CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 06-Apr-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2020 |
06-Apr-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0889 |
1.0863 |
-0.0026 |
-0.2% |
1.1195 |
| High |
1.0904 |
1.0882 |
-0.0022 |
-0.2% |
1.1215 |
| Low |
1.0825 |
1.0820 |
-0.0005 |
0.0% |
1.0825 |
| Close |
1.0861 |
1.0848 |
-0.0013 |
-0.1% |
1.0861 |
| Range |
0.0079 |
0.0062 |
-0.0017 |
-21.5% |
0.0390 |
| ATR |
0.0143 |
0.0137 |
-0.0006 |
-4.1% |
0.0000 |
| Volume |
291 |
349 |
58 |
19.9% |
2,148 |
|
| Daily Pivots for day following 06-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1036 |
1.1004 |
1.0882 |
|
| R3 |
1.0974 |
1.0942 |
1.0865 |
|
| R2 |
1.0912 |
1.0912 |
1.0859 |
|
| R1 |
1.0880 |
1.0880 |
1.0854 |
1.0865 |
| PP |
1.0850 |
1.0850 |
1.0850 |
1.0843 |
| S1 |
1.0818 |
1.0818 |
1.0842 |
1.0803 |
| S2 |
1.0788 |
1.0788 |
1.0837 |
|
| S3 |
1.0726 |
1.0756 |
1.0831 |
|
| S4 |
1.0664 |
1.0694 |
1.0814 |
|
|
| 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 |
1.1116 |
1.0820 |
0.0296 |
2.7% |
0.0108 |
1.0% |
9% |
False |
True |
382 |
| 10 |
1.1219 |
1.0810 |
0.0410 |
3.8% |
0.0133 |
1.2% |
9% |
False |
False |
560 |
| 20 |
1.1487 |
1.0701 |
0.0786 |
7.2% |
0.0165 |
1.5% |
19% |
False |
False |
660 |
| 40 |
1.1572 |
1.0701 |
0.0871 |
8.0% |
0.0119 |
1.1% |
17% |
False |
False |
511 |
| 60 |
1.1572 |
1.0701 |
0.0871 |
8.0% |
0.0091 |
0.8% |
17% |
False |
False |
362 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1146 |
|
2.618 |
1.1044 |
|
1.618 |
1.0982 |
|
1.000 |
1.0944 |
|
0.618 |
1.0920 |
|
HIGH |
1.0882 |
|
0.618 |
1.0858 |
|
0.500 |
1.0851 |
|
0.382 |
1.0844 |
|
LOW |
1.0820 |
|
0.618 |
1.0782 |
|
1.000 |
1.0758 |
|
1.618 |
1.0720 |
|
2.618 |
1.0658 |
|
4.250 |
1.0557 |
|
|
| Fisher Pivots for day following 06-Apr-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0851 |
1.0918 |
| PP |
1.0850 |
1.0895 |
| S1 |
1.0849 |
1.0871 |
|