CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 07-Apr-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2020 |
07-Apr-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0863 |
1.0842 |
-0.0021 |
-0.2% |
1.1195 |
| High |
1.0882 |
1.0982 |
0.0100 |
0.9% |
1.1215 |
| Low |
1.0820 |
1.0839 |
0.0019 |
0.2% |
1.0825 |
| Close |
1.0848 |
1.0957 |
0.0109 |
1.0% |
1.0861 |
| Range |
0.0062 |
0.0143 |
0.0081 |
129.8% |
0.0390 |
| ATR |
0.0137 |
0.0138 |
0.0000 |
0.3% |
0.0000 |
| Volume |
349 |
492 |
143 |
41.0% |
2,148 |
|
| Daily Pivots for day following 07-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1353 |
1.1297 |
1.1035 |
|
| R3 |
1.1211 |
1.1155 |
1.0996 |
|
| R2 |
1.1068 |
1.1068 |
1.0983 |
|
| R1 |
1.1012 |
1.1012 |
1.0970 |
1.1040 |
| PP |
1.0926 |
1.0926 |
1.0926 |
1.0940 |
| S1 |
1.0870 |
1.0870 |
1.0943 |
1.0898 |
| S2 |
1.0783 |
1.0783 |
1.0930 |
|
| S3 |
1.0641 |
1.0727 |
1.0917 |
|
| S4 |
1.0498 |
1.0585 |
1.0878 |
|
|
| Weekly Pivots for week ending 03-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2137 |
1.1889 |
1.1075 |
|
| R3 |
1.1747 |
1.1499 |
1.0968 |
|
| R2 |
1.1357 |
1.1357 |
1.0932 |
|
| R1 |
1.1109 |
1.1109 |
1.0896 |
1.1038 |
| PP |
1.0967 |
1.0967 |
1.0967 |
1.0931 |
| S1 |
1.0719 |
1.0719 |
1.0825 |
1.0648 |
| S2 |
1.0577 |
1.0577 |
1.0789 |
|
| S3 |
1.0187 |
1.0329 |
1.0753 |
|
| S4 |
0.9797 |
0.9939 |
1.0646 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1100 |
1.0820 |
0.0280 |
2.6% |
0.0112 |
1.0% |
49% |
False |
False |
368 |
| 10 |
1.1219 |
1.0820 |
0.0399 |
3.6% |
0.0133 |
1.2% |
34% |
False |
False |
541 |
| 20 |
1.1435 |
1.0701 |
0.0734 |
6.7% |
0.0166 |
1.5% |
35% |
False |
False |
672 |
| 40 |
1.1572 |
1.0701 |
0.0871 |
7.9% |
0.0122 |
1.1% |
29% |
False |
False |
519 |
| 60 |
1.1572 |
1.0701 |
0.0871 |
7.9% |
0.0092 |
0.8% |
29% |
False |
False |
370 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1587 |
|
2.618 |
1.1355 |
|
1.618 |
1.1212 |
|
1.000 |
1.1124 |
|
0.618 |
1.1070 |
|
HIGH |
1.0982 |
|
0.618 |
1.0927 |
|
0.500 |
1.0910 |
|
0.382 |
1.0893 |
|
LOW |
1.0839 |
|
0.618 |
1.0751 |
|
1.000 |
1.0697 |
|
1.618 |
1.0608 |
|
2.618 |
1.0466 |
|
4.250 |
1.0233 |
|
|
| Fisher Pivots for day following 07-Apr-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0941 |
1.0938 |
| PP |
1.0926 |
1.0919 |
| S1 |
1.0910 |
1.0901 |
|