CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 11-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2020 |
11-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1876 |
1.1892 |
0.0016 |
0.1% |
1.1882 |
| High |
1.1969 |
1.1925 |
-0.0045 |
-0.4% |
1.1969 |
| Low |
1.1855 |
1.1876 |
0.0021 |
0.2% |
1.1808 |
| Close |
1.1878 |
1.1884 |
0.0006 |
0.0% |
1.1884 |
| Range |
0.0114 |
0.0049 |
-0.0065 |
-57.0% |
0.0162 |
| ATR |
0.0088 |
0.0085 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
210 |
35 |
-175 |
-83.3% |
830 |
|
| Daily Pivots for day following 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2042 |
1.2012 |
1.1910 |
|
| R3 |
1.1993 |
1.1963 |
1.1897 |
|
| R2 |
1.1944 |
1.1944 |
1.1892 |
|
| R1 |
1.1914 |
1.1914 |
1.1888 |
1.1904 |
| PP |
1.1895 |
1.1895 |
1.1895 |
1.1890 |
| S1 |
1.1865 |
1.1865 |
1.1879 |
1.1855 |
| S2 |
1.1846 |
1.1846 |
1.1875 |
|
| S3 |
1.1797 |
1.1816 |
1.1870 |
|
| S4 |
1.1748 |
1.1767 |
1.1857 |
|
|
| Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2371 |
1.2289 |
1.1972 |
|
| R3 |
1.2210 |
1.2127 |
1.1928 |
|
| R2 |
1.2048 |
1.2048 |
1.1913 |
|
| R1 |
1.1966 |
1.1966 |
1.1898 |
1.2007 |
| PP |
1.1887 |
1.1887 |
1.1887 |
1.1907 |
| S1 |
1.1804 |
1.1804 |
1.1869 |
1.1846 |
| S2 |
1.1725 |
1.1725 |
1.1854 |
|
| S3 |
1.1564 |
1.1643 |
1.1839 |
|
| S4 |
1.1402 |
1.1481 |
1.1795 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1969 |
1.1808 |
0.0162 |
1.4% |
0.0077 |
0.6% |
47% |
False |
False |
178 |
| 10 |
1.2061 |
1.1808 |
0.0253 |
2.1% |
0.0085 |
0.7% |
30% |
False |
False |
123 |
| 20 |
1.2061 |
1.1808 |
0.0253 |
2.1% |
0.0080 |
0.7% |
30% |
False |
False |
67 |
| 40 |
1.2061 |
1.1441 |
0.0620 |
5.2% |
0.0083 |
0.7% |
71% |
False |
False |
55 |
| 60 |
1.2061 |
1.1248 |
0.0813 |
6.8% |
0.0079 |
0.7% |
78% |
False |
False |
43 |
| 80 |
1.2061 |
1.0957 |
0.1104 |
9.3% |
0.0078 |
0.7% |
84% |
False |
False |
38 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2133 |
|
2.618 |
1.2053 |
|
1.618 |
1.2004 |
|
1.000 |
1.1974 |
|
0.618 |
1.1955 |
|
HIGH |
1.1925 |
|
0.618 |
1.1906 |
|
0.500 |
1.1900 |
|
0.382 |
1.1894 |
|
LOW |
1.1876 |
|
0.618 |
1.1845 |
|
1.000 |
1.1827 |
|
1.618 |
1.1796 |
|
2.618 |
1.1747 |
|
4.250 |
1.1667 |
|
|
| Fisher Pivots for day following 11-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1900 |
1.1888 |
| PP |
1.1895 |
1.1887 |
| S1 |
1.1889 |
1.1885 |
|