CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 23-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2020 |
23-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1879 |
1.1865 |
-0.0014 |
-0.1% |
1.1847 |
| High |
1.1897 |
1.1912 |
0.0016 |
0.1% |
1.1902 |
| Low |
1.1855 |
1.1805 |
-0.0051 |
-0.4% |
1.1821 |
| Close |
1.1864 |
1.1848 |
-0.0016 |
-0.1% |
1.1864 |
| Range |
0.0042 |
0.0108 |
0.0066 |
159.0% |
0.0081 |
| ATR |
0.0072 |
0.0075 |
0.0003 |
3.5% |
0.0000 |
| Volume |
121,670 |
205,523 |
83,853 |
68.9% |
626,348 |
|
| Daily Pivots for day following 23-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2177 |
1.2120 |
1.1907 |
|
| R3 |
1.2070 |
1.2012 |
1.1877 |
|
| R2 |
1.1962 |
1.1962 |
1.1867 |
|
| R1 |
1.1905 |
1.1905 |
1.1857 |
1.1880 |
| PP |
1.1855 |
1.1855 |
1.1855 |
1.1842 |
| S1 |
1.1797 |
1.1797 |
1.1838 |
1.1772 |
| S2 |
1.1747 |
1.1747 |
1.1828 |
|
| S3 |
1.1640 |
1.1690 |
1.1818 |
|
| S4 |
1.1532 |
1.1582 |
1.1788 |
|
|
| 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 |
1.1912 |
1.1805 |
0.0108 |
0.9% |
0.0062 |
0.5% |
40% |
True |
True |
141,483 |
| 10 |
1.1912 |
1.1754 |
0.0159 |
1.3% |
0.0062 |
0.5% |
59% |
True |
False |
133,698 |
| 20 |
1.1930 |
1.1613 |
0.0317 |
2.7% |
0.0080 |
0.7% |
74% |
False |
False |
167,643 |
| 40 |
1.1930 |
1.1613 |
0.0317 |
2.7% |
0.0073 |
0.6% |
74% |
False |
False |
165,569 |
| 60 |
1.2038 |
1.1613 |
0.0425 |
3.6% |
0.0076 |
0.6% |
55% |
False |
False |
161,944 |
| 80 |
1.2038 |
1.1613 |
0.0425 |
3.6% |
0.0080 |
0.7% |
55% |
False |
False |
122,039 |
| 100 |
1.2038 |
1.1260 |
0.0778 |
6.6% |
0.0082 |
0.7% |
76% |
False |
False |
97,809 |
| 120 |
1.2038 |
1.1214 |
0.0824 |
7.0% |
0.0083 |
0.7% |
77% |
False |
False |
81,574 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2369 |
|
2.618 |
1.2193 |
|
1.618 |
1.2086 |
|
1.000 |
1.2020 |
|
0.618 |
1.1978 |
|
HIGH |
1.1912 |
|
0.618 |
1.1871 |
|
0.500 |
1.1858 |
|
0.382 |
1.1846 |
|
LOW |
1.1805 |
|
0.618 |
1.1738 |
|
1.000 |
1.1697 |
|
1.618 |
1.1631 |
|
2.618 |
1.1523 |
|
4.250 |
1.1348 |
|
|
| Fisher Pivots for day following 23-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1858 |
1.1858 |
| PP |
1.1855 |
1.1855 |
| S1 |
1.1851 |
1.1851 |
|