CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 02-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2020 |
02-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1711 |
1.1680 |
-0.0031 |
-0.3% |
1.1889 |
| High |
1.1741 |
1.1692 |
-0.0049 |
-0.4% |
1.1899 |
| Low |
1.1678 |
1.1659 |
-0.0019 |
-0.2% |
1.1678 |
| Close |
1.1681 |
1.1668 |
-0.0013 |
-0.1% |
1.1681 |
| Range |
0.0063 |
0.0034 |
-0.0030 |
-46.8% |
0.0221 |
| ATR |
0.0071 |
0.0068 |
-0.0003 |
-3.8% |
0.0000 |
| Volume |
717 |
598 |
-119 |
-16.6% |
3,533 |
|
| Daily Pivots for day following 02-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1773 |
1.1754 |
1.1686 |
|
| R3 |
1.1740 |
1.1721 |
1.1677 |
|
| R2 |
1.1706 |
1.1706 |
1.1674 |
|
| R1 |
1.1687 |
1.1687 |
1.1671 |
1.1680 |
| PP |
1.1673 |
1.1673 |
1.1673 |
1.1669 |
| S1 |
1.1654 |
1.1654 |
1.1665 |
1.1647 |
| S2 |
1.1639 |
1.1639 |
1.1662 |
|
| S3 |
1.1606 |
1.1620 |
1.1659 |
|
| S4 |
1.1572 |
1.1587 |
1.1650 |
|
|
| Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2415 |
1.2269 |
1.1803 |
|
| R3 |
1.2194 |
1.2048 |
1.1742 |
|
| R2 |
1.1973 |
1.1973 |
1.1722 |
|
| R1 |
1.1827 |
1.1827 |
1.1701 |
1.1790 |
| PP |
1.1752 |
1.1752 |
1.1752 |
1.1734 |
| S1 |
1.1606 |
1.1606 |
1.1661 |
1.1569 |
| S2 |
1.1531 |
1.1531 |
1.1640 |
|
| S3 |
1.1310 |
1.1385 |
1.1620 |
|
| S4 |
1.1089 |
1.1164 |
1.1559 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1877 |
1.1659 |
0.0219 |
1.9% |
0.0064 |
0.6% |
4% |
False |
True |
757 |
| 10 |
1.1919 |
1.1659 |
0.0261 |
2.2% |
0.0065 |
0.6% |
4% |
False |
True |
618 |
| 20 |
1.1919 |
1.1659 |
0.0261 |
2.2% |
0.0064 |
0.6% |
4% |
False |
True |
565 |
| 40 |
1.1969 |
1.1658 |
0.0311 |
2.7% |
0.0069 |
0.6% |
3% |
False |
False |
488 |
| 60 |
1.2061 |
1.1658 |
0.0403 |
3.4% |
0.0073 |
0.6% |
2% |
False |
False |
334 |
| 80 |
1.2061 |
1.1391 |
0.0670 |
5.7% |
0.0075 |
0.6% |
41% |
False |
False |
262 |
| 100 |
1.2061 |
1.1248 |
0.0813 |
7.0% |
0.0076 |
0.7% |
52% |
False |
False |
213 |
| 120 |
1.2061 |
1.0857 |
0.1204 |
10.3% |
0.0075 |
0.6% |
67% |
False |
False |
181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1834 |
|
2.618 |
1.1780 |
|
1.618 |
1.1746 |
|
1.000 |
1.1726 |
|
0.618 |
1.1713 |
|
HIGH |
1.1692 |
|
0.618 |
1.1679 |
|
0.500 |
1.1675 |
|
0.382 |
1.1671 |
|
LOW |
1.1659 |
|
0.618 |
1.1638 |
|
1.000 |
1.1625 |
|
1.618 |
1.1604 |
|
2.618 |
1.1571 |
|
4.250 |
1.1516 |
|
|
| Fisher Pivots for day following 02-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1675 |
1.1727 |
| PP |
1.1673 |
1.1707 |
| S1 |
1.1670 |
1.1688 |
|