CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 09-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2020 |
09-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1841 |
1.1774 |
-0.0068 |
-0.6% |
1.1914 |
| High |
1.1851 |
1.1836 |
-0.0015 |
-0.1% |
1.2015 |
| Low |
1.1767 |
1.1753 |
-0.0014 |
-0.1% |
1.1783 |
| Close |
1.1783 |
1.1809 |
0.0027 |
0.2% |
1.1853 |
| Range |
0.0084 |
0.0083 |
-0.0001 |
-1.2% |
0.0233 |
| ATR |
0.0092 |
0.0092 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
386,505 |
426,011 |
39,506 |
10.2% |
1,146,375 |
|
| Daily Pivots for day following 09-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2048 |
1.2012 |
1.1855 |
|
| R3 |
1.1965 |
1.1929 |
1.1832 |
|
| R2 |
1.1882 |
1.1882 |
1.1824 |
|
| R1 |
1.1846 |
1.1846 |
1.1817 |
1.1864 |
| PP |
1.1799 |
1.1799 |
1.1799 |
1.1809 |
| S1 |
1.1763 |
1.1763 |
1.1801 |
1.1781 |
| S2 |
1.1716 |
1.1716 |
1.1794 |
|
| S3 |
1.1633 |
1.1680 |
1.1786 |
|
| S4 |
1.1550 |
1.1597 |
1.1763 |
|
|
| Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2581 |
1.2450 |
1.1981 |
|
| R3 |
1.2349 |
1.2217 |
1.1917 |
|
| R2 |
1.2116 |
1.2116 |
1.1896 |
|
| R1 |
1.1985 |
1.1985 |
1.1874 |
1.1934 |
| PP |
1.1884 |
1.1884 |
1.1884 |
1.1858 |
| S1 |
1.1752 |
1.1752 |
1.1832 |
1.1702 |
| S2 |
1.1651 |
1.1651 |
1.1810 |
|
| S3 |
1.1419 |
1.1520 |
1.1789 |
|
| S4 |
1.1186 |
1.1287 |
1.1725 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1932 |
1.1753 |
0.0179 |
1.5% |
0.0087 |
0.7% |
31% |
False |
True |
298,987 |
| 10 |
1.2015 |
1.1753 |
0.0262 |
2.2% |
0.0095 |
0.8% |
21% |
False |
True |
269,613 |
| 20 |
1.2015 |
1.1719 |
0.0296 |
2.5% |
0.0090 |
0.8% |
30% |
False |
False |
224,715 |
| 40 |
1.2015 |
1.1385 |
0.0631 |
5.3% |
0.0092 |
0.8% |
67% |
False |
False |
223,364 |
| 60 |
1.2015 |
1.1190 |
0.0826 |
7.0% |
0.0090 |
0.8% |
75% |
False |
False |
205,988 |
| 80 |
1.2015 |
1.0827 |
0.1189 |
10.1% |
0.0092 |
0.8% |
83% |
False |
False |
171,288 |
| 100 |
1.2015 |
1.0763 |
0.1252 |
10.6% |
0.0088 |
0.7% |
84% |
False |
False |
137,153 |
| 120 |
1.2015 |
1.0701 |
0.1315 |
11.1% |
0.0094 |
0.8% |
84% |
False |
False |
114,379 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2189 |
|
2.618 |
1.2053 |
|
1.618 |
1.1970 |
|
1.000 |
1.1919 |
|
0.618 |
1.1887 |
|
HIGH |
1.1836 |
|
0.618 |
1.1804 |
|
0.500 |
1.1795 |
|
0.382 |
1.1785 |
|
LOW |
1.1753 |
|
0.618 |
1.1702 |
|
1.000 |
1.1670 |
|
1.618 |
1.1619 |
|
2.618 |
1.1536 |
|
4.250 |
1.1400 |
|
|
| Fisher Pivots for day following 09-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1804 |
1.1810 |
| PP |
1.1799 |
1.1810 |
| S1 |
1.1795 |
1.1809 |
|