CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 18-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2020 |
18-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1856 |
1.1901 |
0.0046 |
0.4% |
1.1903 |
| High |
1.1901 |
1.1918 |
0.0018 |
0.1% |
1.1952 |
| Low |
1.1787 |
1.1876 |
0.0089 |
0.8% |
1.1787 |
| Close |
1.1888 |
1.1901 |
0.0013 |
0.1% |
1.1901 |
| Range |
0.0114 |
0.0043 |
-0.0072 |
-62.7% |
0.0166 |
| ATR |
0.0085 |
0.0082 |
-0.0003 |
-3.6% |
0.0000 |
| Volume |
739 |
198 |
-541 |
-73.2% |
2,828 |
|
| Daily Pivots for day following 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2026 |
1.2006 |
1.1924 |
|
| R3 |
1.1983 |
1.1963 |
1.1913 |
|
| R2 |
1.1941 |
1.1941 |
1.1909 |
|
| R1 |
1.1921 |
1.1921 |
1.1905 |
1.1922 |
| PP |
1.1898 |
1.1898 |
1.1898 |
1.1899 |
| S1 |
1.1878 |
1.1878 |
1.1897 |
1.1880 |
| S2 |
1.1856 |
1.1856 |
1.1893 |
|
| S3 |
1.1813 |
1.1836 |
1.1889 |
|
| S4 |
1.1771 |
1.1793 |
1.1878 |
|
|
| Weekly Pivots for week ending 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2376 |
1.2304 |
1.1992 |
|
| R3 |
1.2211 |
1.2139 |
1.1947 |
|
| R2 |
1.2045 |
1.2045 |
1.1931 |
|
| R1 |
1.1973 |
1.1973 |
1.1916 |
1.1927 |
| PP |
1.1880 |
1.1880 |
1.1880 |
1.1857 |
| S1 |
1.1808 |
1.1808 |
1.1886 |
1.1761 |
| S2 |
1.1714 |
1.1714 |
1.1871 |
|
| S3 |
1.1549 |
1.1642 |
1.1855 |
|
| S4 |
1.1383 |
1.1477 |
1.1810 |
|
|
| 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% |
0.0071 |
0.6% |
69% |
False |
False |
565 |
| 10 |
1.1969 |
1.1787 |
0.0183 |
1.5% |
0.0074 |
0.6% |
63% |
False |
False |
371 |
| 20 |
1.2061 |
1.1787 |
0.0274 |
2.3% |
0.0082 |
0.7% |
42% |
False |
False |
205 |
| 40 |
1.2061 |
1.1644 |
0.0417 |
3.5% |
0.0082 |
0.7% |
62% |
False |
False |
122 |
| 60 |
1.2061 |
1.1255 |
0.0806 |
6.8% |
0.0078 |
0.7% |
80% |
False |
False |
90 |
| 80 |
1.2061 |
1.1120 |
0.0941 |
7.9% |
0.0079 |
0.7% |
83% |
False |
False |
71 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2099 |
|
2.618 |
1.2029 |
|
1.618 |
1.1987 |
|
1.000 |
1.1961 |
|
0.618 |
1.1944 |
|
HIGH |
1.1918 |
|
0.618 |
1.1902 |
|
0.500 |
1.1897 |
|
0.382 |
1.1892 |
|
LOW |
1.1876 |
|
0.618 |
1.1849 |
|
1.000 |
1.1833 |
|
1.618 |
1.1807 |
|
2.618 |
1.1764 |
|
4.250 |
1.1695 |
|
|
| Fisher Pivots for day following 18-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1900 |
1.1887 |
| PP |
1.1898 |
1.1873 |
| S1 |
1.1897 |
1.1859 |
|