CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 21-Apr-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2020 |
21-Apr-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0908 |
1.0904 |
-0.0005 |
0.0% |
1.0987 |
| High |
1.0936 |
1.0919 |
-0.0018 |
-0.2% |
1.1034 |
| Low |
1.0882 |
1.0857 |
-0.0025 |
-0.2% |
1.0853 |
| Close |
1.0902 |
1.0891 |
-0.0011 |
-0.1% |
1.0909 |
| Range |
0.0055 |
0.0062 |
0.0008 |
13.8% |
0.0182 |
| ATR |
0.0115 |
0.0111 |
-0.0004 |
-3.3% |
0.0000 |
| Volume |
200 |
391 |
191 |
95.5% |
1,897 |
|
| Daily Pivots for day following 21-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1075 |
1.1045 |
1.0925 |
|
| R3 |
1.1013 |
1.0983 |
1.0908 |
|
| R2 |
1.0951 |
1.0951 |
1.0902 |
|
| R1 |
1.0921 |
1.0921 |
1.0896 |
1.0905 |
| PP |
1.0889 |
1.0889 |
1.0889 |
1.0881 |
| S1 |
1.0859 |
1.0859 |
1.0885 |
1.0843 |
| S2 |
1.0827 |
1.0827 |
1.0879 |
|
| S3 |
1.0765 |
1.0797 |
1.0873 |
|
| S4 |
1.0703 |
1.0735 |
1.0856 |
|
|
| Weekly Pivots for week ending 17-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1476 |
1.1374 |
1.1008 |
|
| R3 |
1.1295 |
1.1192 |
1.0958 |
|
| R2 |
1.1113 |
1.1113 |
1.0942 |
|
| R1 |
1.1011 |
1.1011 |
1.0925 |
1.0971 |
| PP |
1.0932 |
1.0932 |
1.0932 |
1.0912 |
| S1 |
1.0829 |
1.0829 |
1.0892 |
1.0790 |
| S2 |
1.0750 |
1.0750 |
1.0875 |
|
| S3 |
1.0569 |
1.0648 |
1.0859 |
|
| S4 |
1.0387 |
1.0466 |
1.0809 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1034 |
1.0853 |
0.0182 |
1.7% |
0.0084 |
0.8% |
21% |
False |
False |
391 |
| 10 |
1.1034 |
1.0839 |
0.0195 |
1.8% |
0.0087 |
0.8% |
26% |
False |
False |
336 |
| 20 |
1.1219 |
1.0810 |
0.0410 |
3.8% |
0.0110 |
1.0% |
20% |
False |
False |
448 |
| 40 |
1.1572 |
1.0701 |
0.0871 |
8.0% |
0.0129 |
1.2% |
22% |
False |
False |
552 |
| 60 |
1.1572 |
1.0701 |
0.0871 |
8.0% |
0.0100 |
0.9% |
22% |
False |
False |
414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1182 |
|
2.618 |
1.1081 |
|
1.618 |
1.1019 |
|
1.000 |
1.0981 |
|
0.618 |
1.0957 |
|
HIGH |
1.0919 |
|
0.618 |
1.0895 |
|
0.500 |
1.0888 |
|
0.382 |
1.0880 |
|
LOW |
1.0857 |
|
0.618 |
1.0818 |
|
1.000 |
1.0795 |
|
1.618 |
1.0756 |
|
2.618 |
1.0694 |
|
4.250 |
1.0593 |
|
|
| Fisher Pivots for day following 21-Apr-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0890 |
1.0894 |
| PP |
1.0889 |
1.0893 |
| S1 |
1.0888 |
1.0892 |
|