CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 22-Apr-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2020 |
22-Apr-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0904 |
1.0894 |
-0.0010 |
-0.1% |
1.0987 |
| High |
1.0919 |
1.0922 |
0.0004 |
0.0% |
1.1034 |
| Low |
1.0857 |
1.0840 |
-0.0017 |
-0.2% |
1.0853 |
| Close |
1.0891 |
1.0856 |
-0.0035 |
-0.3% |
1.0909 |
| Range |
0.0062 |
0.0082 |
0.0020 |
32.3% |
0.0182 |
| ATR |
0.0111 |
0.0109 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
391 |
373 |
-18 |
-4.6% |
1,897 |
|
| Daily Pivots for day following 22-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1119 |
1.1069 |
1.0901 |
|
| R3 |
1.1037 |
1.0987 |
1.0879 |
|
| R2 |
1.0955 |
1.0955 |
1.0871 |
|
| R1 |
1.0905 |
1.0905 |
1.0864 |
1.0889 |
| PP |
1.0873 |
1.0873 |
1.0873 |
1.0865 |
| S1 |
1.0823 |
1.0823 |
1.0848 |
1.0807 |
| S2 |
1.0791 |
1.0791 |
1.0841 |
|
| S3 |
1.0709 |
1.0741 |
1.0833 |
|
| S4 |
1.0627 |
1.0659 |
1.0811 |
|
|
| 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 |
1.0947 |
1.0840 |
0.0107 |
1.0% |
0.0074 |
0.7% |
15% |
False |
True |
401 |
| 10 |
1.1034 |
1.0840 |
0.0194 |
1.8% |
0.0080 |
0.7% |
8% |
False |
True |
324 |
| 20 |
1.1219 |
1.0820 |
0.0399 |
3.7% |
0.0106 |
1.0% |
9% |
False |
False |
432 |
| 40 |
1.1572 |
1.0701 |
0.0871 |
8.0% |
0.0130 |
1.2% |
18% |
False |
False |
544 |
| 60 |
1.1572 |
1.0701 |
0.0871 |
8.0% |
0.0101 |
0.9% |
18% |
False |
False |
420 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1271 |
|
2.618 |
1.1137 |
|
1.618 |
1.1055 |
|
1.000 |
1.1004 |
|
0.618 |
1.0973 |
|
HIGH |
1.0922 |
|
0.618 |
1.0891 |
|
0.500 |
1.0881 |
|
0.382 |
1.0871 |
|
LOW |
1.0840 |
|
0.618 |
1.0789 |
|
1.000 |
1.0758 |
|
1.618 |
1.0707 |
|
2.618 |
1.0625 |
|
4.250 |
1.0492 |
|
|
| Fisher Pivots for day following 22-Apr-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0881 |
1.0888 |
| PP |
1.0873 |
1.0877 |
| S1 |
1.0864 |
1.0867 |
|