CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 09-Apr-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2020 |
09-Apr-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0920 |
1.0892 |
-0.0028 |
-0.3% |
1.1195 |
| High |
1.0938 |
1.1000 |
0.0062 |
0.6% |
1.1215 |
| Low |
1.0884 |
1.0892 |
0.0008 |
0.1% |
1.0825 |
| Close |
1.0912 |
1.0985 |
0.0073 |
0.7% |
1.0861 |
| Range |
0.0054 |
0.0109 |
0.0055 |
100.9% |
0.0390 |
| ATR |
0.0133 |
0.0131 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
83 |
302 |
219 |
263.9% |
2,148 |
|
| Daily Pivots for day following 09-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1284 |
1.1243 |
1.1045 |
|
| R3 |
1.1176 |
1.1135 |
1.1015 |
|
| R2 |
1.1067 |
1.1067 |
1.1005 |
|
| R1 |
1.1026 |
1.1026 |
1.0995 |
1.1047 |
| PP |
1.0959 |
1.0959 |
1.0959 |
1.0969 |
| S1 |
1.0918 |
1.0918 |
1.0975 |
1.0938 |
| S2 |
1.0850 |
1.0850 |
1.0965 |
|
| S3 |
1.0742 |
1.0809 |
1.0955 |
|
| S4 |
1.0633 |
1.0701 |
1.0925 |
|
|
| 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 |
1.1000 |
1.0820 |
0.0180 |
1.6% |
0.0089 |
0.8% |
92% |
True |
False |
303 |
| 10 |
1.1219 |
1.0820 |
0.0399 |
3.6% |
0.0117 |
1.1% |
41% |
False |
False |
442 |
| 20 |
1.1304 |
1.0701 |
0.0604 |
5.5% |
0.0156 |
1.4% |
47% |
False |
False |
656 |
| 40 |
1.1572 |
1.0701 |
0.0871 |
7.9% |
0.0124 |
1.1% |
33% |
False |
False |
516 |
| 60 |
1.1572 |
1.0701 |
0.0871 |
7.9% |
0.0094 |
0.9% |
33% |
False |
False |
376 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1461 |
|
2.618 |
1.1284 |
|
1.618 |
1.1176 |
|
1.000 |
1.1109 |
|
0.618 |
1.1067 |
|
HIGH |
1.1000 |
|
0.618 |
1.0959 |
|
0.500 |
1.0946 |
|
0.382 |
1.0933 |
|
LOW |
1.0892 |
|
0.618 |
1.0824 |
|
1.000 |
1.0783 |
|
1.618 |
1.0716 |
|
2.618 |
1.0607 |
|
4.250 |
1.0430 |
|
|
| Fisher Pivots for day following 09-Apr-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0972 |
1.0963 |
| PP |
1.0959 |
1.0941 |
| S1 |
1.0946 |
1.0920 |
|