CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 21-Jan-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2020 |
21-Jan-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1260 |
1.1252 |
-0.0008 |
-0.1% |
1.1303 |
| High |
1.1304 |
1.1273 |
-0.0031 |
-0.3% |
1.1329 |
| Low |
1.1255 |
1.1243 |
-0.0012 |
-0.1% |
1.1255 |
| Close |
1.1257 |
1.1256 |
-0.0002 |
0.0% |
1.1257 |
| Range |
0.0050 |
0.0030 |
-0.0020 |
-39.4% |
0.0074 |
| ATR |
|
|
|
|
|
| Volume |
19 |
13 |
-6 |
-31.6% |
179 |
|
| Daily Pivots for day following 21-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1347 |
1.1331 |
1.1272 |
|
| R3 |
1.1317 |
1.1301 |
1.1264 |
|
| R2 |
1.1287 |
1.1287 |
1.1261 |
|
| R1 |
1.1271 |
1.1271 |
1.1258 |
1.1279 |
| PP |
1.1257 |
1.1257 |
1.1257 |
1.1261 |
| S1 |
1.1241 |
1.1241 |
1.1253 |
1.1249 |
| S2 |
1.1227 |
1.1227 |
1.1250 |
|
| S3 |
1.1197 |
1.1211 |
1.1247 |
|
| S4 |
1.1167 |
1.1181 |
1.1239 |
|
|
| 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 |
1.1401 |
|
2.618 |
1.1352 |
|
1.618 |
1.1322 |
|
1.000 |
1.1303 |
|
0.618 |
1.1292 |
|
HIGH |
1.1273 |
|
0.618 |
1.1262 |
|
0.500 |
1.1258 |
|
0.382 |
1.1254 |
|
LOW |
1.1243 |
|
0.618 |
1.1224 |
|
1.000 |
1.1213 |
|
1.618 |
1.1194 |
|
2.618 |
1.1164 |
|
4.250 |
1.1116 |
|
|
| Fisher Pivots for day following 21-Jan-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1258 |
1.1286 |
| PP |
1.1257 |
1.1276 |
| S1 |
1.1256 |
1.1266 |
|