CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 28-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2020 |
28-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1848 |
1.1828 |
-0.0020 |
-0.2% |
1.1755 |
| High |
1.1877 |
1.1828 |
-0.0050 |
-0.4% |
1.1919 |
| Low |
1.1831 |
1.1756 |
-0.0075 |
-0.6% |
1.1742 |
| Close |
1.1851 |
1.1789 |
-0.0063 |
-0.5% |
1.1898 |
| Range |
0.0046 |
0.0072 |
0.0026 |
55.4% |
0.0177 |
| ATR |
0.0067 |
0.0069 |
0.0002 |
3.0% |
0.0000 |
| Volume |
503 |
1,157 |
654 |
130.0% |
2,422 |
|
| Daily Pivots for day following 28-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2005 |
1.1968 |
1.1828 |
|
| R3 |
1.1934 |
1.1897 |
1.1808 |
|
| R2 |
1.1862 |
1.1862 |
1.1802 |
|
| R1 |
1.1825 |
1.1825 |
1.1795 |
1.1808 |
| PP |
1.1791 |
1.1791 |
1.1791 |
1.1782 |
| S1 |
1.1754 |
1.1754 |
1.1782 |
1.1737 |
| S2 |
1.1719 |
1.1719 |
1.1775 |
|
| S3 |
1.1648 |
1.1682 |
1.1769 |
|
| S4 |
1.1576 |
1.1611 |
1.1749 |
|
|
| 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 |
1.1905 |
1.1756 |
0.0149 |
1.3% |
0.0061 |
0.5% |
22% |
False |
True |
613 |
| 10 |
1.1919 |
1.1729 |
0.0191 |
1.6% |
0.0065 |
0.6% |
31% |
False |
False |
503 |
| 20 |
1.1919 |
1.1729 |
0.0191 |
1.6% |
0.0064 |
0.5% |
31% |
False |
False |
535 |
| 40 |
1.1978 |
1.1658 |
0.0320 |
2.7% |
0.0070 |
0.6% |
41% |
False |
False |
441 |
| 60 |
1.2061 |
1.1658 |
0.0403 |
3.4% |
0.0075 |
0.6% |
32% |
False |
False |
300 |
| 80 |
1.2061 |
1.1325 |
0.0736 |
6.2% |
0.0076 |
0.6% |
63% |
False |
False |
236 |
| 100 |
1.2061 |
1.1248 |
0.0813 |
6.9% |
0.0077 |
0.7% |
67% |
False |
False |
193 |
| 120 |
1.2061 |
1.0857 |
0.1204 |
10.2% |
0.0074 |
0.6% |
77% |
False |
False |
166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2131 |
|
2.618 |
1.2015 |
|
1.618 |
1.1943 |
|
1.000 |
1.1899 |
|
0.618 |
1.1872 |
|
HIGH |
1.1828 |
|
0.618 |
1.1800 |
|
0.500 |
1.1792 |
|
0.382 |
1.1783 |
|
LOW |
1.1756 |
|
0.618 |
1.1712 |
|
1.000 |
1.1685 |
|
1.618 |
1.1640 |
|
2.618 |
1.1569 |
|
4.250 |
1.1452 |
|
|
| Fisher Pivots for day following 28-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1792 |
1.1827 |
| PP |
1.1791 |
1.1814 |
| S1 |
1.1790 |
1.1801 |
|