CME Euro FX (E) Future December 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 |
1.1867 |
1.1799 |
-0.0069 |
-0.6% |
1.1933 |
| High |
1.1874 |
1.1859 |
-0.0015 |
-0.1% |
1.2038 |
| Low |
1.1791 |
1.1778 |
-0.0014 |
-0.1% |
1.1807 |
| Close |
1.1807 |
1.1833 |
0.0027 |
0.2% |
1.1877 |
| Range |
0.0083 |
0.0082 |
-0.0002 |
-1.8% |
0.0231 |
| ATR |
0.0092 |
0.0091 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
167,118 |
277,557 |
110,439 |
66.1% |
83,879 |
|
| Daily Pivots for day following 09-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2068 |
1.2032 |
1.1878 |
|
| R3 |
1.1986 |
1.1950 |
1.1855 |
|
| R2 |
1.1905 |
1.1905 |
1.1848 |
|
| R1 |
1.1869 |
1.1869 |
1.1840 |
1.1887 |
| PP |
1.1823 |
1.1823 |
1.1823 |
1.1832 |
| S1 |
1.1787 |
1.1787 |
1.1826 |
1.1805 |
| S2 |
1.1742 |
1.1742 |
1.1818 |
|
| S3 |
1.1660 |
1.1706 |
1.1811 |
|
| S4 |
1.1579 |
1.1624 |
1.1788 |
|
|
| Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2600 |
1.2469 |
1.2004 |
|
| R3 |
1.2369 |
1.2238 |
1.1940 |
|
| R2 |
1.2138 |
1.2138 |
1.1919 |
|
| R1 |
1.2007 |
1.2007 |
1.1898 |
1.1957 |
| PP |
1.1907 |
1.1907 |
1.1907 |
1.1882 |
| S1 |
1.1776 |
1.1776 |
1.1855 |
1.1726 |
| S2 |
1.1676 |
1.1676 |
1.1834 |
|
| S3 |
1.1445 |
1.1545 |
1.1813 |
|
| S4 |
1.1214 |
1.1314 |
1.1749 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1955 |
1.1778 |
0.0177 |
1.5% |
0.0086 |
0.7% |
31% |
False |
True |
102,003 |
| 10 |
1.2038 |
1.1778 |
0.0260 |
2.2% |
0.0094 |
0.8% |
21% |
False |
True |
54,572 |
| 20 |
1.2038 |
1.1742 |
0.0296 |
2.5% |
0.0089 |
0.8% |
31% |
False |
False |
28,292 |
| 40 |
1.2038 |
1.1408 |
0.0630 |
5.3% |
0.0091 |
0.8% |
68% |
False |
False |
14,698 |
| 60 |
1.2038 |
1.1214 |
0.0824 |
7.0% |
0.0089 |
0.8% |
75% |
False |
False |
9,971 |
| 80 |
1.2038 |
1.0850 |
0.1188 |
10.0% |
0.0089 |
0.8% |
83% |
False |
False |
7,530 |
| 100 |
1.2038 |
1.0789 |
0.1249 |
10.6% |
0.0085 |
0.7% |
84% |
False |
False |
6,054 |
| 120 |
1.2038 |
1.0730 |
0.1308 |
11.0% |
0.0088 |
0.7% |
84% |
False |
False |
5,058 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2205 |
|
2.618 |
1.2072 |
|
1.618 |
1.1991 |
|
1.000 |
1.1941 |
|
0.618 |
1.1909 |
|
HIGH |
1.1859 |
|
0.618 |
1.1828 |
|
0.500 |
1.1818 |
|
0.382 |
1.1809 |
|
LOW |
1.1778 |
|
0.618 |
1.1727 |
|
1.000 |
1.1696 |
|
1.618 |
1.1646 |
|
2.618 |
1.1564 |
|
4.250 |
1.1431 |
|
|
| Fisher Pivots for day following 09-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1828 |
1.1834 |
| PP |
1.1823 |
1.1834 |
| S1 |
1.1818 |
1.1833 |
|