CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 27-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2020 |
27-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1898 |
1.1921 |
0.0023 |
0.2% |
1.1865 |
| High |
1.1935 |
1.1967 |
0.0032 |
0.3% |
1.1967 |
| Low |
1.1887 |
1.1889 |
0.0003 |
0.0% |
1.1805 |
| Close |
1.1922 |
1.1961 |
0.0039 |
0.3% |
1.1961 |
| Range |
0.0049 |
0.0078 |
0.0029 |
59.8% |
0.0162 |
| ATR |
0.0072 |
0.0072 |
0.0000 |
0.6% |
0.0000 |
| Volume |
182,930 |
192,734 |
9,804 |
5.4% |
729,483 |
|
| Daily Pivots for day following 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2171 |
1.2143 |
1.2003 |
|
| R3 |
1.2094 |
1.2066 |
1.1982 |
|
| R2 |
1.2016 |
1.2016 |
1.1975 |
|
| R1 |
1.1988 |
1.1988 |
1.1968 |
1.2002 |
| PP |
1.1939 |
1.1939 |
1.1939 |
1.1946 |
| S1 |
1.1911 |
1.1911 |
1.1953 |
1.1925 |
| S2 |
1.1861 |
1.1861 |
1.1946 |
|
| S3 |
1.1784 |
1.1833 |
1.1939 |
|
| S4 |
1.1706 |
1.1756 |
1.1918 |
|
|
| Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2397 |
1.2341 |
1.2050 |
|
| R3 |
1.2235 |
1.2179 |
1.2005 |
|
| R2 |
1.2073 |
1.2073 |
1.1990 |
|
| R1 |
1.2017 |
1.2017 |
1.1975 |
1.2045 |
| PP |
1.1911 |
1.1911 |
1.1911 |
1.1925 |
| S1 |
1.1855 |
1.1855 |
1.1946 |
1.1883 |
| S2 |
1.1749 |
1.1749 |
1.1931 |
|
| S3 |
1.1587 |
1.1693 |
1.1916 |
|
| S4 |
1.1425 |
1.1531 |
1.1871 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1967 |
1.1805 |
0.0162 |
1.4% |
0.0067 |
0.6% |
96% |
True |
False |
170,230 |
| 10 |
1.1967 |
1.1805 |
0.0162 |
1.4% |
0.0059 |
0.5% |
96% |
True |
False |
144,327 |
| 20 |
1.1967 |
1.1613 |
0.0354 |
3.0% |
0.0077 |
0.6% |
98% |
True |
False |
162,970 |
| 40 |
1.1967 |
1.1613 |
0.0354 |
3.0% |
0.0073 |
0.6% |
98% |
True |
False |
164,201 |
| 60 |
1.1967 |
1.1613 |
0.0354 |
3.0% |
0.0074 |
0.6% |
98% |
True |
False |
170,163 |
| 80 |
1.2038 |
1.1613 |
0.0425 |
3.6% |
0.0079 |
0.7% |
82% |
False |
False |
128,549 |
| 100 |
1.2038 |
1.1293 |
0.0745 |
6.2% |
0.0081 |
0.7% |
90% |
False |
False |
103,038 |
| 120 |
1.2038 |
1.1214 |
0.0824 |
6.9% |
0.0083 |
0.7% |
91% |
False |
False |
85,937 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2296 |
|
2.618 |
1.2169 |
|
1.618 |
1.2092 |
|
1.000 |
1.2044 |
|
0.618 |
1.2014 |
|
HIGH |
1.1967 |
|
0.618 |
1.1937 |
|
0.500 |
1.1928 |
|
0.382 |
1.1919 |
|
LOW |
1.1889 |
|
0.618 |
1.1841 |
|
1.000 |
1.1812 |
|
1.618 |
1.1764 |
|
2.618 |
1.1686 |
|
4.250 |
1.1560 |
|
|
| Fisher Pivots for day following 27-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1950 |
1.1942 |
| PP |
1.1939 |
1.1924 |
| S1 |
1.1928 |
1.1905 |
|