CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 12-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2020 |
12-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1860 |
1.1813 |
-0.0048 |
-0.4% |
1.1680 |
| High |
1.1867 |
1.1857 |
-0.0010 |
-0.1% |
1.1926 |
| Low |
1.1781 |
1.1794 |
0.0013 |
0.1% |
1.1640 |
| Close |
1.1810 |
1.1842 |
0.0032 |
0.3% |
1.1918 |
| Range |
0.0086 |
0.0064 |
-0.0023 |
-26.2% |
0.0286 |
| ATR |
0.0085 |
0.0084 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
3,726 |
992 |
-2,734 |
-73.4% |
4,393 |
|
| Daily Pivots for day following 12-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2021 |
1.1995 |
1.1876 |
|
| R3 |
1.1958 |
1.1931 |
1.1859 |
|
| R2 |
1.1894 |
1.1894 |
1.1853 |
|
| R1 |
1.1868 |
1.1868 |
1.1847 |
1.1881 |
| PP |
1.1831 |
1.1831 |
1.1831 |
1.1837 |
| S1 |
1.1804 |
1.1804 |
1.1836 |
1.1818 |
| S2 |
1.1767 |
1.1767 |
1.1830 |
|
| S3 |
1.1704 |
1.1741 |
1.1824 |
|
| S4 |
1.1640 |
1.1677 |
1.1807 |
|
|
| 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 |
1.1781 |
0.0174 |
1.5% |
0.0087 |
0.7% |
35% |
False |
False |
1,563 |
| 10 |
1.1955 |
1.1640 |
0.0315 |
2.7% |
0.0094 |
0.8% |
64% |
False |
False |
1,188 |
| 20 |
1.1955 |
1.1640 |
0.0315 |
2.7% |
0.0082 |
0.7% |
64% |
False |
False |
871 |
| 40 |
1.1955 |
1.1640 |
0.0315 |
2.7% |
0.0075 |
0.6% |
64% |
False |
False |
666 |
| 60 |
1.2061 |
1.1640 |
0.0421 |
3.6% |
0.0077 |
0.7% |
48% |
False |
False |
509 |
| 80 |
1.2061 |
1.1607 |
0.0454 |
3.8% |
0.0079 |
0.7% |
52% |
False |
False |
391 |
| 100 |
1.2061 |
1.1255 |
0.0806 |
6.8% |
0.0077 |
0.7% |
73% |
False |
False |
318 |
| 120 |
1.2061 |
1.1016 |
0.1045 |
8.8% |
0.0078 |
0.7% |
79% |
False |
False |
268 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2127 |
|
2.618 |
1.2023 |
|
1.618 |
1.1960 |
|
1.000 |
1.1921 |
|
0.618 |
1.1896 |
|
HIGH |
1.1857 |
|
0.618 |
1.1833 |
|
0.500 |
1.1825 |
|
0.382 |
1.1818 |
|
LOW |
1.1794 |
|
0.618 |
1.1754 |
|
1.000 |
1.1730 |
|
1.618 |
1.1691 |
|
2.618 |
1.1627 |
|
4.250 |
1.1524 |
|
|
| Fisher Pivots for day following 12-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1836 |
1.1838 |
| PP |
1.1831 |
1.1834 |
| S1 |
1.1825 |
1.1830 |
|