CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 28-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2020 |
28-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1688 |
1.1648 |
-0.0040 |
-0.3% |
1.1868 |
| High |
1.1704 |
1.1700 |
-0.0005 |
0.0% |
1.1894 |
| Low |
1.1631 |
1.1635 |
0.0004 |
0.0% |
1.1631 |
| Close |
1.1642 |
1.1683 |
0.0042 |
0.4% |
1.1642 |
| Range |
0.0074 |
0.0065 |
-0.0009 |
-11.6% |
0.0263 |
| ATR |
0.0085 |
0.0083 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
174,269 |
152,658 |
-21,611 |
-12.4% |
1,019,664 |
|
| Daily Pivots for day following 28-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1867 |
1.1840 |
1.1719 |
|
| R3 |
1.1802 |
1.1775 |
1.1701 |
|
| R2 |
1.1737 |
1.1737 |
1.1695 |
|
| R1 |
1.1710 |
1.1710 |
1.1689 |
1.1724 |
| PP |
1.1672 |
1.1672 |
1.1672 |
1.1679 |
| S1 |
1.1645 |
1.1645 |
1.1677 |
1.1659 |
| S2 |
1.1607 |
1.1607 |
1.1671 |
|
| S3 |
1.1542 |
1.1580 |
1.1665 |
|
| S4 |
1.1477 |
1.1515 |
1.1647 |
|
|
| 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 |
1.1793 |
1.1631 |
0.0163 |
1.4% |
0.0070 |
0.6% |
32% |
False |
False |
187,508 |
| 10 |
1.1924 |
1.1631 |
0.0294 |
2.5% |
0.0081 |
0.7% |
18% |
False |
False |
185,750 |
| 20 |
1.2038 |
1.1631 |
0.0407 |
3.5% |
0.0083 |
0.7% |
13% |
False |
False |
154,695 |
| 40 |
1.2038 |
1.1631 |
0.0407 |
3.5% |
0.0087 |
0.7% |
13% |
False |
False |
78,509 |
| 60 |
1.2038 |
1.1260 |
0.0778 |
6.7% |
0.0088 |
0.8% |
54% |
False |
False |
52,636 |
| 80 |
1.2038 |
1.1214 |
0.0824 |
7.0% |
0.0088 |
0.8% |
57% |
False |
False |
39,577 |
| 100 |
1.2038 |
1.0824 |
0.1214 |
10.4% |
0.0086 |
0.7% |
71% |
False |
False |
31,690 |
| 120 |
1.2038 |
1.0789 |
0.1249 |
10.7% |
0.0083 |
0.7% |
72% |
False |
False |
26,426 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1976 |
|
2.618 |
1.1870 |
|
1.618 |
1.1805 |
|
1.000 |
1.1765 |
|
0.618 |
1.1740 |
|
HIGH |
1.1700 |
|
0.618 |
1.1675 |
|
0.500 |
1.1667 |
|
0.382 |
1.1659 |
|
LOW |
1.1635 |
|
0.618 |
1.1594 |
|
1.000 |
1.1570 |
|
1.618 |
1.1529 |
|
2.618 |
1.1464 |
|
4.250 |
1.1358 |
|
|
| Fisher Pivots for day following 28-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1678 |
1.1678 |
| PP |
1.1672 |
1.1673 |
| S1 |
1.1667 |
1.1669 |
|