CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 18-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2020 |
18-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1889 |
1.1894 |
0.0005 |
0.0% |
1.1926 |
| High |
1.1927 |
1.1924 |
-0.0004 |
0.0% |
1.1955 |
| Low |
1.1877 |
1.1884 |
0.0007 |
0.1% |
1.1781 |
| Close |
1.1898 |
1.1897 |
-0.0002 |
0.0% |
1.1868 |
| Range |
0.0051 |
0.0040 |
-0.0011 |
-20.8% |
0.0174 |
| ATR |
0.0077 |
0.0074 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
841 |
808 |
-33 |
-3.9% |
8,409 |
|
| Daily Pivots for day following 18-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2021 |
1.1999 |
1.1919 |
|
| R3 |
1.1981 |
1.1959 |
1.1908 |
|
| R2 |
1.1941 |
1.1941 |
1.1904 |
|
| R1 |
1.1919 |
1.1919 |
1.1900 |
1.1930 |
| PP |
1.1901 |
1.1901 |
1.1901 |
1.1907 |
| S1 |
1.1879 |
1.1879 |
1.1893 |
1.1890 |
| S2 |
1.1861 |
1.1861 |
1.1889 |
|
| S3 |
1.1821 |
1.1839 |
1.1886 |
|
| S4 |
1.1781 |
1.1799 |
1.1875 |
|
|
| 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 |
1.1794 |
0.0134 |
1.1% |
0.0049 |
0.4% |
77% |
False |
False |
1,113 |
| 10 |
1.1955 |
1.1747 |
0.0208 |
1.7% |
0.0076 |
0.6% |
72% |
False |
False |
1,359 |
| 20 |
1.1955 |
1.1640 |
0.0315 |
2.6% |
0.0077 |
0.6% |
82% |
False |
False |
1,017 |
| 40 |
1.1955 |
1.1640 |
0.0315 |
2.6% |
0.0071 |
0.6% |
82% |
False |
False |
739 |
| 60 |
1.2061 |
1.1640 |
0.0421 |
3.5% |
0.0075 |
0.6% |
61% |
False |
False |
585 |
| 80 |
1.2061 |
1.1640 |
0.0421 |
3.5% |
0.0078 |
0.7% |
61% |
False |
False |
448 |
| 100 |
1.2061 |
1.1255 |
0.0806 |
6.8% |
0.0077 |
0.6% |
80% |
False |
False |
364 |
| 120 |
1.2061 |
1.1202 |
0.0859 |
7.2% |
0.0078 |
0.7% |
81% |
False |
False |
305 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2094 |
|
2.618 |
1.2028 |
|
1.618 |
1.1988 |
|
1.000 |
1.1964 |
|
0.618 |
1.1948 |
|
HIGH |
1.1924 |
|
0.618 |
1.1908 |
|
0.500 |
1.1904 |
|
0.382 |
1.1899 |
|
LOW |
1.1884 |
|
0.618 |
1.1859 |
|
1.000 |
1.1844 |
|
1.618 |
1.1819 |
|
2.618 |
1.1779 |
|
4.250 |
1.1714 |
|
|
| Fisher Pivots for day following 18-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1904 |
1.1894 |
| PP |
1.1901 |
1.1891 |
| S1 |
1.1899 |
1.1888 |
|