CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 12-Feb-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2020 |
12-Feb-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1054 |
1.1051 |
-0.0003 |
0.0% |
1.1190 |
| High |
1.1062 |
1.1064 |
0.0002 |
0.0% |
1.1211 |
| Low |
1.1033 |
1.1006 |
-0.0027 |
-0.2% |
1.1084 |
| Close |
1.1062 |
1.1006 |
-0.0056 |
-0.5% |
1.1087 |
| Range |
0.0029 |
0.0058 |
0.0029 |
98.3% |
0.0127 |
| ATR |
0.0038 |
0.0040 |
0.0001 |
3.6% |
0.0000 |
| Volume |
133 |
367 |
234 |
175.9% |
678 |
|
| Daily Pivots for day following 12-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1198 |
1.1159 |
1.1038 |
|
| R3 |
1.1140 |
1.1102 |
1.1022 |
|
| R2 |
1.1083 |
1.1083 |
1.1017 |
|
| R1 |
1.1044 |
1.1044 |
1.1011 |
1.1035 |
| PP |
1.1025 |
1.1025 |
1.1025 |
1.1020 |
| S1 |
1.0987 |
1.0987 |
1.1001 |
1.0977 |
| S2 |
1.0968 |
1.0968 |
1.0995 |
|
| S3 |
1.0910 |
1.0929 |
1.0990 |
|
| S4 |
1.0853 |
1.0872 |
1.0974 |
|
|
| 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 |
1.1308 |
|
2.618 |
1.1214 |
|
1.618 |
1.1157 |
|
1.000 |
1.1121 |
|
0.618 |
1.1099 |
|
HIGH |
1.1064 |
|
0.618 |
1.1042 |
|
0.500 |
1.1035 |
|
0.382 |
1.1028 |
|
LOW |
1.1006 |
|
0.618 |
1.0970 |
|
1.000 |
1.0949 |
|
1.618 |
1.0913 |
|
2.618 |
1.0855 |
|
4.250 |
1.0762 |
|
|
| Fisher Pivots for day following 12-Feb-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1035 |
1.1051 |
| PP |
1.1025 |
1.1036 |
| S1 |
1.1016 |
1.1021 |
|