CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 23-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2020 |
23-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1885 |
1.1844 |
-0.0041 |
-0.3% |
1.1755 |
| High |
1.1905 |
1.1903 |
-0.0002 |
0.0% |
1.1919 |
| Low |
1.1851 |
1.1826 |
-0.0025 |
-0.2% |
1.1742 |
| Close |
1.1857 |
1.1898 |
0.0041 |
0.3% |
1.1898 |
| Range |
0.0054 |
0.0078 |
0.0024 |
43.5% |
0.0177 |
| ATR |
0.0069 |
0.0070 |
0.0001 |
0.9% |
0.0000 |
| Volume |
367 |
696 |
329 |
89.6% |
2,422 |
|
| Daily Pivots for day following 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2108 |
1.2080 |
1.1940 |
|
| R3 |
1.2030 |
1.2003 |
1.1919 |
|
| R2 |
1.1953 |
1.1953 |
1.1912 |
|
| R1 |
1.1925 |
1.1925 |
1.1905 |
1.1939 |
| PP |
1.1875 |
1.1875 |
1.1875 |
1.1882 |
| S1 |
1.1848 |
1.1848 |
1.1890 |
1.1862 |
| S2 |
1.1798 |
1.1798 |
1.1883 |
|
| S3 |
1.1720 |
1.1770 |
1.1876 |
|
| S4 |
1.1643 |
1.1693 |
1.1855 |
|
|
| Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2384 |
1.2318 |
1.1995 |
|
| R3 |
1.2207 |
1.2141 |
1.1946 |
|
| R2 |
1.2030 |
1.2030 |
1.1930 |
|
| R1 |
1.1964 |
1.1964 |
1.1914 |
1.1997 |
| PP |
1.1853 |
1.1853 |
1.1853 |
1.1869 |
| S1 |
1.1787 |
1.1787 |
1.1881 |
1.1820 |
| S2 |
1.1676 |
1.1676 |
1.1865 |
|
| S3 |
1.1499 |
1.1610 |
1.1849 |
|
| S4 |
1.1322 |
1.1433 |
1.1800 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1919 |
1.1742 |
0.0177 |
1.5% |
0.0072 |
0.6% |
88% |
False |
False |
484 |
| 10 |
1.1919 |
1.1729 |
0.0191 |
1.6% |
0.0065 |
0.5% |
89% |
False |
False |
511 |
| 20 |
1.1919 |
1.1662 |
0.0258 |
2.2% |
0.0066 |
0.6% |
92% |
False |
False |
484 |
| 40 |
1.2061 |
1.1658 |
0.0403 |
3.4% |
0.0073 |
0.6% |
60% |
False |
False |
395 |
| 60 |
1.2061 |
1.1658 |
0.0403 |
3.4% |
0.0077 |
0.6% |
60% |
False |
False |
276 |
| 80 |
1.2061 |
1.1289 |
0.0772 |
6.5% |
0.0077 |
0.6% |
79% |
False |
False |
211 |
| 100 |
1.2061 |
1.1248 |
0.0813 |
6.8% |
0.0078 |
0.7% |
80% |
False |
False |
173 |
| 120 |
1.2061 |
1.0854 |
0.1207 |
10.1% |
0.0074 |
0.6% |
86% |
False |
False |
150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2232 |
|
2.618 |
1.2106 |
|
1.618 |
1.2028 |
|
1.000 |
1.1981 |
|
0.618 |
1.1951 |
|
HIGH |
1.1903 |
|
0.618 |
1.1873 |
|
0.500 |
1.1864 |
|
0.382 |
1.1855 |
|
LOW |
1.1826 |
|
0.618 |
1.1778 |
|
1.000 |
1.1748 |
|
1.618 |
1.1700 |
|
2.618 |
1.1623 |
|
4.250 |
1.1496 |
|
|
| Fisher Pivots for day following 23-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1886 |
1.1889 |
| PP |
1.1875 |
1.1881 |
| S1 |
1.1864 |
1.1872 |
|