CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 24-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2020 |
24-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1865 |
1.1847 |
-0.0018 |
-0.2% |
1.1847 |
| High |
1.1912 |
1.1902 |
-0.0010 |
-0.1% |
1.1902 |
| Low |
1.1805 |
1.1844 |
0.0039 |
0.3% |
1.1821 |
| Close |
1.1848 |
1.1888 |
0.0040 |
0.3% |
1.1864 |
| Range |
0.0108 |
0.0059 |
-0.0049 |
-45.6% |
0.0081 |
| ATR |
0.0075 |
0.0074 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
205,523 |
148,296 |
-57,227 |
-27.8% |
626,348 |
|
| Daily Pivots for day following 24-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2053 |
1.2029 |
1.1920 |
|
| R3 |
1.1995 |
1.1970 |
1.1904 |
|
| R2 |
1.1936 |
1.1936 |
1.1898 |
|
| R1 |
1.1912 |
1.1912 |
1.1893 |
1.1924 |
| PP |
1.1878 |
1.1878 |
1.1878 |
1.1884 |
| S1 |
1.1853 |
1.1853 |
1.1882 |
1.1866 |
| S2 |
1.1819 |
1.1819 |
1.1877 |
|
| S3 |
1.1761 |
1.1795 |
1.1871 |
|
| S4 |
1.1702 |
1.1736 |
1.1855 |
|
|
| 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% |
0.0063 |
0.5% |
77% |
False |
False |
146,034 |
| 10 |
1.1912 |
1.1754 |
0.0159 |
1.3% |
0.0061 |
0.5% |
85% |
False |
False |
132,950 |
| 20 |
1.1930 |
1.1613 |
0.0317 |
2.7% |
0.0080 |
0.7% |
87% |
False |
False |
168,065 |
| 40 |
1.1930 |
1.1613 |
0.0317 |
2.7% |
0.0072 |
0.6% |
87% |
False |
False |
164,855 |
| 60 |
1.2038 |
1.1613 |
0.0425 |
3.6% |
0.0076 |
0.6% |
65% |
False |
False |
164,311 |
| 80 |
1.2038 |
1.1613 |
0.0425 |
3.6% |
0.0080 |
0.7% |
65% |
False |
False |
123,881 |
| 100 |
1.2038 |
1.1293 |
0.0745 |
6.3% |
0.0081 |
0.7% |
80% |
False |
False |
99,288 |
| 120 |
1.2038 |
1.1214 |
0.0824 |
6.9% |
0.0083 |
0.7% |
82% |
False |
False |
82,809 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2151 |
|
2.618 |
1.2055 |
|
1.618 |
1.1997 |
|
1.000 |
1.1961 |
|
0.618 |
1.1938 |
|
HIGH |
1.1902 |
|
0.618 |
1.1880 |
|
0.500 |
1.1873 |
|
0.382 |
1.1866 |
|
LOW |
1.1844 |
|
0.618 |
1.1807 |
|
1.000 |
1.1785 |
|
1.618 |
1.1749 |
|
2.618 |
1.1690 |
|
4.250 |
1.1595 |
|
|
| Fisher Pivots for day following 24-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1883 |
1.1878 |
| PP |
1.1878 |
1.1868 |
| S1 |
1.1873 |
1.1858 |
|