CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 21-Feb-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2020 |
21-Feb-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0925 |
1.0924 |
-0.0001 |
0.0% |
1.0970 |
| High |
1.0952 |
1.0989 |
0.0037 |
0.3% |
1.0989 |
| Low |
1.0913 |
1.0920 |
0.0008 |
0.1% |
1.0913 |
| Close |
1.0921 |
1.0987 |
0.0067 |
0.6% |
1.0987 |
| Range |
0.0040 |
0.0069 |
0.0030 |
74.7% |
0.0077 |
| ATR |
0.0042 |
0.0043 |
0.0002 |
4.7% |
0.0000 |
| Volume |
172 |
166 |
-6 |
-3.5% |
574 |
|
| Daily Pivots for day following 21-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1172 |
1.1149 |
1.1025 |
|
| R3 |
1.1103 |
1.1080 |
1.1006 |
|
| R2 |
1.1034 |
1.1034 |
1.1000 |
|
| R1 |
1.1011 |
1.1011 |
1.0993 |
1.1023 |
| PP |
1.0965 |
1.0965 |
1.0965 |
1.0971 |
| S1 |
1.0942 |
1.0942 |
1.0981 |
1.0954 |
| S2 |
1.0896 |
1.0896 |
1.0974 |
|
| S3 |
1.0827 |
1.0873 |
1.0968 |
|
| S4 |
1.0758 |
1.0804 |
1.0949 |
|
|
| Weekly Pivots for week ending 21-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1192 |
1.1166 |
1.1029 |
|
| R3 |
1.1116 |
1.1090 |
1.1008 |
|
| R2 |
1.1039 |
1.1039 |
1.1001 |
|
| R1 |
1.1013 |
1.1013 |
1.0994 |
1.1026 |
| PP |
1.0963 |
1.0963 |
1.0963 |
1.0969 |
| S1 |
1.0937 |
1.0937 |
1.0980 |
1.0950 |
| S2 |
1.0886 |
1.0886 |
1.0973 |
|
| S3 |
1.0810 |
1.0860 |
1.0966 |
|
| S4 |
1.0733 |
1.0784 |
1.0945 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1282 |
|
2.618 |
1.1170 |
|
1.618 |
1.1101 |
|
1.000 |
1.1058 |
|
0.618 |
1.1032 |
|
HIGH |
1.0989 |
|
0.618 |
1.0963 |
|
0.500 |
1.0955 |
|
0.382 |
1.0946 |
|
LOW |
1.0920 |
|
0.618 |
1.0877 |
|
1.000 |
1.0851 |
|
1.618 |
1.0808 |
|
2.618 |
1.0739 |
|
4.250 |
1.0627 |
|
|
| Fisher Pivots for day following 21-Feb-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0976 |
1.0975 |
| PP |
1.0965 |
1.0963 |
| S1 |
1.0955 |
1.0951 |
|