CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 20-Feb-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2020 |
20-Feb-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0929 |
1.0925 |
-0.0004 |
0.0% |
1.1087 |
| High |
1.0945 |
1.0952 |
0.0007 |
0.1% |
1.1095 |
| Low |
1.0918 |
1.0913 |
-0.0006 |
-0.1% |
1.0936 |
| Close |
1.0931 |
1.0921 |
-0.0010 |
-0.1% |
1.0976 |
| Range |
0.0027 |
0.0040 |
0.0013 |
46.3% |
0.0160 |
| ATR |
0.0042 |
0.0042 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
39 |
172 |
133 |
341.0% |
990 |
|
| Daily Pivots for day following 20-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1047 |
1.1023 |
1.0942 |
|
| R3 |
1.1007 |
1.0984 |
1.0931 |
|
| R2 |
1.0968 |
1.0968 |
1.0928 |
|
| R1 |
1.0944 |
1.0944 |
1.0924 |
1.0936 |
| PP |
1.0928 |
1.0928 |
1.0928 |
1.0924 |
| S1 |
1.0905 |
1.0905 |
1.0917 |
1.0897 |
| S2 |
1.0889 |
1.0889 |
1.0913 |
|
| S3 |
1.0849 |
1.0865 |
1.0910 |
|
| S4 |
1.0810 |
1.0826 |
1.0899 |
|
|
| 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 |
1.1120 |
|
2.618 |
1.1055 |
|
1.618 |
1.1016 |
|
1.000 |
1.0992 |
|
0.618 |
1.0976 |
|
HIGH |
1.0952 |
|
0.618 |
1.0937 |
|
0.500 |
1.0932 |
|
0.382 |
1.0928 |
|
LOW |
1.0913 |
|
0.618 |
1.0888 |
|
1.000 |
1.0873 |
|
1.618 |
1.0849 |
|
2.618 |
1.0809 |
|
4.250 |
1.0745 |
|
|
| Fisher Pivots for day following 20-Feb-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0932 |
1.0948 |
| PP |
1.0928 |
1.0939 |
| S1 |
1.0924 |
1.0930 |
|