CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 13-Feb-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2020 |
13-Feb-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1051 |
1.0994 |
-0.0057 |
-0.5% |
1.1190 |
| High |
1.1064 |
1.1025 |
-0.0039 |
-0.4% |
1.1211 |
| Low |
1.1006 |
1.0976 |
-0.0031 |
-0.3% |
1.1084 |
| Close |
1.1006 |
1.0980 |
-0.0027 |
-0.2% |
1.1087 |
| Range |
0.0058 |
0.0049 |
-0.0009 |
-14.8% |
0.0127 |
| ATR |
0.0040 |
0.0040 |
0.0001 |
1.7% |
0.0000 |
| Volume |
367 |
110 |
-257 |
-70.0% |
678 |
|
| Daily Pivots for day following 13-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1140 |
1.1109 |
1.1006 |
|
| R3 |
1.1091 |
1.1060 |
1.0993 |
|
| R2 |
1.1042 |
1.1042 |
1.0988 |
|
| R1 |
1.1011 |
1.1011 |
1.0984 |
1.1002 |
| PP |
1.0993 |
1.0993 |
1.0993 |
1.0989 |
| S1 |
1.0962 |
1.0962 |
1.0975 |
1.0953 |
| S2 |
1.0944 |
1.0944 |
1.0971 |
|
| S3 |
1.0895 |
1.0913 |
1.0966 |
|
| S4 |
1.0846 |
1.0864 |
1.0953 |
|
|
| Weekly Pivots for week ending 07-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1508 |
1.1425 |
1.1157 |
|
| R3 |
1.1381 |
1.1298 |
1.1122 |
|
| R2 |
1.1254 |
1.1254 |
1.1110 |
|
| R1 |
1.1171 |
1.1171 |
1.1099 |
1.1149 |
| PP |
1.1127 |
1.1127 |
1.1127 |
1.1116 |
| S1 |
1.1044 |
1.1044 |
1.1075 |
1.1022 |
| S2 |
1.1000 |
1.1000 |
1.1064 |
|
| S3 |
1.0873 |
1.0917 |
1.1052 |
|
| S4 |
1.0746 |
1.0790 |
1.1017 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1233 |
|
2.618 |
1.1153 |
|
1.618 |
1.1104 |
|
1.000 |
1.1074 |
|
0.618 |
1.1055 |
|
HIGH |
1.1025 |
|
0.618 |
1.1006 |
|
0.500 |
1.1000 |
|
0.382 |
1.0994 |
|
LOW |
1.0976 |
|
0.618 |
1.0945 |
|
1.000 |
1.0927 |
|
1.618 |
1.0896 |
|
2.618 |
1.0847 |
|
4.250 |
1.0767 |
|
|
| Fisher Pivots for day following 13-Feb-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1000 |
1.1020 |
| PP |
1.0993 |
1.1006 |
| S1 |
1.0986 |
1.0993 |
|