CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 17-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2020 |
17-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1899 |
1.1856 |
-0.0044 |
-0.4% |
1.1882 |
| High |
1.1932 |
1.1901 |
-0.0031 |
-0.3% |
1.1969 |
| Low |
1.1838 |
1.1787 |
-0.0051 |
-0.4% |
1.1808 |
| Close |
1.1848 |
1.1888 |
0.0040 |
0.3% |
1.1884 |
| Range |
0.0094 |
0.0114 |
0.0020 |
21.3% |
0.0162 |
| ATR |
0.0082 |
0.0085 |
0.0002 |
2.7% |
0.0000 |
| Volume |
552 |
739 |
187 |
33.9% |
830 |
|
| Daily Pivots for day following 17-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2200 |
1.2158 |
1.1951 |
|
| R3 |
1.2086 |
1.2044 |
1.1919 |
|
| R2 |
1.1972 |
1.1972 |
1.1909 |
|
| R1 |
1.1930 |
1.1930 |
1.1898 |
1.1951 |
| PP |
1.1858 |
1.1858 |
1.1858 |
1.1869 |
| S1 |
1.1816 |
1.1816 |
1.1878 |
1.1837 |
| S2 |
1.1744 |
1.1744 |
1.1867 |
|
| S3 |
1.1630 |
1.1702 |
1.1857 |
|
| S4 |
1.1516 |
1.1588 |
1.1825 |
|
|
| 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 |
1.1952 |
1.1787 |
0.0166 |
1.4% |
0.0072 |
0.6% |
61% |
False |
True |
533 |
| 10 |
1.1969 |
1.1787 |
0.0183 |
1.5% |
0.0077 |
0.6% |
56% |
False |
True |
368 |
| 20 |
1.2061 |
1.1787 |
0.0274 |
2.3% |
0.0083 |
0.7% |
37% |
False |
True |
196 |
| 40 |
1.2061 |
1.1607 |
0.0454 |
3.8% |
0.0082 |
0.7% |
62% |
False |
False |
117 |
| 60 |
1.2061 |
1.1255 |
0.0806 |
6.8% |
0.0079 |
0.7% |
79% |
False |
False |
87 |
| 80 |
1.2061 |
1.1016 |
0.1045 |
8.8% |
0.0079 |
0.7% |
83% |
False |
False |
69 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2385 |
|
2.618 |
1.2199 |
|
1.618 |
1.2085 |
|
1.000 |
1.2015 |
|
0.618 |
1.1971 |
|
HIGH |
1.1901 |
|
0.618 |
1.1857 |
|
0.500 |
1.1844 |
|
0.382 |
1.1830 |
|
LOW |
1.1787 |
|
0.618 |
1.1716 |
|
1.000 |
1.1673 |
|
1.618 |
1.1602 |
|
2.618 |
1.1488 |
|
4.250 |
1.1302 |
|
|
| Fisher Pivots for day following 17-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1873 |
1.1882 |
| PP |
1.1858 |
1.1876 |
| S1 |
1.1844 |
1.1869 |
|