CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 28-Apr-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2020 |
28-Apr-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0852 |
1.0863 |
0.0011 |
0.1% |
1.0908 |
| High |
1.0896 |
1.0924 |
0.0028 |
0.3% |
1.0936 |
| Low |
1.0849 |
1.0845 |
-0.0004 |
0.0% |
1.0763 |
| Close |
1.0867 |
1.0870 |
0.0003 |
0.0% |
1.0834 |
| Range |
0.0048 |
0.0080 |
0.0032 |
67.4% |
0.0173 |
| ATR |
0.0104 |
0.0102 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
484 |
386 |
-98 |
-20.2% |
1,810 |
|
| Daily Pivots for day following 28-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1118 |
1.1074 |
1.0914 |
|
| R3 |
1.1039 |
1.0994 |
1.0892 |
|
| R2 |
1.0959 |
1.0959 |
1.0885 |
|
| R1 |
1.0915 |
1.0915 |
1.0877 |
1.0937 |
| PP |
1.0880 |
1.0880 |
1.0880 |
1.0891 |
| S1 |
1.0835 |
1.0835 |
1.0863 |
1.0857 |
| S2 |
1.0800 |
1.0800 |
1.0855 |
|
| S3 |
1.0721 |
1.0756 |
1.0848 |
|
| S4 |
1.0641 |
1.0676 |
1.0826 |
|
|
| Weekly Pivots for week ending 24-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1363 |
1.1272 |
1.0929 |
|
| R3 |
1.1190 |
1.1099 |
1.0882 |
|
| R2 |
1.1017 |
1.1017 |
1.0866 |
|
| R1 |
1.0926 |
1.0926 |
1.0850 |
1.0885 |
| PP |
1.0844 |
1.0844 |
1.0844 |
1.0824 |
| S1 |
1.0753 |
1.0753 |
1.0818 |
1.0712 |
| S2 |
1.0671 |
1.0671 |
1.0802 |
|
| S3 |
1.0498 |
1.0580 |
1.0786 |
|
| S4 |
1.0325 |
1.0407 |
1.0739 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0924 |
1.0763 |
0.0161 |
1.5% |
0.0080 |
0.7% |
66% |
True |
False |
417 |
| 10 |
1.1034 |
1.0763 |
0.0271 |
2.5% |
0.0082 |
0.8% |
39% |
False |
False |
404 |
| 20 |
1.1116 |
1.0763 |
0.0353 |
3.2% |
0.0090 |
0.8% |
30% |
False |
False |
368 |
| 40 |
1.1572 |
1.0701 |
0.0871 |
8.0% |
0.0128 |
1.2% |
19% |
False |
False |
520 |
| 60 |
1.1572 |
1.0701 |
0.0871 |
8.0% |
0.0104 |
1.0% |
19% |
False |
False |
443 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1262 |
|
2.618 |
1.1132 |
|
1.618 |
1.1053 |
|
1.000 |
1.1004 |
|
0.618 |
1.0973 |
|
HIGH |
1.0924 |
|
0.618 |
1.0894 |
|
0.500 |
1.0884 |
|
0.382 |
1.0875 |
|
LOW |
1.0845 |
|
0.618 |
1.0795 |
|
1.000 |
1.0765 |
|
1.618 |
1.0716 |
|
2.618 |
1.0636 |
|
4.250 |
1.0507 |
|
|
| Fisher Pivots for day following 28-Apr-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0884 |
1.0861 |
| PP |
1.0880 |
1.0852 |
| S1 |
1.0875 |
1.0844 |
|