CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 11-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2020 |
11-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1805 |
1.1820 |
0.0015 |
0.1% |
1.1841 |
| High |
1.1918 |
1.1874 |
-0.0044 |
-0.4% |
1.1918 |
| Low |
1.1801 |
1.1820 |
0.0019 |
0.2% |
1.1753 |
| Close |
1.1826 |
1.1831 |
0.0005 |
0.0% |
1.1831 |
| Range |
0.0117 |
0.0055 |
-0.0063 |
-53.4% |
0.0165 |
| ATR |
0.0094 |
0.0091 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
488,178 |
107,143 |
-381,035 |
-78.1% |
1,407,837 |
|
| Daily Pivots for day following 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2005 |
1.1973 |
1.1861 |
|
| R3 |
1.1951 |
1.1918 |
1.1846 |
|
| R2 |
1.1896 |
1.1896 |
1.1841 |
|
| R1 |
1.1864 |
1.1864 |
1.1836 |
1.1880 |
| PP |
1.1842 |
1.1842 |
1.1842 |
1.1850 |
| S1 |
1.1809 |
1.1809 |
1.1826 |
1.1825 |
| S2 |
1.1787 |
1.1787 |
1.1821 |
|
| S3 |
1.1733 |
1.1755 |
1.1816 |
|
| S4 |
1.1678 |
1.1700 |
1.1801 |
|
|
| Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2329 |
1.2245 |
1.1922 |
|
| R3 |
1.2164 |
1.2080 |
1.1876 |
|
| R2 |
1.1999 |
1.1999 |
1.1861 |
|
| R1 |
1.1915 |
1.1915 |
1.1846 |
1.1875 |
| PP |
1.1834 |
1.1834 |
1.1834 |
1.1814 |
| S1 |
1.1750 |
1.1750 |
1.1816 |
1.1710 |
| S2 |
1.1669 |
1.1669 |
1.1801 |
|
| S3 |
1.1504 |
1.1585 |
1.1786 |
|
| S4 |
1.1339 |
1.1420 |
1.1740 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1918 |
1.1753 |
0.0165 |
1.4% |
0.0085 |
0.7% |
47% |
False |
False |
325,687 |
| 10 |
1.2015 |
1.1753 |
0.0262 |
2.2% |
0.0091 |
0.8% |
30% |
False |
False |
279,047 |
| 20 |
1.2015 |
1.1753 |
0.0262 |
2.2% |
0.0089 |
0.8% |
30% |
False |
False |
234,705 |
| 40 |
1.2015 |
1.1392 |
0.0624 |
5.3% |
0.0093 |
0.8% |
70% |
False |
False |
228,358 |
| 60 |
1.2015 |
1.1190 |
0.0826 |
7.0% |
0.0089 |
0.8% |
78% |
False |
False |
210,350 |
| 80 |
1.2015 |
1.0896 |
0.1120 |
9.5% |
0.0091 |
0.8% |
84% |
False |
False |
178,704 |
| 100 |
1.2015 |
1.0763 |
0.1252 |
10.6% |
0.0089 |
0.8% |
85% |
False |
False |
143,101 |
| 120 |
1.2015 |
1.0763 |
0.1252 |
10.6% |
0.0092 |
0.8% |
85% |
False |
False |
119,325 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2106 |
|
2.618 |
1.2017 |
|
1.618 |
1.1962 |
|
1.000 |
1.1929 |
|
0.618 |
1.1908 |
|
HIGH |
1.1874 |
|
0.618 |
1.1853 |
|
0.500 |
1.1847 |
|
0.382 |
1.1840 |
|
LOW |
1.1820 |
|
0.618 |
1.1786 |
|
1.000 |
1.1765 |
|
1.618 |
1.1731 |
|
2.618 |
1.1677 |
|
4.250 |
1.1588 |
|
|
| Fisher Pivots for day following 11-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1847 |
1.1836 |
| PP |
1.1842 |
1.1834 |
| S1 |
1.1836 |
1.1833 |
|