CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 13-Apr-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2020 |
13-Apr-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0892 |
1.0987 |
0.0095 |
0.9% |
1.0863 |
| High |
1.1000 |
1.1014 |
0.0014 |
0.1% |
1.1000 |
| Low |
1.0892 |
1.0944 |
0.0052 |
0.5% |
1.0820 |
| Close |
1.0985 |
1.0972 |
-0.0013 |
-0.1% |
1.0985 |
| Range |
0.0109 |
0.0071 |
-0.0038 |
-35.0% |
0.0180 |
| ATR |
0.0131 |
0.0127 |
-0.0004 |
-3.3% |
0.0000 |
| Volume |
302 |
87 |
-215 |
-71.2% |
1,226 |
|
| Daily Pivots for day following 13-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1188 |
1.1151 |
1.1011 |
|
| R3 |
1.1118 |
1.1080 |
1.0991 |
|
| R2 |
1.1047 |
1.1047 |
1.0985 |
|
| R1 |
1.1010 |
1.1010 |
1.0978 |
1.0993 |
| PP |
1.0977 |
1.0977 |
1.0977 |
1.0968 |
| S1 |
1.0939 |
1.0939 |
1.0966 |
1.0923 |
| S2 |
1.0906 |
1.0906 |
1.0959 |
|
| S3 |
1.0836 |
1.0869 |
1.0953 |
|
| S4 |
1.0765 |
1.0798 |
1.0933 |
|
|
| Weekly Pivots for week ending 10-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1475 |
1.1410 |
1.1084 |
|
| R3 |
1.1295 |
1.1230 |
1.1035 |
|
| R2 |
1.1115 |
1.1115 |
1.1018 |
|
| R1 |
1.1050 |
1.1050 |
1.1002 |
1.1083 |
| PP |
1.0935 |
1.0935 |
1.0935 |
1.0951 |
| S1 |
1.0870 |
1.0870 |
1.0969 |
1.0903 |
| S2 |
1.0755 |
1.0755 |
1.0952 |
|
| S3 |
1.0575 |
1.0690 |
1.0936 |
|
| S4 |
1.0395 |
1.0510 |
1.0886 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1014 |
1.0820 |
0.0194 |
1.8% |
0.0088 |
0.8% |
78% |
True |
False |
262 |
| 10 |
1.1215 |
1.0820 |
0.0395 |
3.6% |
0.0105 |
1.0% |
38% |
False |
False |
346 |
| 20 |
1.1304 |
1.0701 |
0.0604 |
5.5% |
0.0152 |
1.4% |
45% |
False |
False |
634 |
| 40 |
1.1572 |
1.0701 |
0.0871 |
7.9% |
0.0124 |
1.1% |
31% |
False |
False |
516 |
| 60 |
1.1572 |
1.0701 |
0.0871 |
7.9% |
0.0095 |
0.9% |
31% |
False |
False |
377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1314 |
|
2.618 |
1.1199 |
|
1.618 |
1.1128 |
|
1.000 |
1.1085 |
|
0.618 |
1.1058 |
|
HIGH |
1.1014 |
|
0.618 |
1.0987 |
|
0.500 |
1.0979 |
|
0.382 |
1.0970 |
|
LOW |
1.0944 |
|
0.618 |
1.0900 |
|
1.000 |
1.0873 |
|
1.618 |
1.0829 |
|
2.618 |
1.0759 |
|
4.250 |
1.0644 |
|
|
| Fisher Pivots for day following 13-Apr-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0979 |
1.0964 |
| PP |
1.0977 |
1.0957 |
| S1 |
1.0974 |
1.0949 |
|