CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 29-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2020 |
29-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1648 |
1.1681 |
0.0033 |
0.3% |
1.1868 |
| High |
1.1700 |
1.1765 |
0.0066 |
0.6% |
1.1894 |
| Low |
1.1635 |
1.1681 |
0.0046 |
0.4% |
1.1631 |
| Close |
1.1683 |
1.1756 |
0.0073 |
0.6% |
1.1642 |
| Range |
0.0065 |
0.0085 |
0.0020 |
30.0% |
0.0263 |
| ATR |
0.0083 |
0.0083 |
0.0000 |
0.1% |
0.0000 |
| Volume |
152,658 |
176,883 |
24,225 |
15.9% |
1,019,664 |
|
| Daily Pivots for day following 29-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1987 |
1.1956 |
1.1802 |
|
| R3 |
1.1903 |
1.1872 |
1.1779 |
|
| R2 |
1.1818 |
1.1818 |
1.1771 |
|
| R1 |
1.1787 |
1.1787 |
1.1764 |
1.1803 |
| PP |
1.1734 |
1.1734 |
1.1734 |
1.1742 |
| S1 |
1.1703 |
1.1703 |
1.1748 |
1.1718 |
| S2 |
1.1649 |
1.1649 |
1.1741 |
|
| S3 |
1.1565 |
1.1618 |
1.1733 |
|
| S4 |
1.1480 |
1.1534 |
1.1710 |
|
|
| 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 |
1.1765 |
1.1631 |
0.0135 |
1.1% |
0.0070 |
0.6% |
93% |
True |
False |
179,927 |
| 10 |
1.1905 |
1.1631 |
0.0275 |
2.3% |
0.0083 |
0.7% |
46% |
False |
False |
189,821 |
| 20 |
1.2038 |
1.1631 |
0.0407 |
3.5% |
0.0083 |
0.7% |
31% |
False |
False |
163,224 |
| 40 |
1.2038 |
1.1631 |
0.0407 |
3.5% |
0.0087 |
0.7% |
31% |
False |
False |
82,908 |
| 60 |
1.2038 |
1.1293 |
0.0745 |
6.3% |
0.0087 |
0.7% |
62% |
False |
False |
55,576 |
| 80 |
1.2038 |
1.1214 |
0.0824 |
7.0% |
0.0088 |
0.7% |
66% |
False |
False |
41,786 |
| 100 |
1.2038 |
1.0826 |
0.1212 |
10.3% |
0.0086 |
0.7% |
77% |
False |
False |
33,452 |
| 120 |
1.2038 |
1.0789 |
0.1249 |
10.6% |
0.0083 |
0.7% |
77% |
False |
False |
27,899 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2124 |
|
2.618 |
1.1986 |
|
1.618 |
1.1902 |
|
1.000 |
1.1850 |
|
0.618 |
1.1817 |
|
HIGH |
1.1765 |
|
0.618 |
1.1733 |
|
0.500 |
1.1723 |
|
0.382 |
1.1713 |
|
LOW |
1.1681 |
|
0.618 |
1.1628 |
|
1.000 |
1.1596 |
|
1.618 |
1.1544 |
|
2.618 |
1.1459 |
|
4.250 |
1.1321 |
|
|
| Fisher Pivots for day following 29-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1745 |
1.1737 |
| PP |
1.1734 |
1.1717 |
| S1 |
1.1723 |
1.1698 |
|