CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 17-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2020 |
17-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1871 |
1.1836 |
-0.0035 |
-0.3% |
1.1867 |
| High |
1.1905 |
1.1875 |
-0.0031 |
-0.3% |
1.1942 |
| Low |
1.1810 |
1.1759 |
-0.0051 |
-0.4% |
1.1778 |
| Close |
1.1821 |
1.1861 |
0.0040 |
0.3% |
1.1855 |
| Range |
0.0096 |
0.0116 |
0.0020 |
20.9% |
0.0164 |
| ATR |
0.0086 |
0.0089 |
0.0002 |
2.4% |
0.0000 |
| Volume |
201,295 |
205,750 |
4,455 |
2.2% |
1,023,049 |
|
| Daily Pivots for day following 17-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2178 |
1.2135 |
1.1925 |
|
| R3 |
1.2063 |
1.2020 |
1.1893 |
|
| R2 |
1.1947 |
1.1947 |
1.1882 |
|
| R1 |
1.1904 |
1.1904 |
1.1872 |
1.1926 |
| PP |
1.1832 |
1.1832 |
1.1832 |
1.1842 |
| S1 |
1.1789 |
1.1789 |
1.1850 |
1.1810 |
| S2 |
1.1716 |
1.1716 |
1.1840 |
|
| S3 |
1.1601 |
1.1673 |
1.1829 |
|
| S4 |
1.1485 |
1.1558 |
1.1797 |
|
|
| 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 |
1.1924 |
1.1759 |
0.0165 |
1.4% |
0.0077 |
0.6% |
62% |
False |
True |
177,738 |
| 10 |
1.1942 |
1.1759 |
0.0183 |
1.5% |
0.0083 |
0.7% |
56% |
False |
True |
174,875 |
| 20 |
1.2038 |
1.1759 |
0.0279 |
2.3% |
0.0088 |
0.7% |
37% |
False |
True |
90,319 |
| 40 |
1.2038 |
1.1577 |
0.0461 |
3.9% |
0.0092 |
0.8% |
62% |
False |
False |
45,861 |
| 60 |
1.2038 |
1.1226 |
0.0812 |
6.8% |
0.0087 |
0.7% |
78% |
False |
False |
30,789 |
| 80 |
1.2038 |
1.0984 |
0.1054 |
8.9% |
0.0090 |
0.8% |
83% |
False |
False |
23,160 |
| 100 |
1.2038 |
1.0824 |
0.1214 |
10.2% |
0.0086 |
0.7% |
85% |
False |
False |
18,561 |
| 120 |
1.2038 |
1.0789 |
0.1249 |
10.5% |
0.0085 |
0.7% |
86% |
False |
False |
15,478 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2365 |
|
2.618 |
1.2177 |
|
1.618 |
1.2061 |
|
1.000 |
1.1990 |
|
0.618 |
1.1946 |
|
HIGH |
1.1875 |
|
0.618 |
1.1830 |
|
0.500 |
1.1817 |
|
0.382 |
1.1803 |
|
LOW |
1.1759 |
|
0.618 |
1.1688 |
|
1.000 |
1.1644 |
|
1.618 |
1.1572 |
|
2.618 |
1.1457 |
|
4.250 |
1.1268 |
|
|
| Fisher Pivots for day following 17-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1846 |
1.1855 |
| PP |
1.1832 |
1.1848 |
| S1 |
1.1817 |
1.1842 |
|