CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 28-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2020 |
28-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1717 |
1.1675 |
-0.0042 |
-0.4% |
1.1890 |
| High |
1.1730 |
1.1725 |
-0.0005 |
0.0% |
1.1919 |
| Low |
1.1658 |
1.1662 |
0.0004 |
0.0% |
1.1658 |
| Close |
1.1668 |
1.1710 |
0.0042 |
0.4% |
1.1668 |
| Range |
0.0072 |
0.0064 |
-0.0009 |
-11.8% |
0.0261 |
| ATR |
0.0082 |
0.0080 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
332 |
277 |
-55 |
-16.6% |
2,057 |
|
| Daily Pivots for day following 28-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1889 |
1.1863 |
1.1744 |
|
| R3 |
1.1826 |
1.1799 |
1.1727 |
|
| R2 |
1.1762 |
1.1762 |
1.1721 |
|
| R1 |
1.1736 |
1.1736 |
1.1715 |
1.1749 |
| PP |
1.1699 |
1.1699 |
1.1699 |
1.1705 |
| S1 |
1.1672 |
1.1672 |
1.1704 |
1.1686 |
| S2 |
1.1635 |
1.1635 |
1.1698 |
|
| S3 |
1.1572 |
1.1609 |
1.1692 |
|
| S4 |
1.1508 |
1.1545 |
1.1675 |
|
|
| Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2531 |
1.2361 |
1.1812 |
|
| R3 |
1.2270 |
1.2100 |
1.1740 |
|
| R2 |
1.2009 |
1.2009 |
1.1716 |
|
| R1 |
1.1839 |
1.1839 |
1.1692 |
1.1794 |
| PP |
1.1748 |
1.1748 |
1.1748 |
1.1726 |
| S1 |
1.1578 |
1.1578 |
1.1644 |
1.1533 |
| S2 |
1.1487 |
1.1487 |
1.1620 |
|
| S3 |
1.1226 |
1.1317 |
1.1596 |
|
| S4 |
1.0965 |
1.1056 |
1.1524 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1819 |
1.1658 |
0.0161 |
1.4% |
0.0068 |
0.6% |
32% |
False |
False |
365 |
| 10 |
1.1952 |
1.1658 |
0.0294 |
2.5% |
0.0079 |
0.7% |
18% |
False |
False |
494 |
| 20 |
1.2061 |
1.1658 |
0.0403 |
3.4% |
0.0079 |
0.7% |
13% |
False |
False |
318 |
| 40 |
1.2061 |
1.1658 |
0.0403 |
3.4% |
0.0081 |
0.7% |
13% |
False |
False |
167 |
| 60 |
1.2061 |
1.1289 |
0.0772 |
6.6% |
0.0080 |
0.7% |
55% |
False |
False |
124 |
| 80 |
1.2061 |
1.1248 |
0.0813 |
6.9% |
0.0080 |
0.7% |
57% |
False |
False |
99 |
| 100 |
1.2061 |
1.0854 |
0.1207 |
10.3% |
0.0076 |
0.6% |
71% |
False |
False |
86 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1995 |
|
2.618 |
1.1891 |
|
1.618 |
1.1828 |
|
1.000 |
1.1789 |
|
0.618 |
1.1764 |
|
HIGH |
1.1725 |
|
0.618 |
1.1701 |
|
0.500 |
1.1693 |
|
0.382 |
1.1686 |
|
LOW |
1.1662 |
|
0.618 |
1.1622 |
|
1.000 |
1.1598 |
|
1.618 |
1.1559 |
|
2.618 |
1.1495 |
|
4.250 |
1.1392 |
|
|
| Fisher Pivots for day following 28-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1704 |
1.1705 |
| PP |
1.1699 |
1.1700 |
| S1 |
1.1693 |
1.1695 |
|