CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 05-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2020 |
05-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1779 |
1.1759 |
-0.0021 |
-0.2% |
1.1675 |
| High |
1.1790 |
1.1840 |
0.0050 |
0.4% |
1.1813 |
| Low |
1.1739 |
1.1752 |
0.0013 |
0.1% |
1.1662 |
| Close |
1.1756 |
1.1818 |
0.0063 |
0.5% |
1.1756 |
| Range |
0.0052 |
0.0089 |
0.0037 |
71.8% |
0.0152 |
| ATR |
0.0076 |
0.0077 |
0.0001 |
1.2% |
0.0000 |
| Volume |
694 |
397 |
-297 |
-42.8% |
2,105 |
|
| Daily Pivots for day following 05-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2069 |
1.2032 |
1.1867 |
|
| R3 |
1.1980 |
1.1943 |
1.1842 |
|
| R2 |
1.1892 |
1.1892 |
1.1834 |
|
| R1 |
1.1855 |
1.1855 |
1.1826 |
1.1873 |
| PP |
1.1803 |
1.1803 |
1.1803 |
1.1812 |
| S1 |
1.1766 |
1.1766 |
1.1810 |
1.1785 |
| S2 |
1.1715 |
1.1715 |
1.1802 |
|
| S3 |
1.1626 |
1.1678 |
1.1794 |
|
| S4 |
1.1538 |
1.1589 |
1.1769 |
|
|
| 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 |
1.1840 |
1.1709 |
0.0131 |
1.1% |
0.0069 |
0.6% |
83% |
True |
False |
445 |
| 10 |
1.1840 |
1.1658 |
0.0182 |
1.5% |
0.0068 |
0.6% |
88% |
True |
False |
405 |
| 20 |
1.1969 |
1.1658 |
0.0311 |
2.6% |
0.0074 |
0.6% |
51% |
False |
False |
410 |
| 40 |
1.2061 |
1.1658 |
0.0403 |
3.4% |
0.0077 |
0.7% |
40% |
False |
False |
219 |
| 60 |
1.2061 |
1.1391 |
0.0670 |
5.7% |
0.0079 |
0.7% |
64% |
False |
False |
160 |
| 80 |
1.2061 |
1.1248 |
0.0813 |
6.9% |
0.0079 |
0.7% |
70% |
False |
False |
125 |
| 100 |
1.2061 |
1.0857 |
0.1204 |
10.2% |
0.0077 |
0.6% |
80% |
False |
False |
105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2216 |
|
2.618 |
1.2072 |
|
1.618 |
1.1983 |
|
1.000 |
1.1929 |
|
0.618 |
1.1895 |
|
HIGH |
1.1840 |
|
0.618 |
1.1806 |
|
0.500 |
1.1796 |
|
0.382 |
1.1785 |
|
LOW |
1.1752 |
|
0.618 |
1.1697 |
|
1.000 |
1.1663 |
|
1.618 |
1.1608 |
|
2.618 |
1.1520 |
|
4.250 |
1.1375 |
|
|
| Fisher Pivots for day following 05-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1811 |
1.1808 |
| PP |
1.1803 |
1.1799 |
| S1 |
1.1796 |
1.1789 |
|