CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 27-Feb-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2020 |
27-Feb-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1013 |
1.1027 |
0.0015 |
0.1% |
1.0970 |
| High |
1.1032 |
1.1123 |
0.0091 |
0.8% |
1.0989 |
| Low |
1.0985 |
1.1005 |
0.0020 |
0.2% |
1.0913 |
| Close |
1.1021 |
1.1106 |
0.0085 |
0.8% |
1.0987 |
| Range |
0.0047 |
0.0118 |
0.0071 |
152.7% |
0.0077 |
| ATR |
0.0045 |
0.0050 |
0.0005 |
11.5% |
0.0000 |
| Volume |
191 |
967 |
776 |
406.3% |
574 |
|
| Daily Pivots for day following 27-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1430 |
1.1386 |
1.1171 |
|
| R3 |
1.1313 |
1.1268 |
1.1138 |
|
| R2 |
1.1195 |
1.1195 |
1.1128 |
|
| R1 |
1.1151 |
1.1151 |
1.1117 |
1.1173 |
| PP |
1.1078 |
1.1078 |
1.1078 |
1.1089 |
| S1 |
1.1033 |
1.1033 |
1.1095 |
1.1056 |
| S2 |
1.0960 |
1.0960 |
1.1084 |
|
| S3 |
1.0843 |
1.0916 |
1.1074 |
|
| S4 |
1.0725 |
1.0798 |
1.1041 |
|
|
| 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 |
1.1622 |
|
2.618 |
1.1430 |
|
1.618 |
1.1313 |
|
1.000 |
1.1240 |
|
0.618 |
1.1195 |
|
HIGH |
1.1123 |
|
0.618 |
1.1078 |
|
0.500 |
1.1064 |
|
0.382 |
1.1050 |
|
LOW |
1.1005 |
|
0.618 |
1.0932 |
|
1.000 |
1.0888 |
|
1.618 |
1.0815 |
|
2.618 |
1.0697 |
|
4.250 |
1.0506 |
|
|
| Fisher Pivots for day following 27-Feb-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1092 |
1.1085 |
| PP |
1.1078 |
1.1063 |
| S1 |
1.1064 |
1.1042 |
|