CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 29-Apr-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2020 |
29-Apr-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0863 |
1.0874 |
0.0012 |
0.1% |
1.0908 |
| High |
1.0924 |
1.0916 |
-0.0008 |
-0.1% |
1.0936 |
| Low |
1.0845 |
1.0855 |
0.0010 |
0.1% |
1.0763 |
| Close |
1.0870 |
1.0903 |
0.0033 |
0.3% |
1.0834 |
| Range |
0.0080 |
0.0062 |
-0.0018 |
-22.6% |
0.0173 |
| ATR |
0.0102 |
0.0099 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
386 |
563 |
177 |
45.9% |
1,810 |
|
| Daily Pivots for day following 29-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1076 |
1.1051 |
1.0936 |
|
| R3 |
1.1014 |
1.0989 |
1.0919 |
|
| R2 |
1.0953 |
1.0953 |
1.0914 |
|
| R1 |
1.0928 |
1.0928 |
1.0908 |
1.0940 |
| PP |
1.0891 |
1.0891 |
1.0891 |
1.0897 |
| S1 |
1.0866 |
1.0866 |
1.0897 |
1.0879 |
| S2 |
1.0830 |
1.0830 |
1.0891 |
|
| S3 |
1.0768 |
1.0805 |
1.0886 |
|
| S4 |
1.0707 |
1.0743 |
1.0869 |
|
|
| 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 |
1.0924 |
1.0763 |
0.0161 |
1.5% |
0.0076 |
0.7% |
87% |
False |
False |
455 |
| 10 |
1.0947 |
1.0763 |
0.0184 |
1.7% |
0.0075 |
0.7% |
76% |
False |
False |
428 |
| 20 |
1.1100 |
1.0763 |
0.0337 |
3.1% |
0.0087 |
0.8% |
41% |
False |
False |
368 |
| 40 |
1.1572 |
1.0701 |
0.0871 |
8.0% |
0.0127 |
1.2% |
23% |
False |
False |
524 |
| 60 |
1.1572 |
1.0701 |
0.0871 |
8.0% |
0.0104 |
1.0% |
23% |
False |
False |
449 |
| 80 |
1.1572 |
1.0701 |
0.0871 |
8.0% |
0.0086 |
0.8% |
23% |
False |
False |
352 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1177 |
|
2.618 |
1.1077 |
|
1.618 |
1.1016 |
|
1.000 |
1.0978 |
|
0.618 |
1.0954 |
|
HIGH |
1.0916 |
|
0.618 |
1.0893 |
|
0.500 |
1.0885 |
|
0.382 |
1.0878 |
|
LOW |
1.0855 |
|
0.618 |
1.0816 |
|
1.000 |
1.0793 |
|
1.618 |
1.0755 |
|
2.618 |
1.0693 |
|
4.250 |
1.0593 |
|
|
| Fisher Pivots for day following 29-Apr-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0897 |
1.0896 |
| PP |
1.0891 |
1.0890 |
| S1 |
1.0885 |
1.0884 |
|