CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 05-Feb-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2020 |
05-Feb-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1178 |
1.1170 |
-0.0008 |
-0.1% |
1.1174 |
| High |
1.1190 |
1.1190 |
0.0001 |
0.0% |
1.1240 |
| Low |
1.1178 |
1.1142 |
-0.0036 |
-0.3% |
1.1148 |
| Close |
1.1190 |
1.1142 |
-0.0048 |
-0.4% |
1.1237 |
| Range |
0.0012 |
0.0049 |
0.0037 |
304.2% |
0.0092 |
| ATR |
0.0037 |
0.0038 |
0.0001 |
2.2% |
0.0000 |
| Volume |
137 |
295 |
158 |
115.3% |
371 |
|
| Daily Pivots for day following 05-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1303 |
1.1271 |
1.1168 |
|
| R3 |
1.1255 |
1.1222 |
1.1155 |
|
| R2 |
1.1206 |
1.1206 |
1.1150 |
|
| R1 |
1.1174 |
1.1174 |
1.1146 |
1.1166 |
| PP |
1.1158 |
1.1158 |
1.1158 |
1.1154 |
| S1 |
1.1125 |
1.1125 |
1.1137 |
1.1117 |
| S2 |
1.1109 |
1.1109 |
1.1133 |
|
| S3 |
1.1061 |
1.1077 |
1.1128 |
|
| S4 |
1.1012 |
1.1028 |
1.1115 |
|
|
| Weekly Pivots for week ending 31-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1483 |
1.1451 |
1.1287 |
|
| R3 |
1.1391 |
1.1360 |
1.1262 |
|
| R2 |
1.1300 |
1.1300 |
1.1253 |
|
| R1 |
1.1268 |
1.1268 |
1.1245 |
1.1284 |
| PP |
1.1208 |
1.1208 |
1.1208 |
1.1216 |
| S1 |
1.1177 |
1.1177 |
1.1228 |
1.1192 |
| S2 |
1.1117 |
1.1117 |
1.1220 |
|
| S3 |
1.1025 |
1.1085 |
1.1211 |
|
| S4 |
1.0934 |
1.0994 |
1.1186 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1396 |
|
2.618 |
1.1317 |
|
1.618 |
1.1268 |
|
1.000 |
1.1239 |
|
0.618 |
1.1220 |
|
HIGH |
1.1190 |
|
0.618 |
1.1171 |
|
0.500 |
1.1166 |
|
0.382 |
1.1160 |
|
LOW |
1.1142 |
|
0.618 |
1.1112 |
|
1.000 |
1.1093 |
|
1.618 |
1.1063 |
|
2.618 |
1.1015 |
|
4.250 |
1.0935 |
|
|
| Fisher Pivots for day following 05-Feb-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1166 |
1.1176 |
| PP |
1.1158 |
1.1165 |
| S1 |
1.1150 |
1.1153 |
|