CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 22-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2020 |
22-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1866 |
1.1885 |
0.0019 |
0.2% |
1.1855 |
| High |
1.1919 |
1.1905 |
-0.0015 |
-0.1% |
1.1867 |
| Low |
1.1861 |
1.1851 |
-0.0010 |
-0.1% |
1.1729 |
| Close |
1.1901 |
1.1857 |
-0.0044 |
-0.4% |
1.1758 |
| Range |
0.0059 |
0.0054 |
-0.0005 |
-7.7% |
0.0138 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
417 |
367 |
-50 |
-12.0% |
2,691 |
|
| Daily Pivots for day following 22-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2033 |
1.1999 |
1.1887 |
|
| R3 |
1.1979 |
1.1945 |
1.1872 |
|
| R2 |
1.1925 |
1.1925 |
1.1867 |
|
| R1 |
1.1891 |
1.1891 |
1.1862 |
1.1881 |
| PP |
1.1871 |
1.1871 |
1.1871 |
1.1866 |
| S1 |
1.1837 |
1.1837 |
1.1852 |
1.1827 |
| S2 |
1.1817 |
1.1817 |
1.1847 |
|
| S3 |
1.1763 |
1.1783 |
1.1842 |
|
| S4 |
1.1709 |
1.1729 |
1.1827 |
|
|
| 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 |
1.1734 |
0.0186 |
1.6% |
0.0067 |
0.6% |
67% |
False |
False |
406 |
| 10 |
1.1919 |
1.1729 |
0.0191 |
1.6% |
0.0065 |
0.5% |
67% |
False |
False |
527 |
| 20 |
1.1919 |
1.1658 |
0.0261 |
2.2% |
0.0066 |
0.6% |
76% |
False |
False |
466 |
| 40 |
1.2061 |
1.1658 |
0.0403 |
3.4% |
0.0075 |
0.6% |
49% |
False |
False |
377 |
| 60 |
1.2061 |
1.1658 |
0.0403 |
3.4% |
0.0078 |
0.7% |
49% |
False |
False |
264 |
| 80 |
1.2061 |
1.1255 |
0.0806 |
6.8% |
0.0077 |
0.6% |
75% |
False |
False |
205 |
| 100 |
1.2061 |
1.1248 |
0.0813 |
6.9% |
0.0078 |
0.7% |
75% |
False |
False |
167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2134 |
|
2.618 |
1.2046 |
|
1.618 |
1.1992 |
|
1.000 |
1.1959 |
|
0.618 |
1.1938 |
|
HIGH |
1.1905 |
|
0.618 |
1.1884 |
|
0.500 |
1.1878 |
|
0.382 |
1.1871 |
|
LOW |
1.1851 |
|
0.618 |
1.1817 |
|
1.000 |
1.1797 |
|
1.618 |
1.1763 |
|
2.618 |
1.1709 |
|
4.250 |
1.1621 |
|
|
| Fisher Pivots for day following 22-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1878 |
1.1859 |
| PP |
1.1871 |
1.1858 |
| S1 |
1.1864 |
1.1858 |
|