CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 30-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2020 |
30-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1921 |
1.1968 |
0.0047 |
0.4% |
1.1865 |
| High |
1.1967 |
1.2008 |
0.0041 |
0.3% |
1.1967 |
| Low |
1.1889 |
1.1928 |
0.0039 |
0.3% |
1.1805 |
| Close |
1.1961 |
1.1951 |
-0.0010 |
-0.1% |
1.1961 |
| Range |
0.0078 |
0.0080 |
0.0003 |
3.2% |
0.0162 |
| ATR |
0.0072 |
0.0073 |
0.0001 |
0.8% |
0.0000 |
| Volume |
192,734 |
236,326 |
43,592 |
22.6% |
729,483 |
|
| Daily Pivots for day following 30-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2202 |
1.2156 |
1.1995 |
|
| R3 |
1.2122 |
1.2076 |
1.1973 |
|
| R2 |
1.2042 |
1.2042 |
1.1965 |
|
| R1 |
1.1996 |
1.1996 |
1.1958 |
1.1979 |
| PP |
1.1962 |
1.1962 |
1.1962 |
1.1953 |
| S1 |
1.1916 |
1.1916 |
1.1943 |
1.1899 |
| S2 |
1.1882 |
1.1882 |
1.1936 |
|
| S3 |
1.1802 |
1.1836 |
1.1929 |
|
| S4 |
1.1722 |
1.1756 |
1.1907 |
|
|
| 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 |
1.2008 |
1.1805 |
0.0203 |
1.7% |
0.0074 |
0.6% |
72% |
True |
False |
193,161 |
| 10 |
1.2008 |
1.1805 |
0.0203 |
1.7% |
0.0063 |
0.5% |
72% |
True |
False |
159,215 |
| 20 |
1.2008 |
1.1613 |
0.0395 |
3.3% |
0.0078 |
0.7% |
86% |
True |
False |
164,821 |
| 40 |
1.2008 |
1.1613 |
0.0395 |
3.3% |
0.0073 |
0.6% |
86% |
True |
False |
165,480 |
| 60 |
1.2008 |
1.1613 |
0.0395 |
3.3% |
0.0075 |
0.6% |
86% |
True |
False |
173,707 |
| 80 |
1.2038 |
1.1613 |
0.0425 |
3.6% |
0.0079 |
0.7% |
80% |
False |
False |
131,487 |
| 100 |
1.2038 |
1.1293 |
0.0745 |
6.2% |
0.0081 |
0.7% |
88% |
False |
False |
105,373 |
| 120 |
1.2038 |
1.1214 |
0.0824 |
6.9% |
0.0082 |
0.7% |
89% |
False |
False |
87,904 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2348 |
|
2.618 |
1.2217 |
|
1.618 |
1.2137 |
|
1.000 |
1.2088 |
|
0.618 |
1.2057 |
|
HIGH |
1.2008 |
|
0.618 |
1.1977 |
|
0.500 |
1.1968 |
|
0.382 |
1.1958 |
|
LOW |
1.1928 |
|
0.618 |
1.1878 |
|
1.000 |
1.1848 |
|
1.618 |
1.1798 |
|
2.618 |
1.1718 |
|
4.250 |
1.1588 |
|
|
| Fisher Pivots for day following 30-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1968 |
1.1949 |
| PP |
1.1962 |
1.1948 |
| S1 |
1.1956 |
1.1947 |
|