CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 22-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2020 |
22-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1868 |
1.1789 |
-0.0079 |
-0.7% |
1.1864 |
| High |
1.1894 |
1.1793 |
-0.0101 |
-0.8% |
1.1924 |
| Low |
1.1752 |
1.1712 |
-0.0040 |
-0.3% |
1.1759 |
| Close |
1.1776 |
1.1726 |
-0.0050 |
-0.4% |
1.1874 |
| Range |
0.0142 |
0.0081 |
-0.0061 |
-43.0% |
0.0165 |
| ATR |
0.0089 |
0.0089 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
234,778 |
214,789 |
-19,989 |
-8.5% |
814,655 |
|
| Daily Pivots for day following 22-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1987 |
1.1937 |
1.1771 |
|
| R3 |
1.1906 |
1.1856 |
1.1748 |
|
| R2 |
1.1825 |
1.1825 |
1.1741 |
|
| R1 |
1.1775 |
1.1775 |
1.1733 |
1.1760 |
| PP |
1.1744 |
1.1744 |
1.1744 |
1.1736 |
| S1 |
1.1694 |
1.1694 |
1.1719 |
1.1679 |
| S2 |
1.1663 |
1.1663 |
1.1711 |
|
| S3 |
1.1582 |
1.1613 |
1.1704 |
|
| S4 |
1.1501 |
1.1532 |
1.1681 |
|
|
| 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 |
1.1905 |
1.1712 |
0.0193 |
1.6% |
0.0096 |
0.8% |
7% |
False |
True |
199,715 |
| 10 |
1.1942 |
1.1712 |
0.0230 |
2.0% |
0.0085 |
0.7% |
6% |
False |
True |
212,015 |
| 20 |
1.2038 |
1.1712 |
0.0326 |
2.8% |
0.0088 |
0.8% |
4% |
False |
True |
119,548 |
| 40 |
1.2038 |
1.1712 |
0.0326 |
2.8% |
0.0091 |
0.8% |
4% |
False |
True |
60,575 |
| 60 |
1.2038 |
1.1226 |
0.0812 |
6.9% |
0.0089 |
0.8% |
62% |
False |
False |
40,631 |
| 80 |
1.2038 |
1.1150 |
0.0888 |
7.6% |
0.0090 |
0.8% |
65% |
False |
False |
30,552 |
| 100 |
1.2038 |
1.0824 |
0.1214 |
10.4% |
0.0086 |
0.7% |
74% |
False |
False |
24,471 |
| 120 |
1.2038 |
1.0789 |
0.1249 |
10.7% |
0.0084 |
0.7% |
75% |
False |
False |
20,405 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2137 |
|
2.618 |
1.2005 |
|
1.618 |
1.1924 |
|
1.000 |
1.1874 |
|
0.618 |
1.1843 |
|
HIGH |
1.1793 |
|
0.618 |
1.1762 |
|
0.500 |
1.1753 |
|
0.382 |
1.1743 |
|
LOW |
1.1712 |
|
0.618 |
1.1662 |
|
1.000 |
1.1631 |
|
1.618 |
1.1581 |
|
2.618 |
1.1500 |
|
4.250 |
1.1368 |
|
|
| Fisher Pivots for day following 22-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1753 |
1.1803 |
| PP |
1.1744 |
1.1777 |
| S1 |
1.1735 |
1.1752 |
|