CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 13-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2020 |
13-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1855 |
1.1843 |
-0.0013 |
-0.1% |
1.1759 |
| High |
1.1867 |
1.1855 |
-0.0012 |
-0.1% |
1.1872 |
| Low |
1.1828 |
1.1772 |
-0.0057 |
-0.5% |
1.1752 |
| Close |
1.1850 |
1.1786 |
-0.0065 |
-0.5% |
1.1866 |
| Range |
0.0039 |
0.0084 |
0.0045 |
116.9% |
0.0121 |
| ATR |
0.0071 |
0.0072 |
0.0001 |
1.3% |
0.0000 |
| Volume |
216 |
334 |
118 |
54.6% |
2,469 |
|
| Daily Pivots for day following 13-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2055 |
1.2004 |
1.1831 |
|
| R3 |
1.1971 |
1.1920 |
1.1808 |
|
| R2 |
1.1888 |
1.1888 |
1.1801 |
|
| R1 |
1.1837 |
1.1837 |
1.1793 |
1.1820 |
| PP |
1.1804 |
1.1804 |
1.1804 |
1.1796 |
| S1 |
1.1753 |
1.1753 |
1.1778 |
1.1737 |
| S2 |
1.1721 |
1.1721 |
1.1770 |
|
| S3 |
1.1637 |
1.1670 |
1.1763 |
|
| S4 |
1.1554 |
1.1586 |
1.1740 |
|
|
| 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% |
0.0060 |
0.5% |
18% |
False |
False |
427 |
| 10 |
1.1872 |
1.1729 |
0.0143 |
1.2% |
0.0064 |
0.5% |
40% |
False |
False |
457 |
| 20 |
1.1932 |
1.1658 |
0.0274 |
2.3% |
0.0073 |
0.6% |
47% |
False |
False |
433 |
| 40 |
1.2061 |
1.1658 |
0.0403 |
3.4% |
0.0076 |
0.6% |
32% |
False |
False |
282 |
| 60 |
1.2061 |
1.1489 |
0.0572 |
4.9% |
0.0079 |
0.7% |
52% |
False |
False |
202 |
| 80 |
1.2061 |
1.1251 |
0.0810 |
6.9% |
0.0077 |
0.7% |
66% |
False |
False |
157 |
| 100 |
1.2061 |
1.0957 |
0.1104 |
9.4% |
0.0077 |
0.7% |
75% |
False |
False |
129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2210 |
|
2.618 |
1.2074 |
|
1.618 |
1.1990 |
|
1.000 |
1.1939 |
|
0.618 |
1.1907 |
|
HIGH |
1.1855 |
|
0.618 |
1.1823 |
|
0.500 |
1.1813 |
|
0.382 |
1.1803 |
|
LOW |
1.1772 |
|
0.618 |
1.1720 |
|
1.000 |
1.1688 |
|
1.618 |
1.1636 |
|
2.618 |
1.1553 |
|
4.250 |
1.1417 |
|
|
| Fisher Pivots for day following 13-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1813 |
1.1822 |
| PP |
1.1804 |
1.1810 |
| S1 |
1.1795 |
1.1798 |
|