CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 24-Feb-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2020 |
24-Feb-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0924 |
1.0957 |
0.0033 |
0.3% |
1.0970 |
| High |
1.0989 |
1.0996 |
0.0007 |
0.1% |
1.0989 |
| Low |
1.0920 |
1.0937 |
0.0017 |
0.2% |
1.0913 |
| Close |
1.0987 |
1.0970 |
-0.0018 |
-0.2% |
1.0987 |
| Range |
0.0069 |
0.0060 |
-0.0010 |
-13.8% |
0.0077 |
| ATR |
0.0043 |
0.0045 |
0.0001 |
2.6% |
0.0000 |
| Volume |
166 |
174 |
8 |
4.8% |
574 |
|
| Daily Pivots for day following 24-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1146 |
1.1117 |
1.1002 |
|
| R3 |
1.1086 |
1.1058 |
1.0986 |
|
| R2 |
1.1027 |
1.1027 |
1.0980 |
|
| R1 |
1.0998 |
1.0998 |
1.0975 |
1.1013 |
| PP |
1.0967 |
1.0967 |
1.0967 |
1.0975 |
| S1 |
1.0939 |
1.0939 |
1.0964 |
1.0953 |
| S2 |
1.0908 |
1.0908 |
1.0959 |
|
| S3 |
1.0848 |
1.0879 |
1.0953 |
|
| S4 |
1.0789 |
1.0820 |
1.0937 |
|
|
| Weekly Pivots for week ending 21-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1192 |
1.1166 |
1.1029 |
|
| R3 |
1.1116 |
1.1090 |
1.1008 |
|
| R2 |
1.1039 |
1.1039 |
1.1001 |
|
| R1 |
1.1013 |
1.1013 |
1.0994 |
1.1026 |
| PP |
1.0963 |
1.0963 |
1.0963 |
1.0969 |
| S1 |
1.0937 |
1.0937 |
1.0980 |
1.0950 |
| S2 |
1.0886 |
1.0886 |
1.0973 |
|
| S3 |
1.0810 |
1.0860 |
1.0966 |
|
| S4 |
1.0733 |
1.0784 |
1.0945 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1249 |
|
2.618 |
1.1152 |
|
1.618 |
1.1092 |
|
1.000 |
1.1056 |
|
0.618 |
1.1033 |
|
HIGH |
1.0996 |
|
0.618 |
1.0973 |
|
0.500 |
1.0966 |
|
0.382 |
1.0959 |
|
LOW |
1.0937 |
|
0.618 |
1.0900 |
|
1.000 |
1.0877 |
|
1.618 |
1.0840 |
|
2.618 |
1.0781 |
|
4.250 |
1.0684 |
|
|
| Fisher Pivots for day following 24-Feb-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0968 |
1.0964 |
| PP |
1.0967 |
1.0959 |
| S1 |
1.0966 |
1.0954 |
|