CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 25-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2020 |
25-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1874 |
1.1924 |
0.0050 |
0.4% |
1.1877 |
| High |
1.1929 |
1.1962 |
0.0033 |
0.3% |
1.1927 |
| Low |
1.1872 |
1.1915 |
0.0043 |
0.4% |
1.1849 |
| Close |
1.1915 |
1.1949 |
0.0034 |
0.3% |
1.1891 |
| Range |
0.0058 |
0.0048 |
-0.0010 |
-17.4% |
0.0078 |
| ATR |
0.0073 |
0.0071 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
4,274 |
3,738 |
-536 |
-12.5% |
5,714 |
|
| Daily Pivots for day following 25-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2084 |
1.2064 |
1.1975 |
|
| R3 |
1.2037 |
1.2017 |
1.1962 |
|
| R2 |
1.1989 |
1.1989 |
1.1958 |
|
| R1 |
1.1969 |
1.1969 |
1.1953 |
1.1979 |
| PP |
1.1942 |
1.1942 |
1.1942 |
1.1947 |
| S1 |
1.1922 |
1.1922 |
1.1945 |
1.1932 |
| S2 |
1.1894 |
1.1894 |
1.1940 |
|
| S3 |
1.1847 |
1.1874 |
1.1936 |
|
| S4 |
1.1799 |
1.1827 |
1.1923 |
|
|
| 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 |
1.1962 |
1.1833 |
0.0129 |
1.1% |
0.0064 |
0.5% |
90% |
True |
False |
2,588 |
| 10 |
1.1962 |
1.1794 |
0.0169 |
1.4% |
0.0057 |
0.5% |
92% |
True |
False |
1,851 |
| 20 |
1.1962 |
1.1640 |
0.0322 |
2.7% |
0.0078 |
0.6% |
96% |
True |
False |
1,510 |
| 40 |
1.1962 |
1.1640 |
0.0322 |
2.7% |
0.0071 |
0.6% |
96% |
True |
False |
1,023 |
| 60 |
1.1978 |
1.1640 |
0.0338 |
2.8% |
0.0073 |
0.6% |
91% |
False |
False |
798 |
| 80 |
1.2061 |
1.1640 |
0.0421 |
3.5% |
0.0075 |
0.6% |
73% |
False |
False |
603 |
| 100 |
1.2061 |
1.1325 |
0.0736 |
6.2% |
0.0076 |
0.6% |
85% |
False |
False |
491 |
| 120 |
1.2061 |
1.1248 |
0.0813 |
6.8% |
0.0077 |
0.6% |
86% |
False |
False |
412 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2164 |
|
2.618 |
1.2086 |
|
1.618 |
1.2039 |
|
1.000 |
1.2010 |
|
0.618 |
1.1991 |
|
HIGH |
1.1962 |
|
0.618 |
1.1944 |
|
0.500 |
1.1938 |
|
0.382 |
1.1933 |
|
LOW |
1.1915 |
|
0.618 |
1.1885 |
|
1.000 |
1.1867 |
|
1.618 |
1.1838 |
|
2.618 |
1.1790 |
|
4.250 |
1.1713 |
|
|
| Fisher Pivots for day following 25-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1945 |
1.1932 |
| PP |
1.1942 |
1.1915 |
| S1 |
1.1938 |
1.1898 |
|