CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 30-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2020 |
30-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1949 |
1.1997 |
0.0048 |
0.4% |
1.1891 |
| High |
1.1995 |
1.2036 |
0.0041 |
0.3% |
1.1995 |
| Low |
1.1918 |
1.1957 |
0.0039 |
0.3% |
1.1833 |
| Close |
1.1989 |
1.1980 |
-0.0010 |
-0.1% |
1.1989 |
| Range |
0.0077 |
0.0079 |
0.0002 |
2.6% |
0.0162 |
| ATR |
0.0071 |
0.0072 |
0.0001 |
0.8% |
0.0000 |
| Volume |
7,358 |
10,402 |
3,044 |
41.4% |
17,531 |
|
| Daily Pivots for day following 30-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2228 |
1.2183 |
1.2023 |
|
| R3 |
1.2149 |
1.2104 |
1.2001 |
|
| R2 |
1.2070 |
1.2070 |
1.1994 |
|
| R1 |
1.2025 |
1.2025 |
1.1987 |
1.2008 |
| PP |
1.1991 |
1.1991 |
1.1991 |
1.1982 |
| S1 |
1.1946 |
1.1946 |
1.1972 |
1.1929 |
| S2 |
1.1912 |
1.1912 |
1.1965 |
|
| S3 |
1.1833 |
1.1867 |
1.1958 |
|
| S4 |
1.1754 |
1.1788 |
1.1936 |
|
|
| 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 |
1.2036 |
1.1833 |
0.0203 |
1.7% |
0.0074 |
0.6% |
72% |
True |
False |
5,586 |
| 10 |
1.2036 |
1.1833 |
0.0203 |
1.7% |
0.0062 |
0.5% |
72% |
True |
False |
3,364 |
| 20 |
1.2036 |
1.1640 |
0.0396 |
3.3% |
0.0077 |
0.6% |
86% |
True |
False |
2,322 |
| 40 |
1.2036 |
1.1640 |
0.0396 |
3.3% |
0.0072 |
0.6% |
86% |
True |
False |
1,439 |
| 60 |
1.2036 |
1.1640 |
0.0396 |
3.3% |
0.0073 |
0.6% |
86% |
True |
False |
1,090 |
| 80 |
1.2061 |
1.1640 |
0.0421 |
3.5% |
0.0075 |
0.6% |
81% |
False |
False |
824 |
| 100 |
1.2061 |
1.1325 |
0.0736 |
6.1% |
0.0076 |
0.6% |
89% |
False |
False |
668 |
| 120 |
1.2061 |
1.1248 |
0.0813 |
6.8% |
0.0077 |
0.6% |
90% |
False |
False |
560 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2372 |
|
2.618 |
1.2243 |
|
1.618 |
1.2164 |
|
1.000 |
1.2115 |
|
0.618 |
1.2085 |
|
HIGH |
1.2036 |
|
0.618 |
1.2006 |
|
0.500 |
1.1997 |
|
0.382 |
1.1987 |
|
LOW |
1.1957 |
|
0.618 |
1.1908 |
|
1.000 |
1.1878 |
|
1.618 |
1.1829 |
|
2.618 |
1.1750 |
|
4.250 |
1.1621 |
|
|
| Fisher Pivots for day following 30-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1997 |
1.1978 |
| PP |
1.1991 |
1.1977 |
| S1 |
1.1985 |
1.1975 |
|