CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 03-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2020 |
03-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1680 |
1.1680 |
-0.0001 |
0.0% |
1.1889 |
| High |
1.1692 |
1.1777 |
0.0085 |
0.7% |
1.1899 |
| Low |
1.1659 |
1.1679 |
0.0021 |
0.2% |
1.1678 |
| Close |
1.1668 |
1.1743 |
0.0075 |
0.6% |
1.1681 |
| Range |
0.0034 |
0.0098 |
0.0064 |
191.0% |
0.0221 |
| ATR |
0.0068 |
0.0071 |
0.0003 |
4.2% |
0.0000 |
| Volume |
598 |
706 |
108 |
18.1% |
3,533 |
|
| Daily Pivots for day following 03-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2025 |
1.1981 |
1.1796 |
|
| R3 |
1.1928 |
1.1884 |
1.1769 |
|
| R2 |
1.1830 |
1.1830 |
1.1760 |
|
| R1 |
1.1786 |
1.1786 |
1.1751 |
1.1808 |
| PP |
1.1733 |
1.1733 |
1.1733 |
1.1744 |
| S1 |
1.1689 |
1.1689 |
1.1734 |
1.1711 |
| S2 |
1.1635 |
1.1635 |
1.1725 |
|
| S3 |
1.1538 |
1.1591 |
1.1716 |
|
| S4 |
1.1440 |
1.1494 |
1.1689 |
|
|
| 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 |
1.1828 |
1.1659 |
0.0169 |
1.4% |
0.0075 |
0.6% |
50% |
False |
False |
798 |
| 10 |
1.1919 |
1.1659 |
0.0261 |
2.2% |
0.0066 |
0.6% |
32% |
False |
False |
631 |
| 20 |
1.1919 |
1.1659 |
0.0261 |
2.2% |
0.0065 |
0.6% |
32% |
False |
False |
576 |
| 40 |
1.1969 |
1.1658 |
0.0311 |
2.6% |
0.0070 |
0.6% |
27% |
False |
False |
495 |
| 60 |
1.2061 |
1.1658 |
0.0403 |
3.4% |
0.0074 |
0.6% |
21% |
False |
False |
346 |
| 80 |
1.2061 |
1.1392 |
0.0669 |
5.7% |
0.0076 |
0.6% |
52% |
False |
False |
270 |
| 100 |
1.2061 |
1.1248 |
0.0813 |
6.9% |
0.0076 |
0.6% |
61% |
False |
False |
220 |
| 120 |
1.2061 |
1.0885 |
0.1176 |
10.0% |
0.0075 |
0.6% |
73% |
False |
False |
187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2191 |
|
2.618 |
1.2032 |
|
1.618 |
1.1934 |
|
1.000 |
1.1874 |
|
0.618 |
1.1837 |
|
HIGH |
1.1777 |
|
0.618 |
1.1739 |
|
0.500 |
1.1728 |
|
0.382 |
1.1716 |
|
LOW |
1.1679 |
|
0.618 |
1.1619 |
|
1.000 |
1.1582 |
|
1.618 |
1.1521 |
|
2.618 |
1.1424 |
|
4.250 |
1.1265 |
|
|
| Fisher Pivots for day following 03-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1738 |
1.1734 |
| PP |
1.1733 |
1.1726 |
| S1 |
1.1728 |
1.1718 |
|