CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 12-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2020 |
12-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1805 |
1.1855 |
0.0050 |
0.4% |
1.1759 |
| High |
1.1872 |
1.1867 |
-0.0006 |
0.0% |
1.1872 |
| Low |
1.1799 |
1.1828 |
0.0030 |
0.3% |
1.1752 |
| Close |
1.1866 |
1.1850 |
-0.0016 |
-0.1% |
1.1866 |
| Range |
0.0074 |
0.0039 |
-0.0035 |
-47.6% |
0.0121 |
| ATR |
0.0073 |
0.0071 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
860 |
216 |
-644 |
-74.9% |
2,469 |
|
| Daily Pivots for day following 12-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1964 |
1.1945 |
1.1871 |
|
| R3 |
1.1925 |
1.1907 |
1.1861 |
|
| R2 |
1.1887 |
1.1887 |
1.1857 |
|
| R1 |
1.1868 |
1.1868 |
1.1854 |
1.1858 |
| PP |
1.1848 |
1.1848 |
1.1848 |
1.1843 |
| S1 |
1.1830 |
1.1830 |
1.1846 |
1.1820 |
| S2 |
1.1810 |
1.1810 |
1.1843 |
|
| S3 |
1.1771 |
1.1791 |
1.1839 |
|
| S4 |
1.1733 |
1.1753 |
1.1829 |
|
|
| Weekly Pivots for week ending 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2191 |
1.2149 |
1.1932 |
|
| R3 |
1.2071 |
1.2028 |
1.1899 |
|
| R2 |
1.1950 |
1.1950 |
1.1888 |
|
| R1 |
1.1908 |
1.1908 |
1.1877 |
1.1929 |
| PP |
1.1830 |
1.1830 |
1.1830 |
1.1840 |
| S1 |
1.1787 |
1.1787 |
1.1854 |
1.1809 |
| S2 |
1.1709 |
1.1709 |
1.1843 |
|
| S3 |
1.1589 |
1.1667 |
1.1832 |
|
| S4 |
1.1468 |
1.1546 |
1.1799 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1872 |
1.1767 |
0.0106 |
0.9% |
0.0059 |
0.5% |
79% |
False |
False |
457 |
| 10 |
1.1872 |
1.1709 |
0.0163 |
1.4% |
0.0064 |
0.5% |
87% |
False |
False |
451 |
| 20 |
1.1952 |
1.1658 |
0.0294 |
2.5% |
0.0071 |
0.6% |
65% |
False |
False |
472 |
| 40 |
1.2061 |
1.1658 |
0.0403 |
3.4% |
0.0076 |
0.6% |
48% |
False |
False |
274 |
| 60 |
1.2061 |
1.1469 |
0.0592 |
5.0% |
0.0079 |
0.7% |
64% |
False |
False |
198 |
| 80 |
1.2061 |
1.1248 |
0.0813 |
6.9% |
0.0077 |
0.7% |
74% |
False |
False |
153 |
| 100 |
1.2061 |
1.0957 |
0.1104 |
9.3% |
0.0077 |
0.6% |
81% |
False |
False |
126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2030 |
|
2.618 |
1.1967 |
|
1.618 |
1.1929 |
|
1.000 |
1.1905 |
|
0.618 |
1.1890 |
|
HIGH |
1.1867 |
|
0.618 |
1.1852 |
|
0.500 |
1.1847 |
|
0.382 |
1.1843 |
|
LOW |
1.1828 |
|
0.618 |
1.1804 |
|
1.000 |
1.1790 |
|
1.618 |
1.1766 |
|
2.618 |
1.1727 |
|
4.250 |
1.1664 |
|
|
| Fisher Pivots for day following 12-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1849 |
1.1841 |
| PP |
1.1848 |
1.1832 |
| S1 |
1.1847 |
1.1823 |
|