CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 17-Jan-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2020 |
17-Jan-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1299 |
1.1260 |
-0.0040 |
-0.3% |
1.1303 |
| High |
1.1329 |
1.1304 |
-0.0025 |
-0.2% |
1.1329 |
| Low |
1.1299 |
1.1255 |
-0.0045 |
-0.4% |
1.1255 |
| Close |
1.1300 |
1.1257 |
-0.0043 |
-0.4% |
1.1257 |
| Range |
0.0030 |
0.0050 |
0.0020 |
67.8% |
0.0074 |
| ATR |
|
|
|
|
|
| Volume |
95 |
19 |
-76 |
-80.0% |
179 |
|
| Daily Pivots for day following 17-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1420 |
1.1388 |
1.1284 |
|
| R3 |
1.1371 |
1.1339 |
1.1271 |
|
| R2 |
1.1321 |
1.1321 |
1.1266 |
|
| R1 |
1.1289 |
1.1289 |
1.1262 |
1.1281 |
| PP |
1.1272 |
1.1272 |
1.1272 |
1.1268 |
| S1 |
1.1240 |
1.1240 |
1.1252 |
1.1231 |
| S2 |
1.1222 |
1.1222 |
1.1248 |
|
| S3 |
1.1173 |
1.1190 |
1.1243 |
|
| S4 |
1.1123 |
1.1141 |
1.1230 |
|
|
| Weekly Pivots for week ending 17-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1502 |
1.1454 |
1.1298 |
|
| R3 |
1.1428 |
1.1380 |
1.1277 |
|
| R2 |
1.1354 |
1.1354 |
1.1271 |
|
| R1 |
1.1306 |
1.1306 |
1.1264 |
1.1293 |
| PP |
1.1280 |
1.1280 |
1.1280 |
1.1274 |
| S1 |
1.1232 |
1.1232 |
1.1250 |
1.1219 |
| S2 |
1.1206 |
1.1206 |
1.1243 |
|
| S3 |
1.1132 |
1.1158 |
1.1237 |
|
| S4 |
1.1058 |
1.1084 |
1.1216 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1514 |
|
2.618 |
1.1434 |
|
1.618 |
1.1384 |
|
1.000 |
1.1354 |
|
0.618 |
1.1335 |
|
HIGH |
1.1304 |
|
0.618 |
1.1285 |
|
0.500 |
1.1279 |
|
0.382 |
1.1273 |
|
LOW |
1.1255 |
|
0.618 |
1.1224 |
|
1.000 |
1.1205 |
|
1.618 |
1.1174 |
|
2.618 |
1.1125 |
|
4.250 |
1.1044 |
|
|
| Fisher Pivots for day following 17-Jan-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1279 |
1.1292 |
| PP |
1.1272 |
1.1280 |
| S1 |
1.1264 |
1.1269 |
|