CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 14-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2020 |
14-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1820 |
1.1841 |
0.0021 |
0.2% |
1.1841 |
| High |
1.1874 |
1.1888 |
0.0014 |
0.1% |
1.1918 |
| Low |
1.1820 |
1.1833 |
0.0013 |
0.1% |
1.1753 |
| Close |
1.1831 |
1.1882 |
0.0051 |
0.4% |
1.1831 |
| Range |
0.0055 |
0.0056 |
0.0001 |
1.8% |
0.0165 |
| ATR |
0.0091 |
0.0088 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
107,143 |
17,682 |
-89,461 |
-83.5% |
1,407,837 |
|
| Daily Pivots for day following 14-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2034 |
1.2014 |
1.1913 |
|
| R3 |
1.1979 |
1.1958 |
1.1897 |
|
| R2 |
1.1923 |
1.1923 |
1.1892 |
|
| R1 |
1.1903 |
1.1903 |
1.1887 |
1.1913 |
| PP |
1.1868 |
1.1868 |
1.1868 |
1.1873 |
| S1 |
1.1847 |
1.1847 |
1.1877 |
1.1857 |
| S2 |
1.1812 |
1.1812 |
1.1872 |
|
| S3 |
1.1757 |
1.1792 |
1.1867 |
|
| S4 |
1.1701 |
1.1736 |
1.1851 |
|
|
| Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2329 |
1.2245 |
1.1922 |
|
| R3 |
1.2164 |
1.2080 |
1.1876 |
|
| R2 |
1.1999 |
1.1999 |
1.1861 |
|
| R1 |
1.1915 |
1.1915 |
1.1846 |
1.1875 |
| PP |
1.1834 |
1.1834 |
1.1834 |
1.1814 |
| S1 |
1.1750 |
1.1750 |
1.1816 |
1.1710 |
| S2 |
1.1669 |
1.1669 |
1.1801 |
|
| S3 |
1.1504 |
1.1585 |
1.1786 |
|
| S4 |
1.1339 |
1.1420 |
1.1740 |
|
|
| 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% |
0.0079 |
0.7% |
78% |
False |
False |
285,103 |
| 10 |
1.2015 |
1.1753 |
0.0262 |
2.2% |
0.0086 |
0.7% |
49% |
False |
False |
257,189 |
| 20 |
1.2015 |
1.1753 |
0.0262 |
2.2% |
0.0088 |
0.7% |
49% |
False |
False |
227,913 |
| 40 |
1.2015 |
1.1417 |
0.0599 |
5.0% |
0.0093 |
0.8% |
78% |
False |
False |
225,032 |
| 60 |
1.2015 |
1.1190 |
0.0826 |
6.9% |
0.0089 |
0.7% |
84% |
False |
False |
208,292 |
| 80 |
1.2015 |
1.0896 |
0.1120 |
9.4% |
0.0091 |
0.8% |
88% |
False |
False |
178,913 |
| 100 |
1.2015 |
1.0763 |
0.1252 |
10.5% |
0.0089 |
0.7% |
89% |
False |
False |
143,274 |
| 120 |
1.2015 |
1.0763 |
0.1252 |
10.5% |
0.0092 |
0.8% |
89% |
False |
False |
119,467 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2124 |
|
2.618 |
1.2033 |
|
1.618 |
1.1978 |
|
1.000 |
1.1944 |
|
0.618 |
1.1922 |
|
HIGH |
1.1888 |
|
0.618 |
1.1867 |
|
0.500 |
1.1860 |
|
0.382 |
1.1854 |
|
LOW |
1.1833 |
|
0.618 |
1.1798 |
|
1.000 |
1.1777 |
|
1.618 |
1.1743 |
|
2.618 |
1.1687 |
|
4.250 |
1.1597 |
|
|
| Fisher Pivots for day following 14-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1875 |
1.1875 |
| PP |
1.1868 |
1.1867 |
| S1 |
1.1860 |
1.1860 |
|