CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 11-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2020 |
11-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1852 |
1.1860 |
0.0008 |
0.1% |
1.1680 |
| High |
1.1879 |
1.1867 |
-0.0012 |
-0.1% |
1.1926 |
| Low |
1.1815 |
1.1781 |
-0.0034 |
-0.3% |
1.1640 |
| Close |
1.1848 |
1.1810 |
-0.0038 |
-0.3% |
1.1918 |
| Range |
0.0064 |
0.0086 |
0.0022 |
34.4% |
0.0286 |
| ATR |
0.0085 |
0.0085 |
0.0000 |
0.1% |
0.0000 |
| Volume |
879 |
3,726 |
2,847 |
323.9% |
4,393 |
|
| Daily Pivots for day following 11-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2077 |
1.2029 |
1.1857 |
|
| R3 |
1.1991 |
1.1943 |
1.1833 |
|
| R2 |
1.1905 |
1.1905 |
1.1825 |
|
| R1 |
1.1857 |
1.1857 |
1.1817 |
1.1838 |
| PP |
1.1819 |
1.1819 |
1.1819 |
1.1810 |
| S1 |
1.1771 |
1.1771 |
1.1802 |
1.1752 |
| S2 |
1.1733 |
1.1733 |
1.1794 |
|
| S3 |
1.1647 |
1.1685 |
1.1786 |
|
| S4 |
1.1561 |
1.1599 |
1.1762 |
|
|
| 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 |
1.1747 |
0.0208 |
1.8% |
0.0103 |
0.9% |
30% |
False |
False |
1,605 |
| 10 |
1.1955 |
1.1640 |
0.0315 |
2.7% |
0.0099 |
0.8% |
54% |
False |
False |
1,170 |
| 20 |
1.1955 |
1.1640 |
0.0315 |
2.7% |
0.0082 |
0.7% |
54% |
False |
False |
837 |
| 40 |
1.1955 |
1.1640 |
0.0315 |
2.7% |
0.0076 |
0.6% |
54% |
False |
False |
659 |
| 60 |
1.2061 |
1.1640 |
0.0421 |
3.6% |
0.0078 |
0.7% |
40% |
False |
False |
492 |
| 80 |
1.2061 |
1.1571 |
0.0490 |
4.1% |
0.0079 |
0.7% |
49% |
False |
False |
380 |
| 100 |
1.2061 |
1.1255 |
0.0806 |
6.8% |
0.0078 |
0.7% |
69% |
False |
False |
308 |
| 120 |
1.2061 |
1.0957 |
0.1104 |
9.3% |
0.0078 |
0.7% |
77% |
False |
False |
260 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2233 |
|
2.618 |
1.2092 |
|
1.618 |
1.2006 |
|
1.000 |
1.1953 |
|
0.618 |
1.1920 |
|
HIGH |
1.1867 |
|
0.618 |
1.1834 |
|
0.500 |
1.1824 |
|
0.382 |
1.1814 |
|
LOW |
1.1781 |
|
0.618 |
1.1728 |
|
1.000 |
1.1695 |
|
1.618 |
1.1642 |
|
2.618 |
1.1556 |
|
4.250 |
1.1416 |
|
|
| Fisher Pivots for day following 11-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1824 |
1.1868 |
| PP |
1.1819 |
1.1848 |
| S1 |
1.1814 |
1.1829 |
|