CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 13-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2020 |
13-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1813 |
1.1845 |
0.0033 |
0.3% |
1.1926 |
| High |
1.1857 |
1.1873 |
0.0016 |
0.1% |
1.1955 |
| Low |
1.1794 |
1.1834 |
0.0040 |
0.3% |
1.1781 |
| Close |
1.1842 |
1.1868 |
0.0027 |
0.2% |
1.1868 |
| Range |
0.0064 |
0.0039 |
-0.0025 |
-38.6% |
0.0174 |
| ATR |
0.0084 |
0.0081 |
-0.0003 |
-3.8% |
0.0000 |
| Volume |
992 |
1,633 |
641 |
64.6% |
8,409 |
|
| Daily Pivots for day following 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1975 |
1.1961 |
1.1889 |
|
| R3 |
1.1936 |
1.1922 |
1.1879 |
|
| R2 |
1.1897 |
1.1897 |
1.1875 |
|
| R1 |
1.1883 |
1.1883 |
1.1872 |
1.1890 |
| PP |
1.1858 |
1.1858 |
1.1858 |
1.1862 |
| S1 |
1.1844 |
1.1844 |
1.1864 |
1.1851 |
| S2 |
1.1819 |
1.1819 |
1.1861 |
|
| S3 |
1.1780 |
1.1805 |
1.1857 |
|
| S4 |
1.1741 |
1.1766 |
1.1847 |
|
|
| Weekly Pivots for week ending 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2388 |
1.2302 |
1.1963 |
|
| R3 |
1.2215 |
1.2128 |
1.1916 |
|
| R2 |
1.2041 |
1.2041 |
1.1900 |
|
| R1 |
1.1955 |
1.1955 |
1.1884 |
1.1911 |
| PP |
1.1868 |
1.1868 |
1.1868 |
1.1846 |
| S1 |
1.1781 |
1.1781 |
1.1852 |
1.1738 |
| S2 |
1.1694 |
1.1694 |
1.1836 |
|
| S3 |
1.1521 |
1.1608 |
1.1820 |
|
| S4 |
1.1347 |
1.1434 |
1.1773 |
|
|
| 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% |
0.0075 |
0.6% |
50% |
False |
False |
1,681 |
| 10 |
1.1955 |
1.1640 |
0.0315 |
2.6% |
0.0092 |
0.8% |
72% |
False |
False |
1,280 |
| 20 |
1.1955 |
1.1640 |
0.0315 |
2.6% |
0.0081 |
0.7% |
72% |
False |
False |
937 |
| 40 |
1.1955 |
1.1640 |
0.0315 |
2.6% |
0.0075 |
0.6% |
72% |
False |
False |
701 |
| 60 |
1.2061 |
1.1640 |
0.0421 |
3.5% |
0.0077 |
0.6% |
54% |
False |
False |
536 |
| 80 |
1.2061 |
1.1640 |
0.0421 |
3.5% |
0.0078 |
0.7% |
54% |
False |
False |
412 |
| 100 |
1.2061 |
1.1255 |
0.0806 |
6.8% |
0.0077 |
0.6% |
76% |
False |
False |
334 |
| 120 |
1.2061 |
1.1120 |
0.0941 |
7.9% |
0.0078 |
0.7% |
80% |
False |
False |
281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2038 |
|
2.618 |
1.1975 |
|
1.618 |
1.1936 |
|
1.000 |
1.1912 |
|
0.618 |
1.1897 |
|
HIGH |
1.1873 |
|
0.618 |
1.1858 |
|
0.500 |
1.1853 |
|
0.382 |
1.1848 |
|
LOW |
1.1834 |
|
0.618 |
1.1809 |
|
1.000 |
1.1795 |
|
1.618 |
1.1770 |
|
2.618 |
1.1731 |
|
4.250 |
1.1668 |
|
|
| Fisher Pivots for day following 13-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1863 |
1.1854 |
| PP |
1.1858 |
1.1841 |
| S1 |
1.1853 |
1.1827 |
|