CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 27-Jan-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2020 |
27-Jan-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1180 |
1.1174 |
-0.0006 |
-0.1% |
1.1252 |
| High |
1.1185 |
1.1187 |
0.0002 |
0.0% |
1.1273 |
| Low |
1.1175 |
1.1160 |
-0.0015 |
-0.1% |
1.1175 |
| Close |
1.1185 |
1.1169 |
-0.0016 |
-0.1% |
1.1185 |
| Range |
0.0011 |
0.0028 |
0.0017 |
161.9% |
0.0099 |
| ATR |
0.0037 |
0.0036 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
16 |
17 |
1 |
6.3% |
57 |
|
| Daily Pivots for day following 27-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1254 |
1.1239 |
1.1184 |
|
| R3 |
1.1227 |
1.1212 |
1.1177 |
|
| R2 |
1.1199 |
1.1199 |
1.1174 |
|
| R1 |
1.1184 |
1.1184 |
1.1172 |
1.1178 |
| PP |
1.1172 |
1.1172 |
1.1172 |
1.1169 |
| S1 |
1.1157 |
1.1157 |
1.1166 |
1.1151 |
| S2 |
1.1144 |
1.1144 |
1.1164 |
|
| S3 |
1.1117 |
1.1129 |
1.1161 |
|
| S4 |
1.1089 |
1.1102 |
1.1154 |
|
|
| Weekly Pivots for week ending 24-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1506 |
1.1444 |
1.1239 |
|
| R3 |
1.1408 |
1.1346 |
1.1212 |
|
| R2 |
1.1309 |
1.1309 |
1.1203 |
|
| R1 |
1.1247 |
1.1247 |
1.1194 |
1.1229 |
| PP |
1.1211 |
1.1211 |
1.1211 |
1.1202 |
| S1 |
1.1149 |
1.1149 |
1.1176 |
1.1131 |
| S2 |
1.1112 |
1.1112 |
1.1167 |
|
| S3 |
1.1014 |
1.1050 |
1.1158 |
|
| S4 |
1.0915 |
1.0952 |
1.1131 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1304 |
|
2.618 |
1.1259 |
|
1.618 |
1.1231 |
|
1.000 |
1.1215 |
|
0.618 |
1.1204 |
|
HIGH |
1.1187 |
|
0.618 |
1.1176 |
|
0.500 |
1.1173 |
|
0.382 |
1.1170 |
|
LOW |
1.1160 |
|
0.618 |
1.1143 |
|
1.000 |
1.1132 |
|
1.618 |
1.1115 |
|
2.618 |
1.1088 |
|
4.250 |
1.1043 |
|
|
| Fisher Pivots for day following 27-Jan-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1173 |
1.1210 |
| PP |
1.1172 |
1.1196 |
| S1 |
1.1170 |
1.1183 |
|