CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 24-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2020 |
24-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1728 |
1.1680 |
-0.0048 |
-0.4% |
1.1864 |
| High |
1.1739 |
1.1707 |
-0.0033 |
-0.3% |
1.1924 |
| Low |
1.1671 |
1.1646 |
-0.0026 |
-0.2% |
1.1759 |
| Close |
1.1678 |
1.1686 |
0.0008 |
0.1% |
1.1874 |
| Range |
0.0068 |
0.0061 |
-0.0007 |
-10.3% |
0.0165 |
| ATR |
0.0087 |
0.0085 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
204,073 |
191,755 |
-12,318 |
-6.0% |
814,655 |
|
| Daily Pivots for day following 24-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1862 |
1.1835 |
1.1719 |
|
| R3 |
1.1801 |
1.1774 |
1.1702 |
|
| R2 |
1.1740 |
1.1740 |
1.1697 |
|
| R1 |
1.1713 |
1.1713 |
1.1691 |
1.1727 |
| PP |
1.1679 |
1.1679 |
1.1679 |
1.1686 |
| S1 |
1.1652 |
1.1652 |
1.1680 |
1.1666 |
| S2 |
1.1618 |
1.1618 |
1.1674 |
|
| S3 |
1.1557 |
1.1591 |
1.1669 |
|
| S4 |
1.1496 |
1.1530 |
1.1652 |
|
|
| 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 |
1.1646 |
0.0248 |
2.1% |
0.0079 |
0.7% |
16% |
False |
True |
197,472 |
| 10 |
1.1924 |
1.1646 |
0.0279 |
2.4% |
0.0078 |
0.7% |
14% |
False |
True |
187,605 |
| 20 |
1.2038 |
1.1646 |
0.0392 |
3.4% |
0.0088 |
0.8% |
10% |
False |
True |
139,065 |
| 40 |
1.2038 |
1.1646 |
0.0392 |
3.4% |
0.0090 |
0.8% |
10% |
False |
True |
70,436 |
| 60 |
1.2038 |
1.1226 |
0.0812 |
6.9% |
0.0089 |
0.8% |
57% |
False |
False |
47,213 |
| 80 |
1.2038 |
1.1214 |
0.0824 |
7.0% |
0.0090 |
0.8% |
57% |
False |
False |
35,498 |
| 100 |
1.2038 |
1.0824 |
0.1214 |
10.4% |
0.0086 |
0.7% |
71% |
False |
False |
28,427 |
| 120 |
1.2038 |
1.0789 |
0.1249 |
10.7% |
0.0084 |
0.7% |
72% |
False |
False |
23,702 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1966 |
|
2.618 |
1.1866 |
|
1.618 |
1.1805 |
|
1.000 |
1.1768 |
|
0.618 |
1.1744 |
|
HIGH |
1.1707 |
|
0.618 |
1.1683 |
|
0.500 |
1.1676 |
|
0.382 |
1.1669 |
|
LOW |
1.1646 |
|
0.618 |
1.1608 |
|
1.000 |
1.1585 |
|
1.618 |
1.1547 |
|
2.618 |
1.1486 |
|
4.250 |
1.1386 |
|
|
| Fisher Pivots for day following 24-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1682 |
1.1719 |
| PP |
1.1679 |
1.1708 |
| S1 |
1.1676 |
1.1697 |
|