CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 24-Apr-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2020 |
24-Apr-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0859 |
1.0813 |
-0.0046 |
-0.4% |
1.0908 |
| High |
1.0881 |
1.0866 |
-0.0016 |
-0.1% |
1.0936 |
| Low |
1.0792 |
1.0763 |
-0.0029 |
-0.3% |
1.0763 |
| Close |
1.0821 |
1.0834 |
0.0013 |
0.1% |
1.0834 |
| Range |
0.0090 |
0.0103 |
0.0013 |
14.5% |
0.0173 |
| ATR |
0.0108 |
0.0107 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
376 |
470 |
94 |
25.0% |
1,810 |
|
| Daily Pivots for day following 24-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1128 |
1.1084 |
1.0890 |
|
| R3 |
1.1026 |
1.0981 |
1.0862 |
|
| R2 |
1.0923 |
1.0923 |
1.0853 |
|
| R1 |
1.0879 |
1.0879 |
1.0843 |
1.0901 |
| PP |
1.0821 |
1.0821 |
1.0821 |
1.0832 |
| S1 |
1.0776 |
1.0776 |
1.0825 |
1.0799 |
| S2 |
1.0718 |
1.0718 |
1.0815 |
|
| S3 |
1.0616 |
1.0674 |
1.0806 |
|
| S4 |
1.0513 |
1.0571 |
1.0778 |
|
|
| Weekly Pivots for week ending 24-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1363 |
1.1272 |
1.0929 |
|
| R3 |
1.1190 |
1.1099 |
1.0882 |
|
| R2 |
1.1017 |
1.1017 |
1.0866 |
|
| R1 |
1.0926 |
1.0926 |
1.0850 |
1.0885 |
| PP |
1.0844 |
1.0844 |
1.0844 |
1.0824 |
| S1 |
1.0753 |
1.0753 |
1.0818 |
1.0712 |
| S2 |
1.0671 |
1.0671 |
1.0802 |
|
| S3 |
1.0498 |
1.0580 |
1.0786 |
|
| S4 |
1.0325 |
1.0407 |
1.0739 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0936 |
1.0763 |
0.0173 |
1.6% |
0.0078 |
0.7% |
41% |
False |
True |
362 |
| 10 |
1.1034 |
1.0763 |
0.0271 |
2.5% |
0.0083 |
0.8% |
26% |
False |
True |
370 |
| 20 |
1.1219 |
1.0763 |
0.0456 |
4.2% |
0.0100 |
0.9% |
16% |
False |
True |
406 |
| 40 |
1.1572 |
1.0701 |
0.0871 |
8.0% |
0.0130 |
1.2% |
15% |
False |
False |
537 |
| 60 |
1.1572 |
1.0701 |
0.0871 |
8.0% |
0.0103 |
1.0% |
15% |
False |
False |
432 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1301 |
|
2.618 |
1.1134 |
|
1.618 |
1.1031 |
|
1.000 |
1.0968 |
|
0.618 |
1.0929 |
|
HIGH |
1.0866 |
|
0.618 |
1.0826 |
|
0.500 |
1.0814 |
|
0.382 |
1.0802 |
|
LOW |
1.0763 |
|
0.618 |
1.0700 |
|
1.000 |
1.0661 |
|
1.618 |
1.0597 |
|
2.618 |
1.0495 |
|
4.250 |
1.0327 |
|
|
| Fisher Pivots for day following 24-Apr-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0827 |
1.0843 |
| PP |
1.0821 |
1.0840 |
| S1 |
1.0814 |
1.0837 |
|