CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 27-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2020 |
27-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1924 |
1.1949 |
0.0025 |
0.2% |
1.1891 |
| High |
1.1962 |
1.1995 |
0.0033 |
0.3% |
1.1995 |
| Low |
1.1915 |
1.1918 |
0.0004 |
0.0% |
1.1833 |
| Close |
1.1949 |
1.1989 |
0.0040 |
0.3% |
1.1989 |
| Range |
0.0048 |
0.0077 |
0.0030 |
62.1% |
0.0162 |
| ATR |
0.0071 |
0.0071 |
0.0000 |
0.6% |
0.0000 |
| Volume |
3,738 |
7,358 |
3,620 |
96.8% |
17,531 |
|
| Daily Pivots for day following 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2198 |
1.2171 |
1.2031 |
|
| R3 |
1.2121 |
1.2094 |
1.2010 |
|
| R2 |
1.2044 |
1.2044 |
1.2003 |
|
| R1 |
1.2017 |
1.2017 |
1.1996 |
1.2031 |
| PP |
1.1967 |
1.1967 |
1.1967 |
1.1974 |
| S1 |
1.1940 |
1.1940 |
1.1982 |
1.1954 |
| S2 |
1.1890 |
1.1890 |
1.1975 |
|
| S3 |
1.1813 |
1.1863 |
1.1968 |
|
| S4 |
1.1736 |
1.1786 |
1.1947 |
|
|
| Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2425 |
1.2369 |
1.2078 |
|
| R3 |
1.2263 |
1.2207 |
1.2034 |
|
| R2 |
1.2101 |
1.2101 |
1.2019 |
|
| R1 |
1.2045 |
1.2045 |
1.2004 |
1.2073 |
| PP |
1.1939 |
1.1939 |
1.1939 |
1.1953 |
| S1 |
1.1883 |
1.1883 |
1.1974 |
1.1911 |
| S2 |
1.1777 |
1.1777 |
1.1959 |
|
| S3 |
1.1615 |
1.1721 |
1.1944 |
|
| S4 |
1.1453 |
1.1559 |
1.1900 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1995 |
1.1833 |
0.0162 |
1.4% |
0.0066 |
0.5% |
96% |
True |
False |
3,730 |
| 10 |
1.1995 |
1.1833 |
0.0162 |
1.4% |
0.0058 |
0.5% |
96% |
True |
False |
2,487 |
| 20 |
1.1995 |
1.1640 |
0.0355 |
3.0% |
0.0076 |
0.6% |
98% |
True |
False |
1,838 |
| 40 |
1.1995 |
1.1640 |
0.0355 |
3.0% |
0.0071 |
0.6% |
98% |
True |
False |
1,196 |
| 60 |
1.1995 |
1.1640 |
0.0355 |
3.0% |
0.0072 |
0.6% |
98% |
True |
False |
920 |
| 80 |
1.2061 |
1.1640 |
0.0421 |
3.5% |
0.0075 |
0.6% |
83% |
False |
False |
694 |
| 100 |
1.2061 |
1.1325 |
0.0736 |
6.1% |
0.0076 |
0.6% |
90% |
False |
False |
564 |
| 120 |
1.2061 |
1.1248 |
0.0813 |
6.8% |
0.0077 |
0.6% |
91% |
False |
False |
473 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2322 |
|
2.618 |
1.2197 |
|
1.618 |
1.2120 |
|
1.000 |
1.2072 |
|
0.618 |
1.2043 |
|
HIGH |
1.1995 |
|
0.618 |
1.1966 |
|
0.500 |
1.1957 |
|
0.382 |
1.1947 |
|
LOW |
1.1918 |
|
0.618 |
1.1870 |
|
1.000 |
1.1841 |
|
1.618 |
1.1793 |
|
2.618 |
1.1716 |
|
4.250 |
1.1591 |
|
|
| Fisher Pivots for day following 27-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1978 |
1.1970 |
| PP |
1.1967 |
1.1952 |
| S1 |
1.1957 |
1.1933 |
|