CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 19-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2020 |
19-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1746 |
1.1755 |
0.0009 |
0.1% |
1.1855 |
| High |
1.1785 |
1.1833 |
0.0048 |
0.4% |
1.1867 |
| Low |
1.1734 |
1.1742 |
0.0009 |
0.1% |
1.1729 |
| Close |
1.1758 |
1.1807 |
0.0049 |
0.4% |
1.1758 |
| Range |
0.0052 |
0.0091 |
0.0039 |
75.7% |
0.0138 |
| ATR |
0.0069 |
0.0070 |
0.0002 |
2.3% |
0.0000 |
| Volume |
307 |
364 |
57 |
18.6% |
2,691 |
|
| Daily Pivots for day following 19-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2065 |
1.2026 |
1.1856 |
|
| R3 |
1.1975 |
1.1936 |
1.1831 |
|
| R2 |
1.1884 |
1.1884 |
1.1823 |
|
| R1 |
1.1845 |
1.1845 |
1.1815 |
1.1865 |
| PP |
1.1794 |
1.1794 |
1.1794 |
1.1803 |
| S1 |
1.1755 |
1.1755 |
1.1798 |
1.1774 |
| S2 |
1.1703 |
1.1703 |
1.1790 |
|
| S3 |
1.1613 |
1.1664 |
1.1782 |
|
| S4 |
1.1522 |
1.1574 |
1.1757 |
|
|
| Weekly Pivots for week ending 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2198 |
1.2116 |
1.1833 |
|
| R3 |
1.2060 |
1.1978 |
1.1795 |
|
| R2 |
1.1922 |
1.1922 |
1.1783 |
|
| R1 |
1.1840 |
1.1840 |
1.1770 |
1.1812 |
| PP |
1.1784 |
1.1784 |
1.1784 |
1.1770 |
| S1 |
1.1702 |
1.1702 |
1.1745 |
1.1674 |
| S2 |
1.1646 |
1.1646 |
1.1732 |
|
| S3 |
1.1508 |
1.1564 |
1.1720 |
|
| S4 |
1.1370 |
1.1426 |
1.1682 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1855 |
1.1729 |
0.0127 |
1.1% |
0.0069 |
0.6% |
62% |
False |
False |
567 |
| 10 |
1.1872 |
1.1729 |
0.0144 |
1.2% |
0.0064 |
0.5% |
54% |
False |
False |
512 |
| 20 |
1.1872 |
1.1658 |
0.0214 |
1.8% |
0.0066 |
0.6% |
69% |
False |
False |
458 |
| 40 |
1.2061 |
1.1658 |
0.0403 |
3.4% |
0.0074 |
0.6% |
37% |
False |
False |
344 |
| 60 |
1.2061 |
1.1658 |
0.0403 |
3.4% |
0.0078 |
0.7% |
37% |
False |
False |
242 |
| 80 |
1.2061 |
1.1255 |
0.0806 |
6.8% |
0.0077 |
0.7% |
68% |
False |
False |
188 |
| 100 |
1.2061 |
1.1152 |
0.0909 |
7.7% |
0.0077 |
0.7% |
72% |
False |
False |
154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2217 |
|
2.618 |
1.2069 |
|
1.618 |
1.1979 |
|
1.000 |
1.1923 |
|
0.618 |
1.1888 |
|
HIGH |
1.1833 |
|
0.618 |
1.1798 |
|
0.500 |
1.1787 |
|
0.382 |
1.1777 |
|
LOW |
1.1742 |
|
0.618 |
1.1686 |
|
1.000 |
1.1652 |
|
1.618 |
1.1596 |
|
2.618 |
1.1505 |
|
4.250 |
1.1357 |
|
|
| Fisher Pivots for day following 19-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1800 |
1.1798 |
| PP |
1.1794 |
1.1789 |
| S1 |
1.1787 |
1.1781 |
|