CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 30-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2020 |
30-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1681 |
1.1758 |
0.0077 |
0.7% |
1.1868 |
| High |
1.1765 |
1.1774 |
0.0009 |
0.1% |
1.1894 |
| Low |
1.1681 |
1.1703 |
0.0022 |
0.2% |
1.1631 |
| Close |
1.1756 |
1.1736 |
-0.0021 |
-0.2% |
1.1642 |
| Range |
0.0085 |
0.0071 |
-0.0014 |
-16.0% |
0.0263 |
| ATR |
0.0083 |
0.0082 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
176,883 |
215,416 |
38,533 |
21.8% |
1,019,664 |
|
| Daily Pivots for day following 30-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1950 |
1.1914 |
1.1775 |
|
| R3 |
1.1879 |
1.1843 |
1.1755 |
|
| R2 |
1.1808 |
1.1808 |
1.1749 |
|
| R1 |
1.1772 |
1.1772 |
1.1742 |
1.1755 |
| PP |
1.1737 |
1.1737 |
1.1737 |
1.1729 |
| S1 |
1.1701 |
1.1701 |
1.1729 |
1.1684 |
| S2 |
1.1666 |
1.1666 |
1.1722 |
|
| S3 |
1.1595 |
1.1630 |
1.1716 |
|
| S4 |
1.1524 |
1.1559 |
1.1696 |
|
|
| Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2511 |
1.2339 |
1.1786 |
|
| R3 |
1.2248 |
1.2076 |
1.1714 |
|
| R2 |
1.1985 |
1.1985 |
1.1690 |
|
| R1 |
1.1813 |
1.1813 |
1.1666 |
1.1768 |
| PP |
1.1722 |
1.1722 |
1.1722 |
1.1699 |
| S1 |
1.1550 |
1.1550 |
1.1617 |
1.1505 |
| S2 |
1.1459 |
1.1459 |
1.1593 |
|
| S3 |
1.1196 |
1.1287 |
1.1569 |
|
| S4 |
1.0933 |
1.1024 |
1.1497 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1774 |
1.1631 |
0.0143 |
1.2% |
0.0071 |
0.6% |
73% |
True |
False |
182,196 |
| 10 |
1.1894 |
1.1631 |
0.0263 |
2.2% |
0.0081 |
0.7% |
40% |
False |
False |
191,233 |
| 20 |
1.1955 |
1.1631 |
0.0324 |
2.8% |
0.0081 |
0.7% |
32% |
False |
False |
173,383 |
| 40 |
1.2038 |
1.1631 |
0.0407 |
3.5% |
0.0087 |
0.7% |
26% |
False |
False |
88,274 |
| 60 |
1.2038 |
1.1293 |
0.0745 |
6.3% |
0.0087 |
0.7% |
59% |
False |
False |
59,164 |
| 80 |
1.2038 |
1.1214 |
0.0824 |
7.0% |
0.0088 |
0.8% |
63% |
False |
False |
44,477 |
| 100 |
1.2038 |
1.0826 |
0.1212 |
10.3% |
0.0086 |
0.7% |
75% |
False |
False |
35,605 |
| 120 |
1.2038 |
1.0789 |
0.1249 |
10.6% |
0.0083 |
0.7% |
76% |
False |
False |
29,694 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2075 |
|
2.618 |
1.1959 |
|
1.618 |
1.1888 |
|
1.000 |
1.1845 |
|
0.618 |
1.1817 |
|
HIGH |
1.1774 |
|
0.618 |
1.1746 |
|
0.500 |
1.1738 |
|
0.382 |
1.1730 |
|
LOW |
1.1703 |
|
0.618 |
1.1659 |
|
1.000 |
1.1632 |
|
1.618 |
1.1588 |
|
2.618 |
1.1517 |
|
4.250 |
1.1401 |
|
|
| Fisher Pivots for day following 30-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1738 |
1.1725 |
| PP |
1.1737 |
1.1715 |
| S1 |
1.1736 |
1.1704 |
|