CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 18-Feb-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2020 |
18-Feb-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0969 |
1.0970 |
0.0001 |
0.0% |
1.1087 |
| High |
1.0993 |
1.0984 |
-0.0009 |
-0.1% |
1.1095 |
| Low |
1.0936 |
1.0925 |
-0.0011 |
-0.1% |
1.0936 |
| Close |
1.0976 |
1.0928 |
-0.0048 |
-0.4% |
1.0976 |
| Range |
0.0057 |
0.0059 |
0.0002 |
3.5% |
0.0160 |
| ATR |
0.0042 |
0.0043 |
0.0001 |
3.0% |
0.0000 |
| Volume |
217 |
197 |
-20 |
-9.2% |
990 |
|
| Daily Pivots for day following 18-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1123 |
1.1084 |
1.0960 |
|
| R3 |
1.1064 |
1.1025 |
1.0944 |
|
| R2 |
1.1005 |
1.1005 |
1.0939 |
|
| R1 |
1.0966 |
1.0966 |
1.0933 |
1.0956 |
| PP |
1.0946 |
1.0946 |
1.0946 |
1.0941 |
| S1 |
1.0907 |
1.0907 |
1.0923 |
1.0897 |
| S2 |
1.0887 |
1.0887 |
1.0917 |
|
| S3 |
1.0828 |
1.0848 |
1.0912 |
|
| S4 |
1.0769 |
1.0789 |
1.0896 |
|
|
| 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 |
1.1138 |
|
1.618 |
1.1079 |
|
1.000 |
1.1043 |
|
0.618 |
1.1020 |
|
HIGH |
1.0984 |
|
0.618 |
1.0961 |
|
0.500 |
1.0955 |
|
0.382 |
1.0948 |
|
LOW |
1.0925 |
|
0.618 |
1.0889 |
|
1.000 |
1.0866 |
|
1.618 |
1.0830 |
|
2.618 |
1.0771 |
|
4.250 |
1.0674 |
|
|
| Fisher Pivots for day following 18-Feb-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0955 |
1.0975 |
| PP |
1.0946 |
1.0959 |
| S1 |
1.0937 |
1.0944 |
|