CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 01-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2020 |
01-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1758 |
1.1740 |
-0.0018 |
-0.2% |
1.1868 |
| High |
1.1774 |
1.1788 |
0.0014 |
0.1% |
1.1894 |
| Low |
1.1703 |
1.1735 |
0.0033 |
0.3% |
1.1631 |
| Close |
1.1736 |
1.1764 |
0.0028 |
0.2% |
1.1642 |
| Range |
0.0071 |
0.0053 |
-0.0019 |
-26.1% |
0.0263 |
| ATR |
0.0082 |
0.0080 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
215,416 |
186,403 |
-29,013 |
-13.5% |
1,019,664 |
|
| Daily Pivots for day following 01-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1920 |
1.1894 |
1.1792 |
|
| R3 |
1.1867 |
1.1842 |
1.1778 |
|
| R2 |
1.1815 |
1.1815 |
1.1773 |
|
| R1 |
1.1789 |
1.1789 |
1.1768 |
1.1802 |
| PP |
1.1762 |
1.1762 |
1.1762 |
1.1768 |
| S1 |
1.1737 |
1.1737 |
1.1759 |
1.1749 |
| S2 |
1.1710 |
1.1710 |
1.1754 |
|
| S3 |
1.1657 |
1.1684 |
1.1749 |
|
| S4 |
1.1605 |
1.1632 |
1.1735 |
|
|
| 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 |
1.1788 |
1.1631 |
0.0157 |
1.3% |
0.0069 |
0.6% |
85% |
True |
False |
181,125 |
| 10 |
1.1894 |
1.1631 |
0.0263 |
2.2% |
0.0074 |
0.6% |
51% |
False |
False |
189,299 |
| 20 |
1.1942 |
1.1631 |
0.0311 |
2.6% |
0.0078 |
0.7% |
43% |
False |
False |
182,087 |
| 40 |
1.2038 |
1.1631 |
0.0407 |
3.5% |
0.0085 |
0.7% |
33% |
False |
False |
92,898 |
| 60 |
1.2038 |
1.1293 |
0.0745 |
6.3% |
0.0087 |
0.7% |
63% |
False |
False |
62,262 |
| 80 |
1.2038 |
1.1214 |
0.0824 |
7.0% |
0.0088 |
0.7% |
67% |
False |
False |
46,805 |
| 100 |
1.2038 |
1.0826 |
0.1212 |
10.3% |
0.0087 |
0.7% |
77% |
False |
False |
37,466 |
| 120 |
1.2038 |
1.0789 |
0.1249 |
10.6% |
0.0083 |
0.7% |
78% |
False |
False |
31,247 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2011 |
|
2.618 |
1.1925 |
|
1.618 |
1.1872 |
|
1.000 |
1.1840 |
|
0.618 |
1.1820 |
|
HIGH |
1.1788 |
|
0.618 |
1.1767 |
|
0.500 |
1.1761 |
|
0.382 |
1.1755 |
|
LOW |
1.1735 |
|
0.618 |
1.1703 |
|
1.000 |
1.1683 |
|
1.618 |
1.1650 |
|
2.618 |
1.1598 |
|
4.250 |
1.1512 |
|
|
| Fisher Pivots for day following 01-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1763 |
1.1754 |
| PP |
1.1762 |
1.1744 |
| S1 |
1.1761 |
1.1734 |
|