CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 14-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2020 |
14-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1844 |
1.1864 |
0.0021 |
0.2% |
1.1867 |
| High |
1.1898 |
1.1913 |
0.0015 |
0.1% |
1.1942 |
| Low |
1.1843 |
1.1856 |
0.0013 |
0.1% |
1.1778 |
| Close |
1.1855 |
1.1889 |
0.0034 |
0.3% |
1.1855 |
| Range |
0.0055 |
0.0057 |
0.0002 |
3.6% |
0.0164 |
| ATR |
0.0090 |
0.0088 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
216,004 |
129,471 |
-86,533 |
-40.1% |
1,023,049 |
|
| Daily Pivots for day following 14-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2057 |
1.2030 |
1.1920 |
|
| R3 |
1.2000 |
1.1973 |
1.1905 |
|
| R2 |
1.1943 |
1.1943 |
1.1899 |
|
| R1 |
1.1916 |
1.1916 |
1.1894 |
1.1929 |
| PP |
1.1886 |
1.1886 |
1.1886 |
1.1892 |
| S1 |
1.1859 |
1.1859 |
1.1884 |
1.1872 |
| S2 |
1.1829 |
1.1829 |
1.1879 |
|
| S3 |
1.1772 |
1.1802 |
1.1873 |
|
| S4 |
1.1715 |
1.1745 |
1.1858 |
|
|
| Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2350 |
1.2267 |
1.1945 |
|
| R3 |
1.2186 |
1.2103 |
1.1900 |
|
| R2 |
1.2022 |
1.2022 |
1.1885 |
|
| R1 |
1.1939 |
1.1939 |
1.1870 |
1.1898 |
| PP |
1.1858 |
1.1858 |
1.1858 |
1.1838 |
| S1 |
1.1775 |
1.1775 |
1.1840 |
1.1734 |
| S2 |
1.1694 |
1.1694 |
1.1825 |
|
| S3 |
1.1530 |
1.1611 |
1.1810 |
|
| S4 |
1.1366 |
1.1447 |
1.1765 |
|
|
| 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% |
0.0079 |
0.7% |
68% |
False |
False |
230,504 |
| 10 |
1.2038 |
1.1778 |
0.0260 |
2.2% |
0.0085 |
0.7% |
43% |
False |
False |
123,639 |
| 20 |
1.2038 |
1.1778 |
0.0260 |
2.2% |
0.0088 |
0.7% |
43% |
False |
False |
63,485 |
| 40 |
1.2038 |
1.1439 |
0.0599 |
5.0% |
0.0092 |
0.8% |
75% |
False |
False |
32,335 |
| 60 |
1.2038 |
1.1214 |
0.0824 |
6.9% |
0.0088 |
0.7% |
82% |
False |
False |
21,749 |
| 80 |
1.2038 |
1.0920 |
0.1118 |
9.4% |
0.0089 |
0.7% |
87% |
False |
False |
16,375 |
| 100 |
1.2038 |
1.0789 |
0.1249 |
10.5% |
0.0085 |
0.7% |
88% |
False |
False |
13,132 |
| 120 |
1.2038 |
1.0789 |
0.1249 |
10.5% |
0.0086 |
0.7% |
88% |
False |
False |
10,954 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2155 |
|
2.618 |
1.2062 |
|
1.618 |
1.2005 |
|
1.000 |
1.1970 |
|
0.618 |
1.1948 |
|
HIGH |
1.1913 |
|
0.618 |
1.1891 |
|
0.500 |
1.1884 |
|
0.382 |
1.1877 |
|
LOW |
1.1856 |
|
0.618 |
1.1820 |
|
1.000 |
1.1799 |
|
1.618 |
1.1763 |
|
2.618 |
1.1706 |
|
4.250 |
1.1613 |
|
|
| Fisher Pivots for day following 14-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1887 |
1.1887 |
| PP |
1.1886 |
1.1885 |
| S1 |
1.1884 |
1.1883 |
|