CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 14-Apr-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2020 |
14-Apr-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0987 |
1.0986 |
-0.0001 |
0.0% |
1.0863 |
| High |
1.1014 |
1.1032 |
0.0018 |
0.2% |
1.1000 |
| Low |
1.0944 |
1.0963 |
0.0020 |
0.2% |
1.0820 |
| Close |
1.0972 |
1.1027 |
0.0055 |
0.5% |
1.0985 |
| Range |
0.0071 |
0.0069 |
-0.0002 |
-2.8% |
0.0180 |
| ATR |
0.0127 |
0.0123 |
-0.0004 |
-3.3% |
0.0000 |
| Volume |
87 |
442 |
355 |
408.0% |
1,226 |
|
| Daily Pivots for day following 14-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1213 |
1.1188 |
1.1065 |
|
| R3 |
1.1144 |
1.1120 |
1.1046 |
|
| R2 |
1.1076 |
1.1076 |
1.1040 |
|
| R1 |
1.1051 |
1.1051 |
1.1033 |
1.1064 |
| PP |
1.1007 |
1.1007 |
1.1007 |
1.1013 |
| S1 |
1.0983 |
1.0983 |
1.1021 |
1.0995 |
| S2 |
1.0939 |
1.0939 |
1.1014 |
|
| S3 |
1.0870 |
1.0914 |
1.1008 |
|
| S4 |
1.0802 |
1.0846 |
1.0989 |
|
|
| Weekly Pivots for week ending 10-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1475 |
1.1410 |
1.1084 |
|
| R3 |
1.1295 |
1.1230 |
1.1035 |
|
| R2 |
1.1115 |
1.1115 |
1.1018 |
|
| R1 |
1.1050 |
1.1050 |
1.1002 |
1.1083 |
| PP |
1.0935 |
1.0935 |
1.0935 |
1.0951 |
| S1 |
1.0870 |
1.0870 |
1.0969 |
1.0903 |
| S2 |
1.0755 |
1.0755 |
1.0952 |
|
| S3 |
1.0575 |
1.0690 |
1.0936 |
|
| S4 |
1.0395 |
1.0510 |
1.0886 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1032 |
1.0839 |
0.0193 |
1.7% |
0.0089 |
0.8% |
98% |
True |
False |
281 |
| 10 |
1.1116 |
1.0820 |
0.0296 |
2.7% |
0.0099 |
0.9% |
70% |
False |
False |
331 |
| 20 |
1.1271 |
1.0701 |
0.0571 |
5.2% |
0.0149 |
1.3% |
57% |
False |
False |
615 |
| 40 |
1.1572 |
1.0701 |
0.0871 |
7.9% |
0.0125 |
1.1% |
37% |
False |
False |
521 |
| 60 |
1.1572 |
1.0701 |
0.0871 |
7.9% |
0.0096 |
0.9% |
37% |
False |
False |
383 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1323 |
|
2.618 |
1.1211 |
|
1.618 |
1.1142 |
|
1.000 |
1.1100 |
|
0.618 |
1.1074 |
|
HIGH |
1.1032 |
|
0.618 |
1.1005 |
|
0.500 |
1.0997 |
|
0.382 |
1.0989 |
|
LOW |
1.0963 |
|
0.618 |
1.0921 |
|
1.000 |
1.0895 |
|
1.618 |
1.0852 |
|
2.618 |
1.0784 |
|
4.250 |
1.0672 |
|
|
| Fisher Pivots for day following 14-Apr-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1017 |
1.1005 |
| PP |
1.1007 |
1.0983 |
| S1 |
1.0997 |
1.0962 |
|