CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 16-Apr-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2020 |
16-Apr-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1030 |
1.0943 |
-0.0087 |
-0.8% |
1.0863 |
| High |
1.1034 |
1.0947 |
-0.0087 |
-0.8% |
1.1000 |
| Low |
1.0899 |
1.0859 |
-0.0040 |
-0.4% |
1.0820 |
| Close |
1.0964 |
1.0887 |
-0.0078 |
-0.7% |
1.0985 |
| Range |
0.0135 |
0.0088 |
-0.0047 |
-34.8% |
0.0180 |
| ATR |
0.0124 |
0.0122 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
327 |
542 |
215 |
65.7% |
1,226 |
|
| Daily Pivots for day following 16-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1162 |
1.1112 |
1.0935 |
|
| R3 |
1.1074 |
1.1024 |
1.0911 |
|
| R2 |
1.0986 |
1.0986 |
1.0903 |
|
| R1 |
1.0936 |
1.0936 |
1.0895 |
1.0917 |
| PP |
1.0898 |
1.0898 |
1.0898 |
1.0888 |
| S1 |
1.0848 |
1.0848 |
1.0878 |
1.0829 |
| S2 |
1.0810 |
1.0810 |
1.0870 |
|
| S3 |
1.0722 |
1.0760 |
1.0862 |
|
| S4 |
1.0634 |
1.0672 |
1.0838 |
|
|
| 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 |
1.0859 |
0.0175 |
1.6% |
0.0094 |
0.9% |
16% |
False |
True |
340 |
| 10 |
1.1034 |
1.0820 |
0.0214 |
2.0% |
0.0095 |
0.9% |
31% |
False |
False |
331 |
| 20 |
1.1219 |
1.0701 |
0.0519 |
4.8% |
0.0136 |
1.2% |
36% |
False |
False |
557 |
| 40 |
1.1572 |
1.0701 |
0.0871 |
8.0% |
0.0128 |
1.2% |
21% |
False |
False |
537 |
| 60 |
1.1572 |
1.0701 |
0.0871 |
8.0% |
0.0098 |
0.9% |
21% |
False |
False |
397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1321 |
|
2.618 |
1.1177 |
|
1.618 |
1.1089 |
|
1.000 |
1.1035 |
|
0.618 |
1.1001 |
|
HIGH |
1.0947 |
|
0.618 |
1.0913 |
|
0.500 |
1.0903 |
|
0.382 |
1.0893 |
|
LOW |
1.0859 |
|
0.618 |
1.0805 |
|
1.000 |
1.0771 |
|
1.618 |
1.0717 |
|
2.618 |
1.0629 |
|
4.250 |
1.0485 |
|
|
| Fisher Pivots for day following 16-Apr-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0903 |
1.0947 |
| PP |
1.0898 |
1.0927 |
| S1 |
1.0892 |
1.0907 |
|