CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 25-Feb-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2020 |
25-Feb-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0957 |
1.0991 |
0.0034 |
0.3% |
1.0970 |
| High |
1.0996 |
1.1009 |
0.0013 |
0.1% |
1.0989 |
| Low |
1.0937 |
1.0961 |
0.0024 |
0.2% |
1.0913 |
| Close |
1.0970 |
1.1005 |
0.0036 |
0.3% |
1.0987 |
| Range |
0.0060 |
0.0049 |
-0.0011 |
-18.5% |
0.0077 |
| ATR |
0.0045 |
0.0045 |
0.0000 |
0.6% |
0.0000 |
| Volume |
174 |
662 |
488 |
280.5% |
574 |
|
| Daily Pivots for day following 25-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1137 |
1.1120 |
1.1032 |
|
| R3 |
1.1089 |
1.1071 |
1.1018 |
|
| R2 |
1.1040 |
1.1040 |
1.1014 |
|
| R1 |
1.1023 |
1.1023 |
1.1009 |
1.1031 |
| PP |
1.0992 |
1.0992 |
1.0992 |
1.0996 |
| S1 |
1.0974 |
1.0974 |
1.1001 |
1.0983 |
| S2 |
1.0943 |
1.0943 |
1.0996 |
|
| S3 |
1.0895 |
1.0926 |
1.0992 |
|
| S4 |
1.0846 |
1.0877 |
1.0978 |
|
|
| 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 |
1.1215 |
|
2.618 |
1.1136 |
|
1.618 |
1.1087 |
|
1.000 |
1.1058 |
|
0.618 |
1.1039 |
|
HIGH |
1.1009 |
|
0.618 |
1.0990 |
|
0.500 |
1.0985 |
|
0.382 |
1.0979 |
|
LOW |
1.0961 |
|
0.618 |
1.0931 |
|
1.000 |
1.0912 |
|
1.618 |
1.0882 |
|
2.618 |
1.0834 |
|
4.250 |
1.0754 |
|
|
| Fisher Pivots for day following 25-Feb-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0998 |
1.0992 |
| PP |
1.0992 |
1.0978 |
| S1 |
1.0985 |
1.0965 |
|