CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 23-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2020 |
23-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1789 |
1.1728 |
-0.0061 |
-0.5% |
1.1864 |
| High |
1.1793 |
1.1739 |
-0.0054 |
-0.5% |
1.1924 |
| Low |
1.1712 |
1.1671 |
-0.0041 |
-0.4% |
1.1759 |
| Close |
1.1726 |
1.1678 |
-0.0049 |
-0.4% |
1.1874 |
| Range |
0.0081 |
0.0068 |
-0.0013 |
-16.0% |
0.0165 |
| ATR |
0.0089 |
0.0087 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
214,789 |
204,073 |
-10,716 |
-5.0% |
814,655 |
|
| Daily Pivots for day following 23-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1900 |
1.1857 |
1.1715 |
|
| R3 |
1.1832 |
1.1789 |
1.1696 |
|
| R2 |
1.1764 |
1.1764 |
1.1690 |
|
| R1 |
1.1721 |
1.1721 |
1.1684 |
1.1708 |
| PP |
1.1696 |
1.1696 |
1.1696 |
1.1690 |
| S1 |
1.1653 |
1.1653 |
1.1671 |
1.1640 |
| S2 |
1.1628 |
1.1628 |
1.1665 |
|
| S3 |
1.1560 |
1.1585 |
1.1659 |
|
| S4 |
1.1492 |
1.1517 |
1.1640 |
|
|
| Weekly Pivots for week ending 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2347 |
1.2276 |
1.1965 |
|
| R3 |
1.2182 |
1.2111 |
1.1919 |
|
| R2 |
1.2017 |
1.2017 |
1.1904 |
|
| R1 |
1.1946 |
1.1946 |
1.1889 |
1.1982 |
| PP |
1.1852 |
1.1852 |
1.1852 |
1.1870 |
| S1 |
1.1781 |
1.1781 |
1.1859 |
1.1817 |
| S2 |
1.1687 |
1.1687 |
1.1844 |
|
| S3 |
1.1522 |
1.1616 |
1.1829 |
|
| S4 |
1.1357 |
1.1451 |
1.1783 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1894 |
1.1671 |
0.0223 |
1.9% |
0.0090 |
0.8% |
3% |
False |
True |
200,271 |
| 10 |
1.1942 |
1.1671 |
0.0271 |
2.3% |
0.0084 |
0.7% |
2% |
False |
True |
204,666 |
| 20 |
1.2038 |
1.1671 |
0.0367 |
3.1% |
0.0089 |
0.8% |
2% |
False |
True |
129,619 |
| 40 |
1.2038 |
1.1671 |
0.0367 |
3.1% |
0.0091 |
0.8% |
2% |
False |
True |
65,660 |
| 60 |
1.2038 |
1.1226 |
0.0812 |
6.9% |
0.0089 |
0.8% |
56% |
False |
False |
44,027 |
| 80 |
1.2038 |
1.1164 |
0.0874 |
7.5% |
0.0090 |
0.8% |
59% |
False |
False |
33,102 |
| 100 |
1.2038 |
1.0824 |
0.1214 |
10.4% |
0.0086 |
0.7% |
70% |
False |
False |
26,511 |
| 120 |
1.2038 |
1.0789 |
0.1249 |
10.7% |
0.0084 |
0.7% |
71% |
False |
False |
22,105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2028 |
|
2.618 |
1.1917 |
|
1.618 |
1.1849 |
|
1.000 |
1.1807 |
|
0.618 |
1.1781 |
|
HIGH |
1.1739 |
|
0.618 |
1.1713 |
|
0.500 |
1.1705 |
|
0.382 |
1.1697 |
|
LOW |
1.1671 |
|
0.618 |
1.1629 |
|
1.000 |
1.1603 |
|
1.618 |
1.1561 |
|
2.618 |
1.1493 |
|
4.250 |
1.1382 |
|
|
| Fisher Pivots for day following 23-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1705 |
1.1782 |
| PP |
1.1696 |
1.1747 |
| S1 |
1.1687 |
1.1712 |
|