CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 30-Apr-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2020 |
30-Apr-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0874 |
1.0885 |
0.0011 |
0.1% |
1.0908 |
| High |
1.0916 |
1.1004 |
0.0088 |
0.8% |
1.0936 |
| Low |
1.0855 |
1.0865 |
0.0010 |
0.1% |
1.0763 |
| Close |
1.0903 |
1.0984 |
0.0082 |
0.7% |
1.0834 |
| Range |
0.0062 |
0.0139 |
0.0078 |
126.0% |
0.0173 |
| ATR |
0.0099 |
0.0102 |
0.0003 |
2.9% |
0.0000 |
| Volume |
563 |
2,233 |
1,670 |
296.6% |
1,810 |
|
| Daily Pivots for day following 30-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1368 |
1.1315 |
1.1060 |
|
| R3 |
1.1229 |
1.1176 |
1.1022 |
|
| R2 |
1.1090 |
1.1090 |
1.1009 |
|
| R1 |
1.1037 |
1.1037 |
1.0997 |
1.1063 |
| PP |
1.0951 |
1.0951 |
1.0951 |
1.0964 |
| S1 |
1.0898 |
1.0898 |
1.0971 |
1.0924 |
| S2 |
1.0812 |
1.0812 |
1.0959 |
|
| S3 |
1.0673 |
1.0759 |
1.0946 |
|
| S4 |
1.0534 |
1.0620 |
1.0908 |
|
|
| 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 |
1.1004 |
1.0763 |
0.0241 |
2.2% |
0.0086 |
0.8% |
92% |
True |
False |
827 |
| 10 |
1.1004 |
1.0763 |
0.0241 |
2.2% |
0.0080 |
0.7% |
92% |
True |
False |
597 |
| 20 |
1.1034 |
1.0763 |
0.0271 |
2.5% |
0.0087 |
0.8% |
82% |
False |
False |
464 |
| 40 |
1.1572 |
1.0701 |
0.0871 |
7.9% |
0.0129 |
1.2% |
33% |
False |
False |
570 |
| 60 |
1.1572 |
1.0701 |
0.0871 |
7.9% |
0.0106 |
1.0% |
33% |
False |
False |
484 |
| 80 |
1.1572 |
1.0701 |
0.0871 |
7.9% |
0.0087 |
0.8% |
33% |
False |
False |
378 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1594 |
|
2.618 |
1.1367 |
|
1.618 |
1.1228 |
|
1.000 |
1.1143 |
|
0.618 |
1.1089 |
|
HIGH |
1.1004 |
|
0.618 |
1.0950 |
|
0.500 |
1.0934 |
|
0.382 |
1.0918 |
|
LOW |
1.0865 |
|
0.618 |
1.0779 |
|
1.000 |
1.0726 |
|
1.618 |
1.0640 |
|
2.618 |
1.0501 |
|
4.250 |
1.0274 |
|
|
| Fisher Pivots for day following 30-Apr-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0967 |
1.0964 |
| PP |
1.0951 |
1.0944 |
| S1 |
1.0934 |
1.0924 |
|