CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 18-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2020 |
18-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1836 |
1.1867 |
0.0031 |
0.3% |
1.1864 |
| High |
1.1875 |
1.1893 |
0.0018 |
0.2% |
1.1924 |
| Low |
1.1759 |
1.1848 |
0.0089 |
0.8% |
1.1759 |
| Close |
1.1861 |
1.1874 |
0.0013 |
0.1% |
1.1874 |
| Range |
0.0116 |
0.0045 |
-0.0071 |
-61.5% |
0.0165 |
| ATR |
0.0089 |
0.0085 |
-0.0003 |
-3.6% |
0.0000 |
| Volume |
205,750 |
141,967 |
-63,783 |
-31.0% |
814,655 |
|
| Daily Pivots for day following 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2005 |
1.1984 |
1.1898 |
|
| R3 |
1.1961 |
1.1940 |
1.1886 |
|
| R2 |
1.1916 |
1.1916 |
1.1882 |
|
| R1 |
1.1895 |
1.1895 |
1.1878 |
1.1906 |
| PP |
1.1872 |
1.1872 |
1.1872 |
1.1877 |
| S1 |
1.1851 |
1.1851 |
1.1870 |
1.1861 |
| S2 |
1.1827 |
1.1827 |
1.1866 |
|
| S3 |
1.1783 |
1.1806 |
1.1862 |
|
| S4 |
1.1738 |
1.1762 |
1.1850 |
|
|
| Weekly Pivots for week ending 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2347 |
1.2276 |
1.1965 |
|
| R3 |
1.2182 |
1.2111 |
1.1919 |
|
| R2 |
1.2017 |
1.2017 |
1.1904 |
|
| R1 |
1.1946 |
1.1946 |
1.1889 |
1.1982 |
| PP |
1.1852 |
1.1852 |
1.1852 |
1.1870 |
| S1 |
1.1781 |
1.1781 |
1.1859 |
1.1817 |
| S2 |
1.1687 |
1.1687 |
1.1844 |
|
| S3 |
1.1522 |
1.1616 |
1.1829 |
|
| S4 |
1.1357 |
1.1451 |
1.1783 |
|
|
| 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% |
0.0075 |
0.6% |
70% |
False |
False |
162,931 |
| 10 |
1.1942 |
1.1759 |
0.0183 |
1.5% |
0.0079 |
0.7% |
63% |
False |
False |
186,703 |
| 20 |
1.2038 |
1.1759 |
0.0279 |
2.3% |
0.0087 |
0.7% |
41% |
False |
False |
97,288 |
| 40 |
1.2038 |
1.1617 |
0.0421 |
3.5% |
0.0091 |
0.8% |
61% |
False |
False |
49,392 |
| 60 |
1.2038 |
1.1226 |
0.0812 |
6.8% |
0.0087 |
0.7% |
80% |
False |
False |
33,149 |
| 80 |
1.2038 |
1.1041 |
0.0997 |
8.4% |
0.0089 |
0.8% |
84% |
False |
False |
24,934 |
| 100 |
1.2038 |
1.0824 |
0.1214 |
10.2% |
0.0086 |
0.7% |
87% |
False |
False |
19,980 |
| 120 |
1.2038 |
1.0789 |
0.1249 |
10.5% |
0.0084 |
0.7% |
87% |
False |
False |
16,659 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2082 |
|
2.618 |
1.2009 |
|
1.618 |
1.1965 |
|
1.000 |
1.1937 |
|
0.618 |
1.1920 |
|
HIGH |
1.1893 |
|
0.618 |
1.1876 |
|
0.500 |
1.1870 |
|
0.382 |
1.1865 |
|
LOW |
1.1848 |
|
0.618 |
1.1820 |
|
1.000 |
1.1804 |
|
1.618 |
1.1776 |
|
2.618 |
1.1731 |
|
4.250 |
1.1659 |
|
|
| Fisher Pivots for day following 18-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1873 |
1.1860 |
| PP |
1.1872 |
1.1846 |
| S1 |
1.1870 |
1.1832 |
|