CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 15-Apr-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2020 |
15-Apr-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0986 |
1.1030 |
0.0044 |
0.4% |
1.0863 |
| High |
1.1032 |
1.1034 |
0.0003 |
0.0% |
1.1000 |
| Low |
1.0963 |
1.0899 |
-0.0064 |
-0.6% |
1.0820 |
| Close |
1.1027 |
1.0964 |
-0.0063 |
-0.6% |
1.0985 |
| Range |
0.0069 |
0.0135 |
0.0067 |
97.1% |
0.0180 |
| ATR |
0.0123 |
0.0124 |
0.0001 |
0.7% |
0.0000 |
| Volume |
442 |
327 |
-115 |
-26.0% |
1,226 |
|
| Daily Pivots for day following 15-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1371 |
1.1302 |
1.1038 |
|
| R3 |
1.1236 |
1.1167 |
1.1001 |
|
| R2 |
1.1101 |
1.1101 |
1.0989 |
|
| R1 |
1.1032 |
1.1032 |
1.0976 |
1.0999 |
| PP |
1.0966 |
1.0966 |
1.0966 |
1.0949 |
| S1 |
1.0897 |
1.0897 |
1.0952 |
1.0864 |
| S2 |
1.0831 |
1.0831 |
1.0939 |
|
| S3 |
1.0696 |
1.0762 |
1.0927 |
|
| S4 |
1.0561 |
1.0627 |
1.0890 |
|
|
| Weekly Pivots for week ending 10-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1475 |
1.1410 |
1.1084 |
|
| R3 |
1.1295 |
1.1230 |
1.1035 |
|
| R2 |
1.1115 |
1.1115 |
1.1018 |
|
| R1 |
1.1050 |
1.1050 |
1.1002 |
1.1083 |
| PP |
1.0935 |
1.0935 |
1.0935 |
1.0951 |
| S1 |
1.0870 |
1.0870 |
1.0969 |
1.0903 |
| S2 |
1.0755 |
1.0755 |
1.0952 |
|
| S3 |
1.0575 |
1.0690 |
1.0936 |
|
| S4 |
1.0395 |
1.0510 |
1.0886 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1034 |
1.0884 |
0.0150 |
1.4% |
0.0087 |
0.8% |
53% |
True |
False |
248 |
| 10 |
1.1100 |
1.0820 |
0.0280 |
2.5% |
0.0100 |
0.9% |
52% |
False |
False |
308 |
| 20 |
1.1219 |
1.0701 |
0.0519 |
4.7% |
0.0143 |
1.3% |
51% |
False |
False |
584 |
| 40 |
1.1572 |
1.0701 |
0.0871 |
7.9% |
0.0127 |
1.2% |
30% |
False |
False |
525 |
| 60 |
1.1572 |
1.0701 |
0.0871 |
7.9% |
0.0097 |
0.9% |
30% |
False |
False |
388 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1608 |
|
2.618 |
1.1387 |
|
1.618 |
1.1252 |
|
1.000 |
1.1169 |
|
0.618 |
1.1117 |
|
HIGH |
1.1034 |
|
0.618 |
1.0982 |
|
0.500 |
1.0967 |
|
0.382 |
1.0951 |
|
LOW |
1.0899 |
|
0.618 |
1.0816 |
|
1.000 |
1.0764 |
|
1.618 |
1.0681 |
|
2.618 |
1.0546 |
|
4.250 |
1.0325 |
|
|
| Fisher Pivots for day following 15-Apr-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0967 |
1.0967 |
| PP |
1.0966 |
1.0966 |
| S1 |
1.0965 |
1.0965 |
|