CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 02-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2020 |
02-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1770 |
1.1779 |
0.0009 |
0.1% |
1.1675 |
| High |
1.1813 |
1.1790 |
-0.0023 |
-0.2% |
1.1813 |
| Low |
1.1761 |
1.1739 |
-0.0023 |
-0.2% |
1.1662 |
| Close |
1.1790 |
1.1756 |
-0.0034 |
-0.3% |
1.1756 |
| Range |
0.0052 |
0.0052 |
-0.0001 |
-1.0% |
0.0152 |
| ATR |
0.0078 |
0.0076 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
426 |
694 |
268 |
62.9% |
2,105 |
|
| Daily Pivots for day following 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1916 |
1.1887 |
1.1784 |
|
| R3 |
1.1864 |
1.1836 |
1.1770 |
|
| R2 |
1.1813 |
1.1813 |
1.1765 |
|
| R1 |
1.1784 |
1.1784 |
1.1760 |
1.1773 |
| PP |
1.1761 |
1.1761 |
1.1761 |
1.1756 |
| S1 |
1.1733 |
1.1733 |
1.1751 |
1.1721 |
| S2 |
1.1710 |
1.1710 |
1.1746 |
|
| S3 |
1.1658 |
1.1681 |
1.1741 |
|
| S4 |
1.1607 |
1.1630 |
1.1727 |
|
|
| Weekly Pivots for week ending 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2198 |
1.2128 |
1.1839 |
|
| R3 |
1.2046 |
1.1977 |
1.1797 |
|
| R2 |
1.1895 |
1.1895 |
1.1783 |
|
| R1 |
1.1825 |
1.1825 |
1.1769 |
1.1860 |
| PP |
1.1743 |
1.1743 |
1.1743 |
1.1761 |
| S1 |
1.1674 |
1.1674 |
1.1742 |
1.1709 |
| S2 |
1.1592 |
1.1592 |
1.1728 |
|
| S3 |
1.1440 |
1.1522 |
1.1714 |
|
| S4 |
1.1289 |
1.1371 |
1.1672 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1813 |
1.1662 |
0.0152 |
1.3% |
0.0064 |
0.5% |
62% |
False |
False |
421 |
| 10 |
1.1919 |
1.1658 |
0.0261 |
2.2% |
0.0074 |
0.6% |
37% |
False |
False |
416 |
| 20 |
1.1969 |
1.1658 |
0.0311 |
2.6% |
0.0074 |
0.6% |
31% |
False |
False |
394 |
| 40 |
1.2061 |
1.1658 |
0.0403 |
3.4% |
0.0078 |
0.7% |
24% |
False |
False |
209 |
| 60 |
1.2061 |
1.1325 |
0.0736 |
6.3% |
0.0079 |
0.7% |
59% |
False |
False |
154 |
| 80 |
1.2061 |
1.1248 |
0.0813 |
6.9% |
0.0079 |
0.7% |
62% |
False |
False |
120 |
| 100 |
1.2061 |
1.0857 |
0.1204 |
10.2% |
0.0077 |
0.7% |
75% |
False |
False |
101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2009 |
|
2.618 |
1.1925 |
|
1.618 |
1.1873 |
|
1.000 |
1.1842 |
|
0.618 |
1.1822 |
|
HIGH |
1.1790 |
|
0.618 |
1.1770 |
|
0.500 |
1.1764 |
|
0.382 |
1.1758 |
|
LOW |
1.1739 |
|
0.618 |
1.1707 |
|
1.000 |
1.1687 |
|
1.618 |
1.1655 |
|
2.618 |
1.1604 |
|
4.250 |
1.1520 |
|
|
| Fisher Pivots for day following 02-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1764 |
1.1771 |
| PP |
1.1761 |
1.1766 |
| S1 |
1.1758 |
1.1761 |
|