CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 21-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2020 |
21-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1867 |
1.1868 |
0.0001 |
0.0% |
1.1864 |
| High |
1.1893 |
1.1894 |
0.0001 |
0.0% |
1.1924 |
| Low |
1.1848 |
1.1752 |
-0.0097 |
-0.8% |
1.1759 |
| Close |
1.1874 |
1.1776 |
-0.0099 |
-0.8% |
1.1874 |
| Range |
0.0045 |
0.0142 |
0.0098 |
219.1% |
0.0165 |
| ATR |
0.0085 |
0.0089 |
0.0004 |
4.7% |
0.0000 |
| Volume |
141,967 |
234,778 |
92,811 |
65.4% |
814,655 |
|
| Daily Pivots for day following 21-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2233 |
1.2146 |
1.1854 |
|
| R3 |
1.2091 |
1.2004 |
1.1815 |
|
| R2 |
1.1949 |
1.1949 |
1.1802 |
|
| R1 |
1.1862 |
1.1862 |
1.1789 |
1.1835 |
| PP |
1.1807 |
1.1807 |
1.1807 |
1.1793 |
| S1 |
1.1720 |
1.1720 |
1.1762 |
1.1693 |
| S2 |
1.1665 |
1.1665 |
1.1749 |
|
| S3 |
1.1523 |
1.1578 |
1.1736 |
|
| S4 |
1.1381 |
1.1436 |
1.1697 |
|
|
| 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 |
1.1752 |
0.0173 |
1.5% |
0.0092 |
0.8% |
14% |
False |
True |
183,992 |
| 10 |
1.1942 |
1.1752 |
0.0190 |
1.6% |
0.0085 |
0.7% |
13% |
False |
True |
207,248 |
| 20 |
1.2038 |
1.1752 |
0.0286 |
2.4% |
0.0088 |
0.7% |
8% |
False |
True |
108,886 |
| 40 |
1.2038 |
1.1678 |
0.0360 |
3.1% |
0.0093 |
0.8% |
27% |
False |
False |
55,236 |
| 60 |
1.2038 |
1.1226 |
0.0812 |
6.9% |
0.0088 |
0.7% |
68% |
False |
False |
37,055 |
| 80 |
1.2038 |
1.1119 |
0.0919 |
7.8% |
0.0090 |
0.8% |
71% |
False |
False |
27,867 |
| 100 |
1.2038 |
1.0824 |
0.1214 |
10.3% |
0.0086 |
0.7% |
78% |
False |
False |
22,326 |
| 120 |
1.2038 |
1.0789 |
0.1249 |
10.6% |
0.0085 |
0.7% |
79% |
False |
False |
18,615 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2497 |
|
2.618 |
1.2265 |
|
1.618 |
1.2123 |
|
1.000 |
1.2036 |
|
0.618 |
1.1981 |
|
HIGH |
1.1894 |
|
0.618 |
1.1839 |
|
0.500 |
1.1823 |
|
0.382 |
1.1806 |
|
LOW |
1.1752 |
|
0.618 |
1.1664 |
|
1.000 |
1.1610 |
|
1.618 |
1.1522 |
|
2.618 |
1.1380 |
|
4.250 |
1.1148 |
|
|
| Fisher Pivots for day following 21-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1823 |
1.1823 |
| PP |
1.1807 |
1.1807 |
| S1 |
1.1791 |
1.1791 |
|