CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 25-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2020 |
25-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1680 |
1.1688 |
0.0008 |
0.1% |
1.1868 |
| High |
1.1707 |
1.1704 |
-0.0003 |
0.0% |
1.1894 |
| Low |
1.1646 |
1.1631 |
-0.0015 |
-0.1% |
1.1631 |
| Close |
1.1686 |
1.1642 |
-0.0044 |
-0.4% |
1.1642 |
| Range |
0.0061 |
0.0074 |
0.0013 |
20.5% |
0.0263 |
| ATR |
0.0085 |
0.0085 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
191,755 |
174,269 |
-17,486 |
-9.1% |
1,019,664 |
|
| Daily Pivots for day following 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1879 |
1.1834 |
1.1682 |
|
| R3 |
1.1806 |
1.1760 |
1.1662 |
|
| R2 |
1.1732 |
1.1732 |
1.1655 |
|
| R1 |
1.1687 |
1.1687 |
1.1648 |
1.1673 |
| PP |
1.1659 |
1.1659 |
1.1659 |
1.1652 |
| S1 |
1.1613 |
1.1613 |
1.1635 |
1.1599 |
| S2 |
1.1585 |
1.1585 |
1.1628 |
|
| S3 |
1.1512 |
1.1540 |
1.1621 |
|
| S4 |
1.1438 |
1.1466 |
1.1601 |
|
|
| Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2511 |
1.2339 |
1.1786 |
|
| R3 |
1.2248 |
1.2076 |
1.1714 |
|
| R2 |
1.1985 |
1.1985 |
1.1690 |
|
| R1 |
1.1813 |
1.1813 |
1.1666 |
1.1768 |
| PP |
1.1722 |
1.1722 |
1.1722 |
1.1699 |
| S1 |
1.1550 |
1.1550 |
1.1617 |
1.1505 |
| S2 |
1.1459 |
1.1459 |
1.1593 |
|
| S3 |
1.1196 |
1.1287 |
1.1569 |
|
| S4 |
1.0933 |
1.1024 |
1.1497 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1894 |
1.1631 |
0.0263 |
2.3% |
0.0085 |
0.7% |
4% |
False |
True |
203,932 |
| 10 |
1.1924 |
1.1631 |
0.0294 |
2.5% |
0.0080 |
0.7% |
4% |
False |
True |
183,431 |
| 20 |
1.2038 |
1.1631 |
0.0407 |
3.5% |
0.0085 |
0.7% |
3% |
False |
True |
147,470 |
| 40 |
1.2038 |
1.1631 |
0.0407 |
3.5% |
0.0089 |
0.8% |
3% |
False |
True |
74,746 |
| 60 |
1.2038 |
1.1260 |
0.0778 |
6.7% |
0.0088 |
0.8% |
49% |
False |
False |
50,104 |
| 80 |
1.2038 |
1.1214 |
0.0824 |
7.1% |
0.0090 |
0.8% |
52% |
False |
False |
37,675 |
| 100 |
1.2038 |
1.0824 |
0.1214 |
10.4% |
0.0086 |
0.7% |
67% |
False |
False |
30,170 |
| 120 |
1.2038 |
1.0789 |
0.1249 |
10.7% |
0.0084 |
0.7% |
68% |
False |
False |
25,155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2016 |
|
2.618 |
1.1896 |
|
1.618 |
1.1823 |
|
1.000 |
1.1778 |
|
0.618 |
1.1749 |
|
HIGH |
1.1704 |
|
0.618 |
1.1676 |
|
0.500 |
1.1667 |
|
0.382 |
1.1659 |
|
LOW |
1.1631 |
|
0.618 |
1.1585 |
|
1.000 |
1.1557 |
|
1.618 |
1.1512 |
|
2.618 |
1.1438 |
|
4.250 |
1.1318 |
|
|
| Fisher Pivots for day following 25-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1667 |
1.1685 |
| PP |
1.1659 |
1.1670 |
| S1 |
1.1650 |
1.1656 |
|