CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 03-Apr-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2020 |
03-Apr-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0991 |
1.0889 |
-0.0103 |
-0.9% |
1.1195 |
| High |
1.1016 |
1.0904 |
-0.0112 |
-1.0% |
1.1215 |
| Low |
1.0875 |
1.0825 |
-0.0050 |
-0.5% |
1.0825 |
| Close |
1.0900 |
1.0861 |
-0.0039 |
-0.4% |
1.0861 |
| Range |
0.0141 |
0.0079 |
-0.0062 |
-44.0% |
0.0390 |
| ATR |
0.0148 |
0.0143 |
-0.0005 |
-3.3% |
0.0000 |
| Volume |
404 |
291 |
-113 |
-28.0% |
2,148 |
|
| Daily Pivots for day following 03-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1100 |
1.1059 |
1.0904 |
|
| R3 |
1.1021 |
1.0980 |
1.0882 |
|
| R2 |
1.0942 |
1.0942 |
1.0875 |
|
| R1 |
1.0901 |
1.0901 |
1.0868 |
1.0882 |
| PP |
1.0863 |
1.0863 |
1.0863 |
1.0854 |
| S1 |
1.0822 |
1.0822 |
1.0853 |
1.0803 |
| S2 |
1.0784 |
1.0784 |
1.0846 |
|
| S3 |
1.0705 |
1.0743 |
1.0839 |
|
| S4 |
1.0626 |
1.0664 |
1.0817 |
|
|
| Weekly Pivots for week ending 03-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2137 |
1.1889 |
1.1075 |
|
| R3 |
1.1747 |
1.1499 |
1.0968 |
|
| R2 |
1.1357 |
1.1357 |
1.0932 |
|
| R1 |
1.1109 |
1.1109 |
1.0896 |
1.1038 |
| PP |
1.0967 |
1.0967 |
1.0967 |
1.0931 |
| S1 |
1.0719 |
1.0719 |
1.0825 |
1.0648 |
| S2 |
1.0577 |
1.0577 |
1.0789 |
|
| S3 |
1.0187 |
1.0329 |
1.0753 |
|
| S4 |
0.9797 |
0.9939 |
1.0646 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1215 |
1.0825 |
0.0390 |
3.6% |
0.0123 |
1.1% |
9% |
False |
True |
429 |
| 10 |
1.1219 |
1.0701 |
0.0519 |
4.8% |
0.0147 |
1.4% |
31% |
False |
False |
635 |
| 20 |
1.1572 |
1.0701 |
0.0871 |
8.0% |
0.0169 |
1.6% |
18% |
False |
False |
667 |
| 40 |
1.1572 |
1.0701 |
0.0871 |
8.0% |
0.0119 |
1.1% |
18% |
False |
False |
502 |
| 60 |
1.1572 |
1.0701 |
0.0871 |
8.0% |
0.0090 |
0.8% |
18% |
False |
False |
358 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1240 |
|
2.618 |
1.1111 |
|
1.618 |
1.1032 |
|
1.000 |
1.0983 |
|
0.618 |
1.0953 |
|
HIGH |
1.0904 |
|
0.618 |
1.0874 |
|
0.500 |
1.0865 |
|
0.382 |
1.0855 |
|
LOW |
1.0825 |
|
0.618 |
1.0776 |
|
1.000 |
1.0746 |
|
1.618 |
1.0697 |
|
2.618 |
1.0618 |
|
4.250 |
1.0489 |
|
|
| Fisher Pivots for day following 03-Apr-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0865 |
1.0962 |
| PP |
1.0863 |
1.0928 |
| S1 |
1.0862 |
1.0894 |
|