CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 14-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2020 |
14-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1843 |
1.1785 |
-0.0058 |
-0.5% |
1.1759 |
| High |
1.1855 |
1.1812 |
-0.0044 |
-0.4% |
1.1872 |
| Low |
1.1772 |
1.1761 |
-0.0011 |
-0.1% |
1.1752 |
| Close |
1.1786 |
1.1792 |
0.0006 |
0.1% |
1.1866 |
| Range |
0.0084 |
0.0051 |
-0.0033 |
-39.5% |
0.0121 |
| ATR |
0.0072 |
0.0070 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
334 |
1,531 |
1,197 |
358.4% |
2,469 |
|
| Daily Pivots for day following 14-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1940 |
1.1916 |
1.1819 |
|
| R3 |
1.1889 |
1.1866 |
1.1805 |
|
| R2 |
1.1839 |
1.1839 |
1.1801 |
|
| R1 |
1.1815 |
1.1815 |
1.1796 |
1.1827 |
| PP |
1.1788 |
1.1788 |
1.1788 |
1.1794 |
| S1 |
1.1765 |
1.1765 |
1.1787 |
1.1776 |
| S2 |
1.1738 |
1.1738 |
1.1782 |
|
| S3 |
1.1687 |
1.1714 |
1.1778 |
|
| S4 |
1.1637 |
1.1664 |
1.1764 |
|
|
| 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 |
1.1761 |
0.0111 |
0.9% |
0.0059 |
0.5% |
27% |
False |
True |
622 |
| 10 |
1.1872 |
1.1739 |
0.0134 |
1.1% |
0.0062 |
0.5% |
40% |
False |
False |
567 |
| 20 |
1.1919 |
1.1658 |
0.0261 |
2.2% |
0.0070 |
0.6% |
51% |
False |
False |
482 |
| 40 |
1.2061 |
1.1658 |
0.0403 |
3.4% |
0.0077 |
0.6% |
33% |
False |
False |
320 |
| 60 |
1.2061 |
1.1571 |
0.0490 |
4.2% |
0.0078 |
0.7% |
45% |
False |
False |
228 |
| 80 |
1.2061 |
1.1255 |
0.0806 |
6.8% |
0.0077 |
0.7% |
67% |
False |
False |
176 |
| 100 |
1.2061 |
1.0957 |
0.1104 |
9.4% |
0.0078 |
0.7% |
76% |
False |
False |
144 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2026 |
|
2.618 |
1.1944 |
|
1.618 |
1.1893 |
|
1.000 |
1.1862 |
|
0.618 |
1.1843 |
|
HIGH |
1.1812 |
|
0.618 |
1.1792 |
|
0.500 |
1.1786 |
|
0.382 |
1.1780 |
|
LOW |
1.1761 |
|
0.618 |
1.1730 |
|
1.000 |
1.1711 |
|
1.618 |
1.1679 |
|
2.618 |
1.1629 |
|
4.250 |
1.1546 |
|
|
| Fisher Pivots for day following 14-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1790 |
1.1814 |
| PP |
1.1788 |
1.1806 |
| S1 |
1.1786 |
1.1799 |
|