CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 06-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2020 |
06-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1770 |
1.1858 |
0.0089 |
0.8% |
1.1680 |
| High |
1.1894 |
1.1926 |
0.0032 |
0.3% |
1.1926 |
| Low |
1.1747 |
1.1831 |
0.0084 |
0.7% |
1.1640 |
| Close |
1.1874 |
1.1918 |
0.0044 |
0.4% |
1.1918 |
| Range |
0.0148 |
0.0096 |
-0.0052 |
-35.3% |
0.0286 |
| ATR |
0.0083 |
0.0084 |
0.0001 |
1.1% |
0.0000 |
| Volume |
1,204 |
1,040 |
-164 |
-13.6% |
4,393 |
|
| Daily Pivots for day following 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2178 |
1.2143 |
1.1970 |
|
| R3 |
1.2082 |
1.2048 |
1.1944 |
|
| R2 |
1.1987 |
1.1987 |
1.1935 |
|
| R1 |
1.1952 |
1.1952 |
1.1926 |
1.1970 |
| PP |
1.1891 |
1.1891 |
1.1891 |
1.1900 |
| S1 |
1.1857 |
1.1857 |
1.1909 |
1.1874 |
| S2 |
1.1796 |
1.1796 |
1.1900 |
|
| S3 |
1.1700 |
1.1761 |
1.1891 |
|
| S4 |
1.1605 |
1.1666 |
1.1865 |
|
|
| Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2686 |
1.2588 |
1.2075 |
|
| R3 |
1.2400 |
1.2302 |
1.1996 |
|
| R2 |
1.2114 |
1.2114 |
1.1970 |
|
| R1 |
1.2016 |
1.2016 |
1.1944 |
1.2065 |
| PP |
1.1828 |
1.1828 |
1.1828 |
1.1852 |
| S1 |
1.1730 |
1.1730 |
1.1891 |
1.1779 |
| S2 |
1.1542 |
1.1542 |
1.1865 |
|
| S3 |
1.1256 |
1.1444 |
1.1839 |
|
| S4 |
1.0970 |
1.1158 |
1.1760 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1926 |
1.1640 |
0.0286 |
2.4% |
0.0108 |
0.9% |
97% |
True |
False |
878 |
| 10 |
1.1926 |
1.1640 |
0.0286 |
2.4% |
0.0089 |
0.7% |
97% |
True |
False |
792 |
| 20 |
1.1926 |
1.1640 |
0.0286 |
2.4% |
0.0077 |
0.6% |
97% |
True |
False |
651 |
| 40 |
1.1952 |
1.1640 |
0.0312 |
2.6% |
0.0074 |
0.6% |
89% |
False |
False |
562 |
| 60 |
1.2061 |
1.1640 |
0.0421 |
3.5% |
0.0076 |
0.6% |
66% |
False |
False |
397 |
| 80 |
1.2061 |
1.1441 |
0.0620 |
5.2% |
0.0079 |
0.7% |
77% |
False |
False |
308 |
| 100 |
1.2061 |
1.1248 |
0.0813 |
6.8% |
0.0077 |
0.6% |
82% |
False |
False |
250 |
| 120 |
1.2061 |
1.0957 |
0.1104 |
9.3% |
0.0077 |
0.6% |
87% |
False |
False |
212 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2332 |
|
2.618 |
1.2176 |
|
1.618 |
1.2081 |
|
1.000 |
1.2022 |
|
0.618 |
1.1985 |
|
HIGH |
1.1926 |
|
0.618 |
1.1890 |
|
0.500 |
1.1878 |
|
0.382 |
1.1867 |
|
LOW |
1.1831 |
|
0.618 |
1.1771 |
|
1.000 |
1.1735 |
|
1.618 |
1.1676 |
|
2.618 |
1.1580 |
|
4.250 |
1.1425 |
|
|
| Fisher Pivots for day following 06-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1904 |
1.1873 |
| PP |
1.1891 |
1.1828 |
| S1 |
1.1878 |
1.1783 |
|