CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 19-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2020 |
19-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1870 |
1.1860 |
-0.0010 |
-0.1% |
1.1897 |
| High |
1.1898 |
1.1889 |
-0.0009 |
-0.1% |
1.1930 |
| Low |
1.1856 |
1.1822 |
-0.0034 |
-0.3% |
1.1754 |
| Close |
1.1870 |
1.1882 |
0.0012 |
0.1% |
1.1841 |
| Range |
0.0042 |
0.0067 |
0.0025 |
60.2% |
0.0176 |
| ATR |
0.0075 |
0.0075 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
113,510 |
141,175 |
27,665 |
24.4% |
752,264 |
|
| Daily Pivots for day following 19-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2064 |
1.2039 |
1.1918 |
|
| R3 |
1.1997 |
1.1973 |
1.1900 |
|
| R2 |
1.1931 |
1.1931 |
1.1894 |
|
| R1 |
1.1906 |
1.1906 |
1.1888 |
1.1918 |
| PP |
1.1864 |
1.1864 |
1.1864 |
1.1870 |
| S1 |
1.1840 |
1.1840 |
1.1875 |
1.1852 |
| S2 |
1.1798 |
1.1798 |
1.1869 |
|
| S3 |
1.1731 |
1.1773 |
1.1863 |
|
| S4 |
1.1665 |
1.1707 |
1.1845 |
|
|
| 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 |
1.1807 |
0.0095 |
0.8% |
0.0051 |
0.4% |
79% |
False |
False |
118,425 |
| 10 |
1.1930 |
1.1754 |
0.0176 |
1.5% |
0.0069 |
0.6% |
73% |
False |
False |
145,245 |
| 20 |
1.1930 |
1.1613 |
0.0317 |
2.7% |
0.0079 |
0.7% |
85% |
False |
False |
167,465 |
| 40 |
1.1930 |
1.1613 |
0.0317 |
2.7% |
0.0073 |
0.6% |
85% |
False |
False |
165,563 |
| 60 |
1.2038 |
1.1613 |
0.0425 |
3.6% |
0.0078 |
0.7% |
63% |
False |
False |
156,730 |
| 80 |
1.2038 |
1.1613 |
0.0425 |
3.6% |
0.0082 |
0.7% |
63% |
False |
False |
117,999 |
| 100 |
1.2038 |
1.1226 |
0.0812 |
6.8% |
0.0082 |
0.7% |
81% |
False |
False |
94,553 |
| 120 |
1.2038 |
1.1214 |
0.0824 |
6.9% |
0.0084 |
0.7% |
81% |
False |
False |
78,853 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2171 |
|
2.618 |
1.2063 |
|
1.618 |
1.1996 |
|
1.000 |
1.1955 |
|
0.618 |
1.1930 |
|
HIGH |
1.1889 |
|
0.618 |
1.1863 |
|
0.500 |
1.1855 |
|
0.382 |
1.1847 |
|
LOW |
1.1822 |
|
0.618 |
1.1781 |
|
1.000 |
1.1756 |
|
1.618 |
1.1714 |
|
2.618 |
1.1648 |
|
4.250 |
1.1539 |
|
|
| Fisher Pivots for day following 19-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1873 |
1.1875 |
| PP |
1.1864 |
1.1868 |
| S1 |
1.1855 |
1.1862 |
|