618 |
1.1789 |
|
2.618 |
1.1747 |
|
4.250 |
1.1680 |
|
|
| Fisher Pivots for day following 18-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1877 |
1.1867 |
| PP |
1.1874 |
1.1864 |
| S1 |
1.1872 |
1.1861 |
|