CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 01-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2020 |
01-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1787 |
1.1770 |
-0.0017 |
-0.1% |
1.1890 |
| High |
1.1799 |
1.1813 |
0.0014 |
0.1% |
1.1919 |
| Low |
1.1729 |
1.1761 |
0.0032 |
0.3% |
1.1658 |
| Close |
1.1762 |
1.1790 |
0.0028 |
0.2% |
1.1668 |
| Range |
0.0070 |
0.0052 |
-0.0018 |
-25.7% |
0.0261 |
| ATR |
0.0080 |
0.0078 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
436 |
426 |
-10 |
-2.3% |
2,057 |
|
| Daily Pivots for day following 01-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1944 |
1.1919 |
1.1818 |
|
| R3 |
1.1892 |
1.1867 |
1.1804 |
|
| R2 |
1.1840 |
1.1840 |
1.1799 |
|
| R1 |
1.1815 |
1.1815 |
1.1794 |
1.1827 |
| PP |
1.1788 |
1.1788 |
1.1788 |
1.1794 |
| S1 |
1.1763 |
1.1763 |
1.1785 |
1.1775 |
| S2 |
1.1736 |
1.1736 |
1.1780 |
|
| S3 |
1.1684 |
1.1711 |
1.1775 |
|
| S4 |
1.1632 |
1.1659 |
1.1761 |
|
|
| 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 |
1.1813 |
1.1658 |
0.0155 |
1.3% |
0.0068 |
0.6% |
85% |
True |
False |
348 |
| 10 |
1.1919 |
1.1658 |
0.0261 |
2.2% |
0.0073 |
0.6% |
50% |
False |
False |
366 |
| 20 |
1.1969 |
1.1658 |
0.0311 |
2.6% |
0.0075 |
0.6% |
42% |
False |
False |
367 |
| 40 |
1.2061 |
1.1658 |
0.0403 |
3.4% |
0.0079 |
0.7% |
33% |
False |
False |
192 |
| 60 |
1.2061 |
1.1325 |
0.0736 |
6.2% |
0.0079 |
0.7% |
63% |
False |
False |
143 |
| 80 |
1.2061 |
1.1248 |
0.0813 |
6.9% |
0.0079 |
0.7% |
67% |
False |
False |
112 |
| 100 |
1.2061 |
1.0857 |
0.1204 |
10.2% |
0.0077 |
0.7% |
77% |
False |
False |
97 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2034 |
|
2.618 |
1.1949 |
|
1.618 |
1.1897 |
|
1.000 |
1.1865 |
|
0.618 |
1.1845 |
|
HIGH |
1.1813 |
|
0.618 |
1.1793 |
|
0.500 |
1.1787 |
|
0.382 |
1.1781 |
|
LOW |
1.1761 |
|
0.618 |
1.1729 |
|
1.000 |
1.1709 |
|
1.618 |
1.1677 |
|
2.618 |
1.1625 |
|
4.250 |
1.1540 |
|
|
| Fisher Pivots for day following 01-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1789 |
1.1780 |
| PP |
1.1788 |
1.1771 |
| S1 |
1.1787 |
1.1761 |
|