CME Euro FX (E) Future September 2020
Trading Metrics calculated at close of trading on 11-Feb-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2020 |
11-Feb-2020 |
Change |
Change % |
Previous Week |
Open |
1.1087 |
1.1054 |
-0.0034 |
-0.3% |
1.1190 |
High |
1.1095 |
1.1062 |
-0.0033 |
-0.3% |
1.1211 |
Low |
1.1052 |
1.1033 |
-0.0019 |
-0.2% |
1.1084 |
Close |
1.1053 |
1.1062 |
0.0009 |
0.1% |
1.1087 |
Range |
0.0043 |
0.0029 |
-0.0014 |
-32.6% |
0.0127 |
ATR |
0.0039 |
0.0038 |
-0.0001 |
-1.8% |
0.0000 |
Volume |
163 |
133 |
-30 |
-18.4% |
678 |
|
Daily Pivots for day following 11-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1139 |
1.1130 |
1.1078 |
|
R3 |
1.1110 |
1.1101 |
1.1070 |
|
R2 |
1.1081 |
1.1081 |
1.1067 |
|
R1 |
1.1072 |
1.1072 |
1.1065 |
1.1077 |
PP |
1.1052 |
1.1052 |
1.1052 |
1.1055 |
S1 |
1.1043 |
1.1043 |
1.1059 |
1.1048 |
S2 |
1.1023 |
1.1023 |
1.1057 |
|
S3 |
1.0994 |
1.1014 |
1.1054 |
|
S4 |
1.0965 |
1.0985 |
1.1046 |
|
|
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 |
1.1185 |
2.618 |
1.1138 |
1.618 |
1.1109 |
1.000 |
1.1091 |
0.618 |
1.1080 |
HIGH |
1.1062 |
0.618 |
1.1051 |
0.500 |
1.1048 |
0.382 |
1.1044 |
LOW |
1.1033 |
0.618 |
1.1015 |
1.000 |
1.1004 |
1.618 |
1.0986 |
2.618 |
1.0957 |
4.250 |
1.0910 |
|
|
Fisher Pivots for day following 11-Feb-2020 |
Pivot |
1 day |
3 day |
R1 |
1.1057 |
1.1079 |
PP |
1.1052 |
1.1074 |
S1 |
1.1048 |
1.1068 |
|