CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 10-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2020 |
10-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1926 |
1.1852 |
-0.0074 |
-0.6% |
1.1680 |
| High |
1.1955 |
1.1879 |
-0.0076 |
-0.6% |
1.1926 |
| Low |
1.1831 |
1.1815 |
-0.0016 |
-0.1% |
1.1640 |
| Close |
1.1867 |
1.1848 |
-0.0020 |
-0.2% |
1.1918 |
| Range |
0.0124 |
0.0064 |
-0.0060 |
-48.4% |
0.0286 |
| ATR |
0.0087 |
0.0085 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
1,179 |
879 |
-300 |
-25.4% |
4,393 |
|
| Daily Pivots for day following 10-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2039 |
1.2007 |
1.1883 |
|
| R3 |
1.1975 |
1.1943 |
1.1865 |
|
| R2 |
1.1911 |
1.1911 |
1.1859 |
|
| R1 |
1.1879 |
1.1879 |
1.1853 |
1.1863 |
| PP |
1.1847 |
1.1847 |
1.1847 |
1.1839 |
| S1 |
1.1815 |
1.1815 |
1.1842 |
1.1799 |
| S2 |
1.1783 |
1.1783 |
1.1836 |
|
| S3 |
1.1719 |
1.1751 |
1.1830 |
|
| S4 |
1.1655 |
1.1687 |
1.1812 |
|
|
| 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% |
0.0120 |
1.0% |
66% |
False |
False |
1,029 |
| 10 |
1.1955 |
1.1640 |
0.0315 |
2.7% |
0.0097 |
0.8% |
66% |
False |
False |
913 |
| 20 |
1.1955 |
1.1640 |
0.0315 |
2.7% |
0.0080 |
0.7% |
66% |
False |
False |
727 |
| 40 |
1.1955 |
1.1640 |
0.0315 |
2.7% |
0.0076 |
0.6% |
66% |
False |
False |
580 |
| 60 |
1.2061 |
1.1640 |
0.0421 |
3.5% |
0.0078 |
0.7% |
49% |
False |
False |
430 |
| 80 |
1.2061 |
1.1489 |
0.0572 |
4.8% |
0.0079 |
0.7% |
63% |
False |
False |
334 |
| 100 |
1.2061 |
1.1251 |
0.0810 |
6.8% |
0.0078 |
0.7% |
74% |
False |
False |
271 |
| 120 |
1.2061 |
1.0957 |
0.1104 |
9.3% |
0.0078 |
0.7% |
81% |
False |
False |
229 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2151 |
|
2.618 |
1.2047 |
|
1.618 |
1.1983 |
|
1.000 |
1.1943 |
|
0.618 |
1.1919 |
|
HIGH |
1.1879 |
|
0.618 |
1.1855 |
|
0.500 |
1.1847 |
|
0.382 |
1.1839 |
|
LOW |
1.1815 |
|
0.618 |
1.1775 |
|
1.000 |
1.1751 |
|
1.618 |
1.1711 |
|
2.618 |
1.1647 |
|
4.250 |
1.1543 |
|
|
| Fisher Pivots for day following 10-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1847 |
1.1885 |
| PP |
1.1847 |
1.1872 |
| S1 |
1.1847 |
1.1860 |
|