CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 30-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2020 |
30-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1720 |
1.1787 |
0.0068 |
0.6% |
1.1890 |
| High |
1.1791 |
1.1799 |
0.0009 |
0.1% |
1.1919 |
| Low |
1.1709 |
1.1729 |
0.0020 |
0.2% |
1.1658 |
| Close |
1.1783 |
1.1762 |
-0.0021 |
-0.2% |
1.1668 |
| Range |
0.0082 |
0.0070 |
-0.0012 |
-14.1% |
0.0261 |
| ATR |
0.0080 |
0.0080 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
272 |
436 |
164 |
60.3% |
2,057 |
|
| Daily Pivots for day following 30-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1973 |
1.1937 |
1.1800 |
|
| R3 |
1.1903 |
1.1867 |
1.1781 |
|
| R2 |
1.1833 |
1.1833 |
1.1774 |
|
| R1 |
1.1797 |
1.1797 |
1.1768 |
1.1780 |
| PP |
1.1763 |
1.1763 |
1.1763 |
1.1755 |
| S1 |
1.1727 |
1.1727 |
1.1755 |
1.1710 |
| S2 |
1.1693 |
1.1693 |
1.1749 |
|
| S3 |
1.1623 |
1.1657 |
1.1742 |
|
| S4 |
1.1553 |
1.1587 |
1.1723 |
|
|
| 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 |
1.1799 |
1.1658 |
0.0141 |
1.2% |
0.0069 |
0.6% |
73% |
True |
False |
322 |
| 10 |
1.1919 |
1.1658 |
0.0261 |
2.2% |
0.0079 |
0.7% |
40% |
False |
False |
397 |
| 20 |
1.1978 |
1.1658 |
0.0320 |
2.7% |
0.0077 |
0.7% |
32% |
False |
False |
348 |
| 40 |
1.2061 |
1.1658 |
0.0403 |
3.4% |
0.0080 |
0.7% |
26% |
False |
False |
183 |
| 60 |
1.2061 |
1.1325 |
0.0736 |
6.3% |
0.0080 |
0.7% |
59% |
False |
False |
136 |
| 80 |
1.2061 |
1.1248 |
0.0813 |
6.9% |
0.0080 |
0.7% |
63% |
False |
False |
107 |
| 100 |
1.2061 |
1.0857 |
0.1204 |
10.2% |
0.0077 |
0.7% |
75% |
False |
False |
93 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2097 |
|
2.618 |
1.1982 |
|
1.618 |
1.1912 |
|
1.000 |
1.1869 |
|
0.618 |
1.1842 |
|
HIGH |
1.1799 |
|
0.618 |
1.1772 |
|
0.500 |
1.1764 |
|
0.382 |
1.1756 |
|
LOW |
1.1729 |
|
0.618 |
1.1686 |
|
1.000 |
1.1659 |
|
1.618 |
1.1616 |
|
2.618 |
1.1546 |
|
4.250 |
1.1432 |
|
|
| Fisher Pivots for day following 30-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1764 |
1.1751 |
| PP |
1.1763 |
1.1741 |
| S1 |
1.1762 |
1.1730 |
|