CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 17-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2020 |
17-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1877 |
1.1889 |
0.0012 |
0.1% |
1.1926 |
| High |
1.1903 |
1.1927 |
0.0024 |
0.2% |
1.1955 |
| Low |
1.1849 |
1.1877 |
0.0028 |
0.2% |
1.1781 |
| Close |
1.1877 |
1.1898 |
0.0021 |
0.2% |
1.1868 |
| Range |
0.0054 |
0.0051 |
-0.0004 |
-6.5% |
0.0174 |
| ATR |
0.0079 |
0.0077 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
1,294 |
841 |
-453 |
-35.0% |
8,409 |
|
| Daily Pivots for day following 17-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2052 |
1.2026 |
1.1926 |
|
| R3 |
1.2002 |
1.1975 |
1.1912 |
|
| R2 |
1.1951 |
1.1951 |
1.1907 |
|
| R1 |
1.1925 |
1.1925 |
1.1903 |
1.1938 |
| PP |
1.1901 |
1.1901 |
1.1901 |
1.1907 |
| S1 |
1.1874 |
1.1874 |
1.1893 |
1.1887 |
| S2 |
1.1850 |
1.1850 |
1.1889 |
|
| S3 |
1.1800 |
1.1824 |
1.1884 |
|
| S4 |
1.1749 |
1.1773 |
1.1870 |
|
|
| 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 |
1.1927 |
1.1781 |
0.0146 |
1.2% |
0.0059 |
0.5% |
80% |
True |
False |
1,697 |
| 10 |
1.1955 |
1.1640 |
0.0315 |
2.6% |
0.0089 |
0.7% |
82% |
False |
False |
1,363 |
| 20 |
1.1955 |
1.1640 |
0.0315 |
2.6% |
0.0078 |
0.7% |
82% |
False |
False |
997 |
| 40 |
1.1955 |
1.1640 |
0.0315 |
2.6% |
0.0072 |
0.6% |
82% |
False |
False |
730 |
| 60 |
1.2061 |
1.1640 |
0.0421 |
3.5% |
0.0076 |
0.6% |
61% |
False |
False |
571 |
| 80 |
1.2061 |
1.1640 |
0.0421 |
3.5% |
0.0078 |
0.7% |
61% |
False |
False |
438 |
| 100 |
1.2061 |
1.1255 |
0.0806 |
6.8% |
0.0077 |
0.7% |
80% |
False |
False |
356 |
| 120 |
1.2061 |
1.1186 |
0.0875 |
7.3% |
0.0078 |
0.7% |
81% |
False |
False |
299 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2142 |
|
2.618 |
1.2059 |
|
1.618 |
1.2009 |
|
1.000 |
1.1978 |
|
0.618 |
1.1958 |
|
HIGH |
1.1927 |
|
0.618 |
1.1908 |
|
0.500 |
1.1902 |
|
0.382 |
1.1896 |
|
LOW |
1.1877 |
|
0.618 |
1.1845 |
|
1.000 |
1.1826 |
|
1.618 |
1.1795 |
|
2.618 |
1.1744 |
|
4.250 |
1.1662 |
|
|
| Fisher Pivots for day following 17-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1902 |
1.1892 |
| PP |
1.1901 |
1.1886 |
| S1 |
1.1899 |
1.1880 |
|