CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 21-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2020 |
21-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1811 |
1.1866 |
0.0055 |
0.5% |
1.1855 |
| High |
1.1880 |
1.1919 |
0.0040 |
0.3% |
1.1867 |
| Low |
1.1799 |
1.1861 |
0.0062 |
0.5% |
1.1729 |
| Close |
1.1865 |
1.1901 |
0.0036 |
0.3% |
1.1758 |
| Range |
0.0081 |
0.0059 |
-0.0022 |
-27.3% |
0.0138 |
| ATR |
0.0071 |
0.0070 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
578 |
417 |
-161 |
-27.9% |
2,691 |
|
| Daily Pivots for day following 21-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2069 |
1.2044 |
1.1933 |
|
| R3 |
1.2011 |
1.1985 |
1.1917 |
|
| R2 |
1.1952 |
1.1952 |
1.1912 |
|
| R1 |
1.1927 |
1.1927 |
1.1906 |
1.1939 |
| PP |
1.1894 |
1.1894 |
1.1894 |
1.1900 |
| S1 |
1.1868 |
1.1868 |
1.1896 |
1.1881 |
| S2 |
1.1835 |
1.1835 |
1.1890 |
|
| S3 |
1.1777 |
1.1810 |
1.1885 |
|
| S4 |
1.1718 |
1.1751 |
1.1869 |
|
|
| 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 |
1.1919 |
1.1729 |
0.0191 |
1.6% |
0.0070 |
0.6% |
91% |
True |
False |
393 |
| 10 |
1.1919 |
1.1729 |
0.0191 |
1.6% |
0.0064 |
0.5% |
91% |
True |
False |
508 |
| 20 |
1.1919 |
1.1658 |
0.0261 |
2.2% |
0.0066 |
0.6% |
93% |
True |
False |
462 |
| 40 |
1.2061 |
1.1658 |
0.0403 |
3.4% |
0.0075 |
0.6% |
60% |
False |
False |
369 |
| 60 |
1.2061 |
1.1658 |
0.0403 |
3.4% |
0.0078 |
0.7% |
60% |
False |
False |
258 |
| 80 |
1.2061 |
1.1255 |
0.0806 |
6.8% |
0.0077 |
0.6% |
80% |
False |
False |
201 |
| 100 |
1.2061 |
1.1202 |
0.0859 |
7.2% |
0.0078 |
0.7% |
81% |
False |
False |
163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2168 |
|
2.618 |
1.2072 |
|
1.618 |
1.2014 |
|
1.000 |
1.1978 |
|
0.618 |
1.1955 |
|
HIGH |
1.1919 |
|
0.618 |
1.1897 |
|
0.500 |
1.1890 |
|
0.382 |
1.1883 |
|
LOW |
1.1861 |
|
0.618 |
1.1824 |
|
1.000 |
1.1802 |
|
1.618 |
1.1766 |
|
2.618 |
1.1707 |
|
4.250 |
1.1612 |
|
|
| Fisher Pivots for day following 21-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1897 |
1.1878 |
| PP |
1.1894 |
1.1854 |
| S1 |
1.1890 |
1.1831 |
|