CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 02-Apr-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2020 |
02-Apr-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1092 |
1.0991 |
-0.0101 |
-0.9% |
1.0744 |
| High |
1.1100 |
1.1016 |
-0.0084 |
-0.8% |
1.1219 |
| Low |
1.0964 |
1.0875 |
-0.0089 |
-0.8% |
1.0701 |
| Close |
1.0986 |
1.0900 |
-0.0087 |
-0.8% |
1.1190 |
| Range |
0.0136 |
0.0141 |
0.0005 |
3.7% |
0.0519 |
| ATR |
0.0149 |
0.0148 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
306 |
404 |
98 |
32.0% |
4,204 |
|
| Daily Pivots for day following 02-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1353 |
1.1267 |
1.0977 |
|
| R3 |
1.1212 |
1.1126 |
1.0938 |
|
| R2 |
1.1071 |
1.1071 |
1.0925 |
|
| R1 |
1.0985 |
1.0985 |
1.0912 |
1.0958 |
| PP |
1.0930 |
1.0930 |
1.0930 |
1.0916 |
| S1 |
1.0844 |
1.0844 |
1.0887 |
1.0817 |
| S2 |
1.0789 |
1.0789 |
1.0874 |
|
| S3 |
1.0648 |
1.0703 |
1.0861 |
|
| S4 |
1.0507 |
1.0562 |
1.0822 |
|
|
| 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 |
1.0875 |
0.0345 |
3.2% |
0.0146 |
1.3% |
7% |
False |
True |
581 |
| 10 |
1.1219 |
1.0701 |
0.0519 |
4.8% |
0.0159 |
1.5% |
38% |
False |
False |
680 |
| 20 |
1.1572 |
1.0701 |
0.0871 |
8.0% |
0.0172 |
1.6% |
23% |
False |
False |
678 |
| 40 |
1.1572 |
1.0701 |
0.0871 |
8.0% |
0.0118 |
1.1% |
23% |
False |
False |
496 |
| 60 |
1.1572 |
1.0701 |
0.0871 |
8.0% |
0.0089 |
0.8% |
23% |
False |
False |
355 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1615 |
|
2.618 |
1.1385 |
|
1.618 |
1.1244 |
|
1.000 |
1.1157 |
|
0.618 |
1.1103 |
|
HIGH |
1.1016 |
|
0.618 |
1.0962 |
|
0.500 |
1.0945 |
|
0.382 |
1.0928 |
|
LOW |
1.0875 |
|
0.618 |
1.0787 |
|
1.000 |
1.0734 |
|
1.618 |
1.0646 |
|
2.618 |
1.0505 |
|
4.250 |
1.0275 |
|
|
| Fisher Pivots for day following 02-Apr-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0945 |
1.0995 |
| PP |
1.0930 |
1.0963 |
| S1 |
1.0915 |
1.0931 |
|