CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 20-Apr-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2020 |
20-Apr-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0898 |
1.0908 |
0.0010 |
0.1% |
1.0987 |
| High |
1.0934 |
1.0936 |
0.0002 |
0.0% |
1.1034 |
| Low |
1.0853 |
1.0882 |
0.0029 |
0.3% |
1.0853 |
| Close |
1.0909 |
1.0902 |
-0.0007 |
-0.1% |
1.0909 |
| Range |
0.0082 |
0.0055 |
-0.0027 |
-33.1% |
0.0182 |
| ATR |
0.0119 |
0.0115 |
-0.0005 |
-3.9% |
0.0000 |
| Volume |
499 |
200 |
-299 |
-59.9% |
1,897 |
|
| Daily Pivots for day following 20-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1070 |
1.1040 |
1.0931 |
|
| R3 |
1.1015 |
1.0986 |
1.0916 |
|
| R2 |
1.0961 |
1.0961 |
1.0911 |
|
| R1 |
1.0931 |
1.0931 |
1.0906 |
1.0919 |
| PP |
1.0906 |
1.0906 |
1.0906 |
1.0900 |
| S1 |
1.0877 |
1.0877 |
1.0897 |
1.0864 |
| S2 |
1.0852 |
1.0852 |
1.0892 |
|
| S3 |
1.0797 |
1.0822 |
1.0887 |
|
| S4 |
1.0743 |
1.0768 |
1.0872 |
|
|
| Weekly Pivots for week ending 17-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1476 |
1.1374 |
1.1008 |
|
| R3 |
1.1295 |
1.1192 |
1.0958 |
|
| R2 |
1.1113 |
1.1113 |
1.0942 |
|
| R1 |
1.1011 |
1.1011 |
1.0925 |
1.0971 |
| PP |
1.0932 |
1.0932 |
1.0932 |
1.0912 |
| S1 |
1.0829 |
1.0829 |
1.0892 |
1.0790 |
| S2 |
1.0750 |
1.0750 |
1.0875 |
|
| S3 |
1.0569 |
1.0648 |
1.0859 |
|
| S4 |
1.0387 |
1.0466 |
1.0809 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1034 |
1.0853 |
0.0182 |
1.7% |
0.0086 |
0.8% |
27% |
False |
False |
402 |
| 10 |
1.1034 |
1.0820 |
0.0214 |
2.0% |
0.0087 |
0.8% |
38% |
False |
False |
332 |
| 20 |
1.1219 |
1.0701 |
0.0519 |
4.8% |
0.0117 |
1.1% |
39% |
False |
False |
483 |
| 40 |
1.1572 |
1.0701 |
0.0871 |
8.0% |
0.0129 |
1.2% |
23% |
False |
False |
546 |
| 60 |
1.1572 |
1.0701 |
0.0871 |
8.0% |
0.0099 |
0.9% |
23% |
False |
False |
408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1168 |
|
2.618 |
1.1079 |
|
1.618 |
1.1024 |
|
1.000 |
1.0991 |
|
0.618 |
1.0970 |
|
HIGH |
1.0936 |
|
0.618 |
1.0915 |
|
0.500 |
1.0909 |
|
0.382 |
1.0902 |
|
LOW |
1.0882 |
|
0.618 |
1.0848 |
|
1.000 |
1.0827 |
|
1.618 |
1.0793 |
|
2.618 |
1.0739 |
|
4.250 |
1.0650 |
|
|
| Fisher Pivots for day following 20-Apr-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0909 |
1.0901 |
| PP |
1.0906 |
1.0900 |
| S1 |
1.0904 |
1.0900 |
|