CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 08-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2020 |
08-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1775 |
1.1805 |
0.0030 |
0.3% |
1.1675 |
| High |
1.1823 |
1.1822 |
-0.0002 |
0.0% |
1.1813 |
| Low |
1.1767 |
1.1774 |
0.0007 |
0.1% |
1.1662 |
| Close |
1.1809 |
1.1798 |
-0.0011 |
-0.1% |
1.1756 |
| Range |
0.0057 |
0.0048 |
-0.0009 |
-15.0% |
0.0152 |
| ATR |
0.0075 |
0.0073 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
556 |
171 |
-385 |
-69.2% |
2,105 |
|
| Daily Pivots for day following 08-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1942 |
1.1918 |
1.1824 |
|
| R3 |
1.1894 |
1.1870 |
1.1811 |
|
| R2 |
1.1846 |
1.1846 |
1.1807 |
|
| R1 |
1.1822 |
1.1822 |
1.1802 |
1.1810 |
| PP |
1.1798 |
1.1798 |
1.1798 |
1.1792 |
| S1 |
1.1774 |
1.1774 |
1.1794 |
1.1762 |
| S2 |
1.1750 |
1.1750 |
1.1789 |
|
| S3 |
1.1702 |
1.1726 |
1.1785 |
|
| S4 |
1.1654 |
1.1678 |
1.1772 |
|
|
| 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 |
1.1739 |
0.0113 |
1.0% |
0.0064 |
0.5% |
53% |
False |
False |
460 |
| 10 |
1.1851 |
1.1658 |
0.0193 |
1.6% |
0.0066 |
0.6% |
73% |
False |
False |
404 |
| 20 |
1.1952 |
1.1658 |
0.0294 |
2.5% |
0.0071 |
0.6% |
48% |
False |
False |
431 |
| 40 |
1.2061 |
1.1658 |
0.0403 |
3.4% |
0.0076 |
0.6% |
35% |
False |
False |
248 |
| 60 |
1.2061 |
1.1436 |
0.0625 |
5.3% |
0.0079 |
0.7% |
58% |
False |
False |
180 |
| 80 |
1.2061 |
1.1248 |
0.0813 |
6.9% |
0.0078 |
0.7% |
68% |
False |
False |
140 |
| 100 |
1.2061 |
1.0957 |
0.1104 |
9.4% |
0.0077 |
0.7% |
76% |
False |
False |
116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2026 |
|
2.618 |
1.1947 |
|
1.618 |
1.1899 |
|
1.000 |
1.1870 |
|
0.618 |
1.1851 |
|
HIGH |
1.1822 |
|
0.618 |
1.1803 |
|
0.500 |
1.1798 |
|
0.382 |
1.1792 |
|
LOW |
1.1774 |
|
0.618 |
1.1744 |
|
1.000 |
1.1726 |
|
1.618 |
1.1696 |
|
2.618 |
1.1648 |
|
4.250 |
1.1570 |
|
|
| Fisher Pivots for day following 08-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1798 |
1.1809 |
| PP |
1.1798 |
1.1805 |
| S1 |
1.1798 |
1.1802 |
|