CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 08-Apr-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2020 |
08-Apr-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0842 |
1.0920 |
0.0078 |
0.7% |
1.1195 |
| High |
1.0982 |
1.0938 |
-0.0044 |
-0.4% |
1.1215 |
| Low |
1.0839 |
1.0884 |
0.0045 |
0.4% |
1.0825 |
| Close |
1.0957 |
1.0912 |
-0.0045 |
-0.4% |
1.0861 |
| Range |
0.0143 |
0.0054 |
-0.0089 |
-62.1% |
0.0390 |
| ATR |
0.0138 |
0.0133 |
-0.0005 |
-3.4% |
0.0000 |
| Volume |
492 |
83 |
-409 |
-83.1% |
2,148 |
|
| Daily Pivots for day following 08-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1073 |
1.1047 |
1.0942 |
|
| R3 |
1.1019 |
1.0993 |
1.0927 |
|
| R2 |
1.0965 |
1.0965 |
1.0922 |
|
| R1 |
1.0939 |
1.0939 |
1.0917 |
1.0925 |
| PP |
1.0911 |
1.0911 |
1.0911 |
1.0905 |
| S1 |
1.0885 |
1.0885 |
1.0907 |
1.0871 |
| S2 |
1.0857 |
1.0857 |
1.0902 |
|
| S3 |
1.0803 |
1.0831 |
1.0897 |
|
| S4 |
1.0749 |
1.0777 |
1.0882 |
|
|
| 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 |
1.1016 |
1.0820 |
0.0196 |
1.8% |
0.0096 |
0.9% |
47% |
False |
False |
323 |
| 10 |
1.1219 |
1.0820 |
0.0399 |
3.7% |
0.0125 |
1.1% |
23% |
False |
False |
506 |
| 20 |
1.1403 |
1.0701 |
0.0702 |
6.4% |
0.0164 |
1.5% |
30% |
False |
False |
662 |
| 40 |
1.1572 |
1.0701 |
0.0871 |
8.0% |
0.0123 |
1.1% |
24% |
False |
False |
518 |
| 60 |
1.1572 |
1.0701 |
0.0871 |
8.0% |
0.0093 |
0.9% |
24% |
False |
False |
371 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1168 |
|
2.618 |
1.1079 |
|
1.618 |
1.1025 |
|
1.000 |
1.0992 |
|
0.618 |
1.0971 |
|
HIGH |
1.0938 |
|
0.618 |
1.0917 |
|
0.500 |
1.0911 |
|
0.382 |
1.0905 |
|
LOW |
1.0884 |
|
0.618 |
1.0851 |
|
1.000 |
1.0830 |
|
1.618 |
1.0797 |
|
2.618 |
1.0743 |
|
4.250 |
1.0655 |
|
|
| Fisher Pivots for day following 08-Apr-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0912 |
1.0908 |
| PP |
1.0911 |
1.0905 |
| S1 |
1.0911 |
1.0901 |
|