CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 15-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2020 |
15-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1864 |
1.1889 |
0.0025 |
0.2% |
1.1867 |
| High |
1.1913 |
1.1924 |
0.0012 |
0.1% |
1.1942 |
| Low |
1.1856 |
1.1862 |
0.0007 |
0.1% |
1.1778 |
| Close |
1.1889 |
1.1877 |
-0.0013 |
-0.1% |
1.1855 |
| Range |
0.0057 |
0.0062 |
0.0005 |
8.8% |
0.0164 |
| ATR |
0.0088 |
0.0086 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
129,471 |
136,172 |
6,701 |
5.2% |
1,023,049 |
|
| Daily Pivots for day following 15-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2074 |
1.2037 |
1.1911 |
|
| R3 |
1.2012 |
1.1975 |
1.1894 |
|
| R2 |
1.1950 |
1.1950 |
1.1888 |
|
| R1 |
1.1913 |
1.1913 |
1.1882 |
1.1900 |
| PP |
1.1888 |
1.1888 |
1.1888 |
1.1881 |
| S1 |
1.1851 |
1.1851 |
1.1871 |
1.1838 |
| S2 |
1.1826 |
1.1826 |
1.1865 |
|
| S3 |
1.1764 |
1.1789 |
1.1859 |
|
| S4 |
1.1702 |
1.1727 |
1.1842 |
|
|
| 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% |
0.0074 |
0.6% |
60% |
False |
False |
224,314 |
| 10 |
1.2038 |
1.1778 |
0.0260 |
2.2% |
0.0083 |
0.7% |
38% |
False |
False |
136,627 |
| 20 |
1.2038 |
1.1778 |
0.0260 |
2.2% |
0.0088 |
0.7% |
38% |
False |
False |
70,249 |
| 40 |
1.2038 |
1.1460 |
0.0578 |
4.9% |
0.0092 |
0.8% |
72% |
False |
False |
35,731 |
| 60 |
1.2038 |
1.1214 |
0.0824 |
6.9% |
0.0088 |
0.7% |
80% |
False |
False |
24,013 |
| 80 |
1.2038 |
1.0920 |
0.1118 |
9.4% |
0.0089 |
0.7% |
86% |
False |
False |
18,073 |
| 100 |
1.2038 |
1.0789 |
0.1249 |
10.5% |
0.0085 |
0.7% |
87% |
False |
False |
14,492 |
| 120 |
1.2038 |
1.0789 |
0.1249 |
10.5% |
0.0086 |
0.7% |
87% |
False |
False |
12,089 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2188 |
|
2.618 |
1.2086 |
|
1.618 |
1.2024 |
|
1.000 |
1.1986 |
|
0.618 |
1.1962 |
|
HIGH |
1.1924 |
|
0.618 |
1.1900 |
|
0.500 |
1.1893 |
|
0.382 |
1.1886 |
|
LOW |
1.1862 |
|
0.618 |
1.1824 |
|
1.000 |
1.1800 |
|
1.618 |
1.1762 |
|
2.618 |
1.1700 |
|
4.250 |
1.1599 |
|
|
| Fisher Pivots for day following 15-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1893 |
1.1884 |
| PP |
1.1888 |
1.1881 |
| S1 |
1.1882 |
1.1879 |
|