CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 23-Apr-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2020 |
23-Apr-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0894 |
1.0859 |
-0.0035 |
-0.3% |
1.0987 |
| High |
1.0922 |
1.0881 |
-0.0041 |
-0.4% |
1.1034 |
| Low |
1.0840 |
1.0792 |
-0.0049 |
-0.4% |
1.0853 |
| Close |
1.0856 |
1.0821 |
-0.0035 |
-0.3% |
1.0909 |
| Range |
0.0082 |
0.0090 |
0.0008 |
9.1% |
0.0182 |
| ATR |
0.0109 |
0.0108 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
373 |
376 |
3 |
0.8% |
1,897 |
|
| Daily Pivots for day following 23-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1100 |
1.1050 |
1.0870 |
|
| R3 |
1.1010 |
1.0960 |
1.0846 |
|
| R2 |
1.0921 |
1.0921 |
1.0837 |
|
| R1 |
1.0871 |
1.0871 |
1.0829 |
1.0851 |
| PP |
1.0831 |
1.0831 |
1.0831 |
1.0821 |
| S1 |
1.0781 |
1.0781 |
1.0813 |
1.0762 |
| S2 |
1.0742 |
1.0742 |
1.0805 |
|
| S3 |
1.0652 |
1.0692 |
1.0796 |
|
| S4 |
1.0563 |
1.0602 |
1.0772 |
|
|
| 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 |
1.0936 |
1.0792 |
0.0145 |
1.3% |
0.0074 |
0.7% |
20% |
False |
True |
367 |
| 10 |
1.1034 |
1.0792 |
0.0243 |
2.2% |
0.0084 |
0.8% |
12% |
False |
True |
353 |
| 20 |
1.1219 |
1.0792 |
0.0428 |
4.0% |
0.0104 |
1.0% |
7% |
False |
True |
430 |
| 40 |
1.1572 |
1.0701 |
0.0871 |
8.0% |
0.0131 |
1.2% |
14% |
False |
False |
549 |
| 60 |
1.1572 |
1.0701 |
0.0871 |
8.0% |
0.0102 |
0.9% |
14% |
False |
False |
426 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1261 |
|
2.618 |
1.1115 |
|
1.618 |
1.1026 |
|
1.000 |
1.0971 |
|
0.618 |
1.0936 |
|
HIGH |
1.0881 |
|
0.618 |
1.0847 |
|
0.500 |
1.0836 |
|
0.382 |
1.0826 |
|
LOW |
1.0792 |
|
0.618 |
1.0736 |
|
1.000 |
1.0702 |
|
1.618 |
1.0647 |
|
2.618 |
1.0557 |
|
4.250 |
1.0411 |
|
|
| Fisher Pivots for day following 23-Apr-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0836 |
1.0857 |
| PP |
1.0831 |
1.0845 |
| S1 |
1.0826 |
1.0833 |
|