CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 16-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2020 |
16-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1889 |
1.1871 |
-0.0018 |
-0.2% |
1.1867 |
| High |
1.1924 |
1.1905 |
-0.0019 |
-0.2% |
1.1942 |
| Low |
1.1862 |
1.1810 |
-0.0053 |
-0.4% |
1.1778 |
| Close |
1.1877 |
1.1821 |
-0.0056 |
-0.5% |
1.1855 |
| Range |
0.0062 |
0.0096 |
0.0034 |
54.0% |
0.0164 |
| ATR |
0.0086 |
0.0086 |
0.0001 |
0.8% |
0.0000 |
| Volume |
136,172 |
201,295 |
65,123 |
47.8% |
1,023,049 |
|
| Daily Pivots for day following 16-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2132 |
1.2072 |
1.1874 |
|
| R3 |
1.2036 |
1.1976 |
1.1847 |
|
| R2 |
1.1941 |
1.1941 |
1.1839 |
|
| R1 |
1.1881 |
1.1881 |
1.1830 |
1.1863 |
| PP |
1.1845 |
1.1845 |
1.1845 |
1.1836 |
| S1 |
1.1785 |
1.1785 |
1.1812 |
1.1768 |
| S2 |
1.1750 |
1.1750 |
1.1803 |
|
| S3 |
1.1654 |
1.1690 |
1.1795 |
|
| S4 |
1.1559 |
1.1594 |
1.1768 |
|
|
| 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 |
1.1810 |
0.0132 |
1.1% |
0.0077 |
0.7% |
9% |
False |
True |
209,062 |
| 10 |
1.1955 |
1.1778 |
0.0177 |
1.5% |
0.0082 |
0.7% |
25% |
False |
False |
155,532 |
| 20 |
1.2038 |
1.1778 |
0.0260 |
2.2% |
0.0088 |
0.7% |
17% |
False |
False |
80,196 |
| 40 |
1.2038 |
1.1543 |
0.0495 |
4.2% |
0.0091 |
0.8% |
56% |
False |
False |
40,747 |
| 60 |
1.2038 |
1.1226 |
0.0812 |
6.9% |
0.0087 |
0.7% |
73% |
False |
False |
27,365 |
| 80 |
1.2038 |
1.0920 |
0.1118 |
9.5% |
0.0090 |
0.8% |
81% |
False |
False |
20,589 |
| 100 |
1.2038 |
1.0824 |
0.1214 |
10.3% |
0.0085 |
0.7% |
82% |
False |
False |
16,504 |
| 120 |
1.2038 |
1.0789 |
0.1249 |
10.6% |
0.0086 |
0.7% |
83% |
False |
False |
13,766 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2311 |
|
2.618 |
1.2155 |
|
1.618 |
1.2060 |
|
1.000 |
1.2001 |
|
0.618 |
1.1964 |
|
HIGH |
1.1905 |
|
0.618 |
1.1869 |
|
0.500 |
1.1857 |
|
0.382 |
1.1846 |
|
LOW |
1.1810 |
|
0.618 |
1.1750 |
|
1.000 |
1.1714 |
|
1.618 |
1.1655 |
|
2.618 |
1.1559 |
|
4.250 |
1.1404 |
|
|
| Fisher Pivots for day following 16-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1857 |
1.1867 |
| PP |
1.1845 |
1.1852 |
| S1 |
1.1833 |
1.1836 |
|