CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 22-Jan-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2020 |
22-Jan-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1252 |
1.1241 |
-0.0012 |
-0.1% |
1.1303 |
| High |
1.1273 |
1.1253 |
-0.0020 |
-0.2% |
1.1329 |
| Low |
1.1243 |
1.1237 |
-0.0006 |
-0.1% |
1.1255 |
| Close |
1.1256 |
1.1252 |
-0.0004 |
0.0% |
1.1257 |
| Range |
0.0030 |
0.0016 |
-0.0014 |
-46.7% |
0.0074 |
| ATR |
|
|
|
|
|
| Volume |
13 |
10 |
-3 |
-23.1% |
179 |
|
| Daily Pivots for day following 22-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1295 |
1.1290 |
1.1261 |
|
| R3 |
1.1279 |
1.1274 |
1.1256 |
|
| R2 |
1.1263 |
1.1263 |
1.1255 |
|
| R1 |
1.1258 |
1.1258 |
1.1253 |
1.1261 |
| PP |
1.1247 |
1.1247 |
1.1247 |
1.1249 |
| S1 |
1.1242 |
1.1242 |
1.1251 |
1.1245 |
| S2 |
1.1231 |
1.1231 |
1.1249 |
|
| S3 |
1.1215 |
1.1226 |
1.1248 |
|
| S4 |
1.1199 |
1.1210 |
1.1243 |
|
|
| 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 |
1.1321 |
|
2.618 |
1.1295 |
|
1.618 |
1.1279 |
|
1.000 |
1.1269 |
|
0.618 |
1.1263 |
|
HIGH |
1.1253 |
|
0.618 |
1.1247 |
|
0.500 |
1.1245 |
|
0.382 |
1.1243 |
|
LOW |
1.1237 |
|
0.618 |
1.1227 |
|
1.000 |
1.1221 |
|
1.618 |
1.1211 |
|
2.618 |
1.1195 |
|
4.250 |
1.1169 |
|
|
| Fisher Pivots for day following 22-Jan-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1250 |
1.1271 |
| PP |
1.1247 |
1.1264 |
| S1 |
1.1245 |
1.1258 |
|