CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 01-Apr-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2020 |
01-Apr-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1095 |
1.1092 |
-0.0004 |
0.0% |
1.0744 |
| High |
1.1116 |
1.1100 |
-0.0017 |
-0.1% |
1.1219 |
| Low |
1.0993 |
1.0964 |
-0.0030 |
-0.3% |
1.0701 |
| Close |
1.1080 |
1.0986 |
-0.0094 |
-0.8% |
1.1190 |
| Range |
0.0123 |
0.0136 |
0.0013 |
10.6% |
0.0519 |
| ATR |
0.0150 |
0.0149 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
561 |
306 |
-255 |
-45.5% |
4,204 |
|
| Daily Pivots for day following 01-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1424 |
1.1341 |
1.1061 |
|
| R3 |
1.1288 |
1.1205 |
1.1023 |
|
| R2 |
1.1152 |
1.1152 |
1.1011 |
|
| R1 |
1.1069 |
1.1069 |
1.0998 |
1.1043 |
| PP |
1.1016 |
1.1016 |
1.1016 |
1.1003 |
| S1 |
1.0933 |
1.0933 |
1.0974 |
1.0907 |
| S2 |
1.0880 |
1.0880 |
1.0961 |
|
| S3 |
1.0744 |
1.0797 |
1.0949 |
|
| S4 |
1.0608 |
1.0661 |
1.0911 |
|
|
| Weekly Pivots for week ending 27-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2592 |
1.2410 |
1.1475 |
|
| R3 |
1.2074 |
1.1891 |
1.1333 |
|
| R2 |
1.1555 |
1.1555 |
1.1285 |
|
| R1 |
1.1373 |
1.1373 |
1.1238 |
1.1464 |
| PP |
1.1037 |
1.1037 |
1.1037 |
1.1082 |
| S1 |
1.0854 |
1.0854 |
1.1142 |
1.0945 |
| S2 |
1.0518 |
1.0518 |
1.1095 |
|
| S3 |
1.0000 |
1.0336 |
1.1047 |
|
| S4 |
0.9481 |
0.9817 |
1.0905 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1219 |
1.0944 |
0.0276 |
2.5% |
0.0154 |
1.4% |
15% |
False |
False |
688 |
| 10 |
1.1219 |
1.0701 |
0.0519 |
4.7% |
0.0177 |
1.6% |
55% |
False |
False |
783 |
| 20 |
1.1572 |
1.0701 |
0.0871 |
7.9% |
0.0171 |
1.6% |
33% |
False |
False |
675 |
| 40 |
1.1572 |
1.0701 |
0.0871 |
7.9% |
0.0116 |
1.1% |
33% |
False |
False |
493 |
| 60 |
1.1572 |
1.0701 |
0.0871 |
7.9% |
0.0087 |
0.8% |
33% |
False |
False |
350 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1678 |
|
2.618 |
1.1456 |
|
1.618 |
1.1320 |
|
1.000 |
1.1236 |
|
0.618 |
1.1184 |
|
HIGH |
1.1100 |
|
0.618 |
1.1048 |
|
0.500 |
1.1032 |
|
0.382 |
1.1015 |
|
LOW |
1.0964 |
|
0.618 |
1.0879 |
|
1.000 |
1.0828 |
|
1.618 |
1.0743 |
|
2.618 |
1.0607 |
|
4.250 |
1.0386 |
|
|
| Fisher Pivots for day following 01-Apr-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1032 |
1.1089 |
| PP |
1.1016 |
1.1055 |
| S1 |
1.1001 |
1.1020 |
|