CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 14-Feb-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2020 |
14-Feb-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0994 |
1.0969 |
-0.0026 |
-0.2% |
1.1087 |
| High |
1.1025 |
1.0993 |
-0.0032 |
-0.3% |
1.1095 |
| Low |
1.0976 |
1.0936 |
-0.0040 |
-0.4% |
1.0936 |
| Close |
1.0980 |
1.0976 |
-0.0004 |
0.0% |
1.0976 |
| Range |
0.0049 |
0.0057 |
0.0008 |
16.3% |
0.0160 |
| ATR |
0.0040 |
0.0042 |
0.0001 |
2.9% |
0.0000 |
| Volume |
110 |
217 |
107 |
97.3% |
990 |
|
| Daily Pivots for day following 14-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1139 |
1.1114 |
1.1007 |
|
| R3 |
1.1082 |
1.1057 |
1.0991 |
|
| R2 |
1.1025 |
1.1025 |
1.0986 |
|
| R1 |
1.1000 |
1.1000 |
1.0981 |
1.1013 |
| PP |
1.0968 |
1.0968 |
1.0968 |
1.0974 |
| S1 |
1.0943 |
1.0943 |
1.0970 |
1.0956 |
| S2 |
1.0911 |
1.0911 |
1.0965 |
|
| S3 |
1.0854 |
1.0886 |
1.0960 |
|
| S4 |
1.0797 |
1.0829 |
1.0944 |
|
|
| Weekly Pivots for week ending 14-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1481 |
1.1388 |
1.1063 |
|
| R3 |
1.1321 |
1.1228 |
1.1019 |
|
| R2 |
1.1162 |
1.1162 |
1.1005 |
|
| R1 |
1.1069 |
1.1069 |
1.0990 |
1.1035 |
| PP |
1.1002 |
1.1002 |
1.1002 |
1.0985 |
| S1 |
1.0909 |
1.0909 |
1.0961 |
1.0876 |
| S2 |
1.0843 |
1.0843 |
1.0946 |
|
| S3 |
1.0683 |
1.0750 |
1.0932 |
|
| S4 |
1.0524 |
1.0590 |
1.0888 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1235 |
|
2.618 |
1.1142 |
|
1.618 |
1.1085 |
|
1.000 |
1.1050 |
|
0.618 |
1.1028 |
|
HIGH |
1.0993 |
|
0.618 |
1.0971 |
|
0.500 |
1.0964 |
|
0.382 |
1.0957 |
|
LOW |
1.0936 |
|
0.618 |
1.0900 |
|
1.000 |
1.0879 |
|
1.618 |
1.0843 |
|
2.618 |
1.0786 |
|
4.250 |
1.0693 |
|
|
| Fisher Pivots for day following 14-Feb-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0972 |
1.1000 |
| PP |
1.0968 |
1.0992 |
| S1 |
1.0964 |
1.0984 |
|