CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 09-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2020 |
09-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1858 |
1.1926 |
0.0068 |
0.6% |
1.1680 |
| High |
1.1926 |
1.1955 |
0.0029 |
0.2% |
1.1926 |
| Low |
1.1831 |
1.1831 |
0.0000 |
0.0% |
1.1640 |
| Close |
1.1918 |
1.1867 |
-0.0051 |
-0.4% |
1.1918 |
| Range |
0.0096 |
0.0124 |
0.0029 |
29.8% |
0.0286 |
| ATR |
0.0084 |
0.0087 |
0.0003 |
3.4% |
0.0000 |
| Volume |
1,040 |
1,179 |
139 |
13.4% |
4,393 |
|
| Daily Pivots for day following 09-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2256 |
1.2186 |
1.1935 |
|
| R3 |
1.2132 |
1.2062 |
1.1901 |
|
| R2 |
1.2008 |
1.2008 |
1.1890 |
|
| R1 |
1.1938 |
1.1938 |
1.1878 |
1.1911 |
| PP |
1.1884 |
1.1884 |
1.1884 |
1.1871 |
| S1 |
1.1814 |
1.1814 |
1.1856 |
1.1787 |
| S2 |
1.1760 |
1.1760 |
1.1844 |
|
| S3 |
1.1636 |
1.1690 |
1.1833 |
|
| S4 |
1.1512 |
1.1566 |
1.1799 |
|
|
| 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 |
1.1955 |
1.1640 |
0.0315 |
2.7% |
0.0127 |
1.1% |
72% |
True |
False |
994 |
| 10 |
1.1955 |
1.1640 |
0.0315 |
2.7% |
0.0095 |
0.8% |
72% |
True |
False |
876 |
| 20 |
1.1955 |
1.1640 |
0.0315 |
2.7% |
0.0081 |
0.7% |
72% |
True |
False |
700 |
| 40 |
1.1955 |
1.1640 |
0.0315 |
2.7% |
0.0076 |
0.6% |
72% |
True |
False |
586 |
| 60 |
1.2061 |
1.1640 |
0.0421 |
3.5% |
0.0077 |
0.7% |
54% |
False |
False |
416 |
| 80 |
1.2061 |
1.1469 |
0.0592 |
5.0% |
0.0079 |
0.7% |
67% |
False |
False |
323 |
| 100 |
1.2061 |
1.1248 |
0.0813 |
6.8% |
0.0078 |
0.7% |
76% |
False |
False |
262 |
| 120 |
1.2061 |
1.0957 |
0.1104 |
9.3% |
0.0078 |
0.7% |
82% |
False |
False |
222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2482 |
|
2.618 |
1.2279 |
|
1.618 |
1.2155 |
|
1.000 |
1.2079 |
|
0.618 |
1.2031 |
|
HIGH |
1.1955 |
|
0.618 |
1.1907 |
|
0.500 |
1.1893 |
|
0.382 |
1.1878 |
|
LOW |
1.1831 |
|
0.618 |
1.1754 |
|
1.000 |
1.1707 |
|
1.618 |
1.1630 |
|
2.618 |
1.1506 |
|
4.250 |
1.1304 |
|
|
| Fisher Pivots for day following 09-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1893 |
1.1862 |
| PP |
1.1884 |
1.1856 |
| S1 |
1.1876 |
1.1851 |
|