CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 11-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2020 |
11-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1829 |
1.1844 |
0.0015 |
0.1% |
1.1867 |
| High |
1.1942 |
1.1898 |
-0.0044 |
-0.4% |
1.1942 |
| Low |
1.1825 |
1.1843 |
0.0018 |
0.2% |
1.1778 |
| Close |
1.1850 |
1.1855 |
0.0005 |
0.0% |
1.1855 |
| Range |
0.0117 |
0.0055 |
-0.0062 |
-52.8% |
0.0164 |
| ATR |
0.0093 |
0.0090 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
362,370 |
216,004 |
-146,366 |
-40.4% |
1,023,049 |
|
| Daily Pivots for day following 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2030 |
1.1998 |
1.1885 |
|
| R3 |
1.1975 |
1.1943 |
1.1870 |
|
| R2 |
1.1920 |
1.1920 |
1.1865 |
|
| R1 |
1.1888 |
1.1888 |
1.1860 |
1.1904 |
| PP |
1.1865 |
1.1865 |
1.1865 |
1.1874 |
| S1 |
1.1833 |
1.1833 |
1.1850 |
1.1849 |
| S2 |
1.1810 |
1.1810 |
1.1845 |
|
| S3 |
1.1755 |
1.1778 |
1.1840 |
|
| S4 |
1.1700 |
1.1723 |
1.1825 |
|
|
| Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2350 |
1.2267 |
1.1945 |
|
| R3 |
1.2186 |
1.2103 |
1.1900 |
|
| R2 |
1.2022 |
1.2022 |
1.1885 |
|
| R1 |
1.1939 |
1.1939 |
1.1870 |
1.1898 |
| PP |
1.1858 |
1.1858 |
1.1858 |
1.1838 |
| S1 |
1.1775 |
1.1775 |
1.1840 |
1.1734 |
| S2 |
1.1694 |
1.1694 |
1.1825 |
|
| S3 |
1.1530 |
1.1611 |
1.1810 |
|
| S4 |
1.1366 |
1.1447 |
1.1765 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1942 |
1.1778 |
0.0164 |
1.4% |
0.0084 |
0.7% |
47% |
False |
False |
210,475 |
| 10 |
1.2038 |
1.1778 |
0.0260 |
2.2% |
0.0090 |
0.8% |
30% |
False |
False |
111,509 |
| 20 |
1.2038 |
1.1778 |
0.0260 |
2.2% |
0.0088 |
0.7% |
30% |
False |
False |
57,080 |
| 40 |
1.2038 |
1.1415 |
0.0623 |
5.3% |
0.0092 |
0.8% |
71% |
False |
False |
29,110 |
| 60 |
1.2038 |
1.1214 |
0.0824 |
6.9% |
0.0088 |
0.7% |
78% |
False |
False |
19,596 |
| 80 |
1.2038 |
1.0920 |
0.1118 |
9.4% |
0.0089 |
0.8% |
84% |
False |
False |
14,758 |
| 100 |
1.2038 |
1.0789 |
0.1249 |
10.5% |
0.0086 |
0.7% |
85% |
False |
False |
11,837 |
| 120 |
1.2038 |
1.0789 |
0.1249 |
10.5% |
0.0086 |
0.7% |
85% |
False |
False |
9,876 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2132 |
|
2.618 |
1.2042 |
|
1.618 |
1.1987 |
|
1.000 |
1.1953 |
|
0.618 |
1.1932 |
|
HIGH |
1.1898 |
|
0.618 |
1.1877 |
|
0.500 |
1.1871 |
|
0.382 |
1.1864 |
|
LOW |
1.1843 |
|
0.618 |
1.1809 |
|
1.000 |
1.1788 |
|
1.618 |
1.1754 |
|
2.618 |
1.1699 |
|
4.250 |
1.1609 |
|
|
| Fisher Pivots for day following 11-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1871 |
1.1860 |
| PP |
1.1865 |
1.1858 |
| S1 |
1.1860 |
1.1857 |
|