CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 24-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2020 |
24-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1891 |
1.1874 |
-0.0017 |
-0.1% |
1.1877 |
| High |
1.1940 |
1.1929 |
-0.0011 |
-0.1% |
1.1927 |
| Low |
1.1833 |
1.1872 |
0.0039 |
0.3% |
1.1849 |
| Close |
1.1876 |
1.1915 |
0.0040 |
0.3% |
1.1891 |
| Range |
0.0107 |
0.0058 |
-0.0050 |
-46.3% |
0.0078 |
| ATR |
0.0074 |
0.0073 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
2,161 |
4,274 |
2,113 |
97.8% |
5,714 |
|
| Daily Pivots for day following 24-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2078 |
1.2054 |
1.1947 |
|
| R3 |
1.2020 |
1.1996 |
1.1931 |
|
| R2 |
1.1963 |
1.1963 |
1.1926 |
|
| R1 |
1.1939 |
1.1939 |
1.1920 |
1.1951 |
| PP |
1.1905 |
1.1905 |
1.1905 |
1.1911 |
| S1 |
1.1881 |
1.1881 |
1.1910 |
1.1893 |
| S2 |
1.1848 |
1.1848 |
1.1904 |
|
| S3 |
1.1790 |
1.1824 |
1.1899 |
|
| S4 |
1.1733 |
1.1766 |
1.1883 |
|
|
| Weekly Pivots for week ending 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2123 |
1.2085 |
1.1934 |
|
| R3 |
1.2045 |
1.2007 |
1.1912 |
|
| R2 |
1.1967 |
1.1967 |
1.1905 |
|
| R1 |
1.1929 |
1.1929 |
1.1898 |
1.1948 |
| PP |
1.1889 |
1.1889 |
1.1889 |
1.1899 |
| S1 |
1.1851 |
1.1851 |
1.1884 |
1.1870 |
| S2 |
1.1811 |
1.1811 |
1.1877 |
|
| S3 |
1.1733 |
1.1773 |
1.1870 |
|
| S4 |
1.1655 |
1.1695 |
1.1848 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1940 |
1.1833 |
0.0107 |
0.9% |
0.0062 |
0.5% |
77% |
False |
False |
2,002 |
| 10 |
1.1940 |
1.1781 |
0.0159 |
1.3% |
0.0060 |
0.5% |
84% |
False |
False |
1,850 |
| 20 |
1.1955 |
1.1640 |
0.0315 |
2.6% |
0.0079 |
0.7% |
87% |
False |
False |
1,381 |
| 40 |
1.1955 |
1.1640 |
0.0315 |
2.6% |
0.0071 |
0.6% |
87% |
False |
False |
940 |
| 60 |
1.2061 |
1.1640 |
0.0421 |
3.5% |
0.0074 |
0.6% |
65% |
False |
False |
737 |
| 80 |
1.2061 |
1.1640 |
0.0421 |
3.5% |
0.0076 |
0.6% |
65% |
False |
False |
557 |
| 100 |
1.2061 |
1.1325 |
0.0736 |
6.2% |
0.0076 |
0.6% |
80% |
False |
False |
453 |
| 120 |
1.2061 |
1.1248 |
0.0813 |
6.8% |
0.0077 |
0.6% |
82% |
False |
False |
381 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2173 |
|
2.618 |
1.2080 |
|
1.618 |
1.2022 |
|
1.000 |
1.1987 |
|
0.618 |
1.1965 |
|
HIGH |
1.1929 |
|
0.618 |
1.1907 |
|
0.500 |
1.1900 |
|
0.382 |
1.1893 |
|
LOW |
1.1872 |
|
0.618 |
1.1836 |
|
1.000 |
1.1814 |
|
1.618 |
1.1778 |
|
2.618 |
1.1721 |
|
4.250 |
1.1627 |
|
|
| Fisher Pivots for day following 24-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1910 |
1.1906 |
| PP |
1.1905 |
1.1896 |
| S1 |
1.1900 |
1.1887 |
|