CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 06-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2020 |
06-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1759 |
1.1827 |
0.0069 |
0.6% |
1.1675 |
| High |
1.1840 |
1.1851 |
0.0011 |
0.1% |
1.1813 |
| Low |
1.1752 |
1.1774 |
0.0022 |
0.2% |
1.1662 |
| Close |
1.1818 |
1.1795 |
-0.0024 |
-0.2% |
1.1756 |
| Range |
0.0089 |
0.0078 |
-0.0011 |
-12.4% |
0.0152 |
| ATR |
0.0077 |
0.0077 |
0.0000 |
0.1% |
0.0000 |
| Volume |
397 |
485 |
88 |
22.2% |
2,105 |
|
| Daily Pivots for day following 06-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2039 |
1.1994 |
1.1837 |
|
| R3 |
1.1961 |
1.1917 |
1.1816 |
|
| R2 |
1.1884 |
1.1884 |
1.1809 |
|
| R1 |
1.1839 |
1.1839 |
1.1802 |
1.1823 |
| PP |
1.1806 |
1.1806 |
1.1806 |
1.1798 |
| S1 |
1.1762 |
1.1762 |
1.1787 |
1.1745 |
| S2 |
1.1729 |
1.1729 |
1.1780 |
|
| S3 |
1.1651 |
1.1684 |
1.1773 |
|
| S4 |
1.1574 |
1.1607 |
1.1752 |
|
|
| 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 |
1.1851 |
1.1729 |
0.0122 |
1.0% |
0.0068 |
0.6% |
54% |
True |
False |
487 |
| 10 |
1.1851 |
1.1658 |
0.0193 |
1.6% |
0.0068 |
0.6% |
71% |
True |
False |
403 |
| 20 |
1.1969 |
1.1658 |
0.0311 |
2.6% |
0.0075 |
0.6% |
44% |
False |
False |
414 |
| 40 |
1.2061 |
1.1658 |
0.0403 |
3.4% |
0.0078 |
0.7% |
34% |
False |
False |
231 |
| 60 |
1.2061 |
1.1392 |
0.0669 |
5.7% |
0.0080 |
0.7% |
60% |
False |
False |
168 |
| 80 |
1.2061 |
1.1248 |
0.0813 |
6.9% |
0.0079 |
0.7% |
67% |
False |
False |
131 |
| 100 |
1.2061 |
1.0885 |
0.1176 |
10.0% |
0.0077 |
0.7% |
77% |
False |
False |
109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2180 |
|
2.618 |
1.2054 |
|
1.618 |
1.1976 |
|
1.000 |
1.1929 |
|
0.618 |
1.1899 |
|
HIGH |
1.1851 |
|
0.618 |
1.1821 |
|
0.500 |
1.1812 |
|
0.382 |
1.1803 |
|
LOW |
1.1774 |
|
0.618 |
1.1726 |
|
1.000 |
1.1696 |
|
1.618 |
1.1648 |
|
2.618 |
1.1571 |
|
4.250 |
1.1444 |
|
|
| Fisher Pivots for day following 06-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1812 |
1.1795 |
| PP |
1.1806 |
1.1795 |
| S1 |
1.1800 |
1.1795 |
|