CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 10-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2020 |
10-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1799 |
1.1829 |
0.0031 |
0.3% |
1.1933 |
| High |
1.1859 |
1.1942 |
0.0083 |
0.7% |
1.2038 |
| Low |
1.1778 |
1.1825 |
0.0048 |
0.4% |
1.1807 |
| Close |
1.1833 |
1.1850 |
0.0017 |
0.1% |
1.1877 |
| Range |
0.0082 |
0.0117 |
0.0035 |
42.9% |
0.0231 |
| ATR |
0.0091 |
0.0093 |
0.0002 |
2.0% |
0.0000 |
| Volume |
277,557 |
362,370 |
84,813 |
30.6% |
83,879 |
|
| Daily Pivots for day following 10-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2222 |
1.2152 |
1.1914 |
|
| R3 |
1.2105 |
1.2036 |
1.1882 |
|
| R2 |
1.1989 |
1.1989 |
1.1871 |
|
| R1 |
1.1919 |
1.1919 |
1.1861 |
1.1954 |
| PP |
1.1872 |
1.1872 |
1.1872 |
1.1890 |
| S1 |
1.1803 |
1.1803 |
1.1839 |
1.1838 |
| S2 |
1.1756 |
1.1756 |
1.1829 |
|
| S3 |
1.1639 |
1.1686 |
1.1818 |
|
| S4 |
1.1523 |
1.1570 |
1.1786 |
|
|
| 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 |
1.1942 |
1.1778 |
0.0164 |
1.4% |
0.0088 |
0.7% |
44% |
True |
False |
172,012 |
| 10 |
1.2038 |
1.1778 |
0.0260 |
2.2% |
0.0099 |
0.8% |
28% |
False |
False |
90,526 |
| 20 |
1.2038 |
1.1778 |
0.0260 |
2.2% |
0.0090 |
0.8% |
28% |
False |
False |
46,343 |
| 40 |
1.2038 |
1.1408 |
0.0630 |
5.3% |
0.0093 |
0.8% |
70% |
False |
False |
23,722 |
| 60 |
1.2038 |
1.1214 |
0.0824 |
6.9% |
0.0089 |
0.7% |
77% |
False |
False |
15,999 |
| 80 |
1.2038 |
1.0920 |
0.1118 |
9.4% |
0.0089 |
0.8% |
83% |
False |
False |
12,058 |
| 100 |
1.2038 |
1.0789 |
0.1249 |
10.5% |
0.0086 |
0.7% |
85% |
False |
False |
9,677 |
| 120 |
1.2038 |
1.0730 |
0.1308 |
11.0% |
0.0087 |
0.7% |
86% |
False |
False |
8,076 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2437 |
|
2.618 |
1.2246 |
|
1.618 |
1.2130 |
|
1.000 |
1.2058 |
|
0.618 |
1.2013 |
|
HIGH |
1.1942 |
|
0.618 |
1.1897 |
|
0.500 |
1.1883 |
|
0.382 |
1.1870 |
|
LOW |
1.1825 |
|
0.618 |
1.1753 |
|
1.000 |
1.1709 |
|
1.618 |
1.1637 |
|
2.618 |
1.1520 |
|
4.250 |
1.1330 |
|
|
| Fisher Pivots for day following 10-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1883 |
1.1860 |
| PP |
1.1872 |
1.1856 |
| S1 |
1.1861 |
1.1853 |
|