CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 10-Feb-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2020 |
10-Feb-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1109 |
1.1087 |
-0.0022 |
-0.2% |
1.1190 |
| High |
1.1126 |
1.1095 |
-0.0031 |
-0.3% |
1.1211 |
| Low |
1.1084 |
1.1052 |
-0.0032 |
-0.3% |
1.1084 |
| Close |
1.1087 |
1.1053 |
-0.0034 |
-0.3% |
1.1087 |
| Range |
0.0042 |
0.0043 |
0.0001 |
2.4% |
0.0127 |
| ATR |
0.0039 |
0.0039 |
0.0000 |
0.8% |
0.0000 |
| Volume |
9 |
163 |
154 |
1,711.1% |
678 |
|
| Daily Pivots for day following 10-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1196 |
1.1167 |
1.1077 |
|
| R3 |
1.1153 |
1.1124 |
1.1065 |
|
| R2 |
1.1110 |
1.1110 |
1.1061 |
|
| R1 |
1.1081 |
1.1081 |
1.1057 |
1.1074 |
| PP |
1.1067 |
1.1067 |
1.1067 |
1.1063 |
| S1 |
1.1038 |
1.1038 |
1.1049 |
1.1031 |
| S2 |
1.1024 |
1.1024 |
1.1045 |
|
| S3 |
1.0981 |
1.0995 |
1.1041 |
|
| S4 |
1.0938 |
1.0952 |
1.1029 |
|
|
| Weekly Pivots for week ending 07-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1508 |
1.1425 |
1.1157 |
|
| R3 |
1.1381 |
1.1298 |
1.1122 |
|
| R2 |
1.1254 |
1.1254 |
1.1110 |
|
| R1 |
1.1171 |
1.1171 |
1.1099 |
1.1149 |
| PP |
1.1127 |
1.1127 |
1.1127 |
1.1116 |
| S1 |
1.1044 |
1.1044 |
1.1075 |
1.1022 |
| S2 |
1.1000 |
1.1000 |
1.1064 |
|
| S3 |
1.0873 |
1.0917 |
1.1052 |
|
| S4 |
1.0746 |
1.0790 |
1.1017 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1278 |
|
2.618 |
1.1208 |
|
1.618 |
1.1165 |
|
1.000 |
1.1138 |
|
0.618 |
1.1122 |
|
HIGH |
1.1095 |
|
0.618 |
1.1079 |
|
0.500 |
1.1074 |
|
0.382 |
1.1068 |
|
LOW |
1.1052 |
|
0.618 |
1.1025 |
|
1.000 |
1.1009 |
|
1.618 |
1.0982 |
|
2.618 |
1.0939 |
|
4.250 |
1.0869 |
|
|
| Fisher Pivots for day following 10-Feb-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1074 |
1.1104 |
| PP |
1.1067 |
1.1087 |
| S1 |
1.1060 |
1.1070 |
|