CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 10-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2020 |
10-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1774 |
1.1805 |
0.0032 |
0.3% |
1.1914 |
| High |
1.1836 |
1.1918 |
0.0082 |
0.7% |
1.2015 |
| Low |
1.1753 |
1.1801 |
0.0048 |
0.4% |
1.1783 |
| Close |
1.1809 |
1.1826 |
0.0017 |
0.1% |
1.1853 |
| Range |
0.0083 |
0.0117 |
0.0034 |
41.0% |
0.0233 |
| ATR |
0.0092 |
0.0094 |
0.0002 |
2.0% |
0.0000 |
| Volume |
426,011 |
488,178 |
62,167 |
14.6% |
1,146,375 |
|
| Daily Pivots for day following 10-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2199 |
1.2130 |
1.1890 |
|
| R3 |
1.2082 |
1.2013 |
1.1858 |
|
| R2 |
1.1965 |
1.1965 |
1.1847 |
|
| R1 |
1.1896 |
1.1896 |
1.1837 |
1.1931 |
| PP |
1.1848 |
1.1848 |
1.1848 |
1.1866 |
| S1 |
1.1779 |
1.1779 |
1.1815 |
1.1814 |
| S2 |
1.1731 |
1.1731 |
1.1805 |
|
| S3 |
1.1614 |
1.1662 |
1.1794 |
|
| S4 |
1.1497 |
1.1545 |
1.1762 |
|
|
| Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2581 |
1.2450 |
1.1981 |
|
| R3 |
1.2349 |
1.2217 |
1.1917 |
|
| R2 |
1.2116 |
1.2116 |
1.1896 |
|
| R1 |
1.1985 |
1.1985 |
1.1874 |
1.1934 |
| PP |
1.1884 |
1.1884 |
1.1884 |
1.1858 |
| S1 |
1.1752 |
1.1752 |
1.1832 |
1.1702 |
| S2 |
1.1651 |
1.1651 |
1.1810 |
|
| S3 |
1.1419 |
1.1520 |
1.1789 |
|
| S4 |
1.1186 |
1.1287 |
1.1725 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1918 |
1.1753 |
0.0165 |
1.4% |
0.0089 |
0.8% |
44% |
True |
False |
348,225 |
| 10 |
1.2015 |
1.1753 |
0.0262 |
2.2% |
0.0100 |
0.8% |
28% |
False |
False |
301,936 |
| 20 |
1.2015 |
1.1753 |
0.0262 |
2.2% |
0.0090 |
0.8% |
28% |
False |
False |
239,094 |
| 40 |
1.2015 |
1.1385 |
0.0631 |
5.3% |
0.0094 |
0.8% |
70% |
False |
False |
230,847 |
| 60 |
1.2015 |
1.1190 |
0.0826 |
7.0% |
0.0090 |
0.8% |
77% |
False |
False |
211,058 |
| 80 |
1.2015 |
1.0896 |
0.1120 |
9.5% |
0.0092 |
0.8% |
83% |
False |
False |
177,379 |
| 100 |
1.2015 |
1.0763 |
0.1252 |
10.6% |
0.0089 |
0.8% |
85% |
False |
False |
142,033 |
| 120 |
1.2015 |
1.0701 |
0.1315 |
11.1% |
0.0094 |
0.8% |
86% |
False |
False |
118,441 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2415 |
|
2.618 |
1.2224 |
|
1.618 |
1.2107 |
|
1.000 |
1.2035 |
|
0.618 |
1.1990 |
|
HIGH |
1.1918 |
|
0.618 |
1.1873 |
|
0.500 |
1.1860 |
|
0.382 |
1.1846 |
|
LOW |
1.1801 |
|
0.618 |
1.1729 |
|
1.000 |
1.1684 |
|
1.618 |
1.1612 |
|
2.618 |
1.1495 |
|
4.250 |
1.1304 |
|
|
| Fisher Pivots for day following 10-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1860 |
1.1836 |
| PP |
1.1848 |
1.1832 |
| S1 |
1.1837 |
1.1829 |
|