CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 27-Apr-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2020 |
27-Apr-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0813 |
1.0852 |
0.0039 |
0.4% |
1.0908 |
| High |
1.0866 |
1.0896 |
0.0031 |
0.3% |
1.0936 |
| Low |
1.0763 |
1.0849 |
0.0086 |
0.8% |
1.0763 |
| Close |
1.0834 |
1.0867 |
0.0033 |
0.3% |
1.0834 |
| Range |
0.0103 |
0.0048 |
-0.0055 |
-53.7% |
0.0173 |
| ATR |
0.0107 |
0.0104 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
470 |
484 |
14 |
3.0% |
1,810 |
|
| Daily Pivots for day following 27-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1013 |
1.0988 |
1.0893 |
|
| R3 |
1.0966 |
1.0940 |
1.0880 |
|
| R2 |
1.0918 |
1.0918 |
1.0876 |
|
| R1 |
1.0893 |
1.0893 |
1.0871 |
1.0905 |
| PP |
1.0871 |
1.0871 |
1.0871 |
1.0877 |
| S1 |
1.0845 |
1.0845 |
1.0863 |
1.0858 |
| S2 |
1.0823 |
1.0823 |
1.0858 |
|
| S3 |
1.0776 |
1.0798 |
1.0854 |
|
| S4 |
1.0728 |
1.0750 |
1.0841 |
|
|
| 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 |
1.0922 |
1.0763 |
0.0159 |
1.5% |
0.0077 |
0.7% |
65% |
False |
False |
418 |
| 10 |
1.1034 |
1.0763 |
0.0271 |
2.5% |
0.0081 |
0.7% |
38% |
False |
False |
410 |
| 20 |
1.1215 |
1.0763 |
0.0452 |
4.2% |
0.0093 |
0.9% |
23% |
False |
False |
378 |
| 40 |
1.1572 |
1.0701 |
0.0871 |
8.0% |
0.0129 |
1.2% |
19% |
False |
False |
526 |
| 60 |
1.1572 |
1.0701 |
0.0871 |
8.0% |
0.0103 |
1.0% |
19% |
False |
False |
439 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1098 |
|
2.618 |
1.1020 |
|
1.618 |
1.0973 |
|
1.000 |
1.0944 |
|
0.618 |
1.0925 |
|
HIGH |
1.0896 |
|
0.618 |
1.0878 |
|
0.500 |
1.0872 |
|
0.382 |
1.0867 |
|
LOW |
1.0849 |
|
0.618 |
1.0819 |
|
1.000 |
1.0801 |
|
1.618 |
1.0772 |
|
2.618 |
1.0724 |
|
4.250 |
1.0647 |
|
|
| Fisher Pivots for day following 27-Apr-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0872 |
1.0855 |
| PP |
1.0871 |
1.0842 |
| S1 |
1.0869 |
1.0830 |
|