CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 15-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2020 |
15-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1785 |
1.1784 |
-0.0001 |
0.0% |
1.1759 |
| High |
1.1812 |
1.1797 |
-0.0015 |
-0.1% |
1.1872 |
| Low |
1.1761 |
1.1729 |
-0.0033 |
-0.3% |
1.1752 |
| Close |
1.1792 |
1.1737 |
-0.0055 |
-0.5% |
1.1866 |
| Range |
0.0051 |
0.0069 |
0.0018 |
35.6% |
0.0121 |
| ATR |
0.0070 |
0.0070 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
1,531 |
303 |
-1,228 |
-80.2% |
2,469 |
|
| Daily Pivots for day following 15-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1960 |
1.1917 |
1.1775 |
|
| R3 |
1.1891 |
1.1848 |
1.1756 |
|
| R2 |
1.1823 |
1.1823 |
1.1750 |
|
| R1 |
1.1780 |
1.1780 |
1.1743 |
1.1767 |
| PP |
1.1754 |
1.1754 |
1.1754 |
1.1748 |
| S1 |
1.1711 |
1.1711 |
1.1731 |
1.1699 |
| S2 |
1.1686 |
1.1686 |
1.1724 |
|
| S3 |
1.1617 |
1.1643 |
1.1718 |
|
| S4 |
1.1549 |
1.1574 |
1.1699 |
|
|
| 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 |
1.1729 |
0.0144 |
1.2% |
0.0063 |
0.5% |
6% |
False |
True |
648 |
| 10 |
1.1872 |
1.1729 |
0.0144 |
1.2% |
0.0064 |
0.5% |
6% |
False |
True |
554 |
| 20 |
1.1919 |
1.1658 |
0.0261 |
2.2% |
0.0068 |
0.6% |
30% |
False |
False |
460 |
| 40 |
1.2061 |
1.1658 |
0.0403 |
3.4% |
0.0075 |
0.6% |
20% |
False |
False |
328 |
| 60 |
1.2061 |
1.1607 |
0.0454 |
3.9% |
0.0078 |
0.7% |
29% |
False |
False |
232 |
| 80 |
1.2061 |
1.1255 |
0.0806 |
6.9% |
0.0076 |
0.6% |
60% |
False |
False |
180 |
| 100 |
1.2061 |
1.1016 |
0.1045 |
8.9% |
0.0077 |
0.7% |
69% |
False |
False |
147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2088 |
|
2.618 |
1.1976 |
|
1.618 |
1.1908 |
|
1.000 |
1.1866 |
|
0.618 |
1.1839 |
|
HIGH |
1.1797 |
|
0.618 |
1.1771 |
|
0.500 |
1.1763 |
|
0.382 |
1.1755 |
|
LOW |
1.1729 |
|
0.618 |
1.1686 |
|
1.000 |
1.1660 |
|
1.618 |
1.1618 |
|
2.618 |
1.1549 |
|
4.250 |
1.1437 |
|
|
| Fisher Pivots for day following 15-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1763 |
1.1792 |
| PP |
1.1754 |
1.1774 |
| S1 |
1.1746 |
1.1755 |
|