CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 04-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2020 |
04-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1680 |
1.1766 |
0.0087 |
0.7% |
1.1889 |
| High |
1.1777 |
1.1808 |
0.0032 |
0.3% |
1.1899 |
| Low |
1.1679 |
1.1640 |
-0.0039 |
-0.3% |
1.1678 |
| Close |
1.1743 |
1.1761 |
0.0018 |
0.2% |
1.1681 |
| Range |
0.0098 |
0.0168 |
0.0071 |
72.3% |
0.0221 |
| ATR |
0.0071 |
0.0078 |
0.0007 |
9.7% |
0.0000 |
| Volume |
706 |
845 |
139 |
19.7% |
3,533 |
|
| Daily Pivots for day following 04-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2240 |
1.2168 |
1.1853 |
|
| R3 |
1.2072 |
1.2000 |
1.1807 |
|
| R2 |
1.1904 |
1.1904 |
1.1791 |
|
| R1 |
1.1832 |
1.1832 |
1.1776 |
1.1784 |
| PP |
1.1736 |
1.1736 |
1.1736 |
1.1712 |
| S1 |
1.1664 |
1.1664 |
1.1745 |
1.1616 |
| S2 |
1.1568 |
1.1568 |
1.1730 |
|
| S3 |
1.1400 |
1.1496 |
1.1714 |
|
| S4 |
1.1232 |
1.1328 |
1.1668 |
|
|
| 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 |
1.1808 |
1.1640 |
0.0168 |
1.4% |
0.0094 |
0.8% |
72% |
True |
True |
735 |
| 10 |
1.1905 |
1.1640 |
0.0265 |
2.2% |
0.0077 |
0.7% |
46% |
False |
True |
674 |
| 20 |
1.1919 |
1.1640 |
0.0279 |
2.4% |
0.0071 |
0.6% |
43% |
False |
True |
591 |
| 40 |
1.1969 |
1.1640 |
0.0329 |
2.8% |
0.0072 |
0.6% |
37% |
False |
True |
512 |
| 60 |
1.2061 |
1.1640 |
0.0421 |
3.6% |
0.0075 |
0.6% |
29% |
False |
True |
360 |
| 80 |
1.2061 |
1.1436 |
0.0625 |
5.3% |
0.0077 |
0.7% |
52% |
False |
False |
281 |
| 100 |
1.2061 |
1.1248 |
0.0813 |
6.9% |
0.0077 |
0.7% |
63% |
False |
False |
228 |
| 120 |
1.2061 |
1.0885 |
0.1176 |
10.0% |
0.0076 |
0.7% |
74% |
False |
False |
194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2522 |
|
2.618 |
1.2248 |
|
1.618 |
1.2080 |
|
1.000 |
1.1976 |
|
0.618 |
1.1912 |
|
HIGH |
1.1808 |
|
0.618 |
1.1744 |
|
0.500 |
1.1724 |
|
0.382 |
1.1704 |
|
LOW |
1.1640 |
|
0.618 |
1.1536 |
|
1.000 |
1.1472 |
|
1.618 |
1.1368 |
|
2.618 |
1.1200 |
|
4.250 |
1.0926 |
|
|
| Fisher Pivots for day following 04-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1748 |
1.1748 |
| PP |
1.1736 |
1.1736 |
| S1 |
1.1724 |
1.1724 |
|