CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 20-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2020 |
20-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1860 |
1.1879 |
0.0020 |
0.2% |
1.1847 |
| High |
1.1889 |
1.1897 |
0.0008 |
0.1% |
1.1902 |
| Low |
1.1822 |
1.1855 |
0.0033 |
0.3% |
1.1821 |
| Close |
1.1882 |
1.1864 |
-0.0018 |
-0.2% |
1.1864 |
| Range |
0.0067 |
0.0042 |
-0.0025 |
-37.6% |
0.0081 |
| ATR |
0.0075 |
0.0072 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
141,175 |
121,670 |
-19,505 |
-13.8% |
626,348 |
|
| Daily Pivots for day following 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1996 |
1.1971 |
1.1886 |
|
| R3 |
1.1955 |
1.1930 |
1.1875 |
|
| R2 |
1.1913 |
1.1913 |
1.1871 |
|
| R1 |
1.1888 |
1.1888 |
1.1867 |
1.1880 |
| PP |
1.1872 |
1.1872 |
1.1872 |
1.1868 |
| S1 |
1.1847 |
1.1847 |
1.1860 |
1.1839 |
| S2 |
1.1830 |
1.1830 |
1.1856 |
|
| S3 |
1.1789 |
1.1805 |
1.1852 |
|
| S4 |
1.1747 |
1.1764 |
1.1841 |
|
|
| Weekly Pivots for week ending 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2104 |
1.2064 |
1.1908 |
|
| R3 |
1.2023 |
1.1984 |
1.1886 |
|
| R2 |
1.1943 |
1.1943 |
1.1878 |
|
| R1 |
1.1903 |
1.1903 |
1.1871 |
1.1923 |
| PP |
1.1862 |
1.1862 |
1.1862 |
1.1872 |
| S1 |
1.1823 |
1.1823 |
1.1856 |
1.1842 |
| S2 |
1.1782 |
1.1782 |
1.1849 |
|
| S3 |
1.1701 |
1.1742 |
1.1841 |
|
| S4 |
1.1621 |
1.1662 |
1.1819 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1902 |
1.1821 |
0.0081 |
0.7% |
0.0052 |
0.4% |
53% |
False |
False |
125,269 |
| 10 |
1.1930 |
1.1754 |
0.0176 |
1.5% |
0.0064 |
0.5% |
63% |
False |
False |
137,861 |
| 20 |
1.1930 |
1.1613 |
0.0317 |
2.7% |
0.0077 |
0.6% |
79% |
False |
False |
165,096 |
| 40 |
1.1930 |
1.1613 |
0.0317 |
2.7% |
0.0072 |
0.6% |
79% |
False |
False |
164,248 |
| 60 |
1.2038 |
1.1613 |
0.0425 |
3.6% |
0.0076 |
0.6% |
59% |
False |
False |
158,655 |
| 80 |
1.2038 |
1.1613 |
0.0425 |
3.6% |
0.0081 |
0.7% |
59% |
False |
False |
119,497 |
| 100 |
1.2038 |
1.1260 |
0.0778 |
6.6% |
0.0082 |
0.7% |
78% |
False |
False |
95,762 |
| 120 |
1.2038 |
1.1214 |
0.0824 |
6.9% |
0.0084 |
0.7% |
79% |
False |
False |
79,866 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2073 |
|
2.618 |
1.2005 |
|
1.618 |
1.1964 |
|
1.000 |
1.1938 |
|
0.618 |
1.1922 |
|
HIGH |
1.1897 |
|
0.618 |
1.1881 |
|
0.500 |
1.1876 |
|
0.382 |
1.1871 |
|
LOW |
1.1855 |
|
0.618 |
1.1829 |
|
1.000 |
1.1814 |
|
1.618 |
1.1788 |
|
2.618 |
1.1746 |
|
4.250 |
1.1679 |
|
|
| Fisher Pivots for day following 20-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1876 |
1.1862 |
| PP |
1.1872 |
1.1861 |
| S1 |
1.1868 |
1.1860 |
|