CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 09-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2020 |
09-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1882 |
1.1825 |
-0.0057 |
-0.5% |
1.1971 |
| High |
1.1884 |
1.1888 |
0.0004 |
0.0% |
1.2061 |
| Low |
1.1823 |
1.1808 |
-0.0015 |
-0.1% |
1.1839 |
| Close |
1.1836 |
1.1862 |
0.0026 |
0.2% |
1.1905 |
| Range |
0.0062 |
0.0080 |
0.0019 |
30.1% |
0.0222 |
| ATR |
0.0087 |
0.0086 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
421 |
164 |
-257 |
-61.0% |
378 |
|
| Daily Pivots for day following 09-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2092 |
1.2057 |
1.1906 |
|
| R3 |
1.2012 |
1.1977 |
1.1884 |
|
| R2 |
1.1932 |
1.1932 |
1.1877 |
|
| R1 |
1.1897 |
1.1897 |
1.1869 |
1.1915 |
| PP |
1.1852 |
1.1852 |
1.1852 |
1.1861 |
| S1 |
1.1817 |
1.1817 |
1.1855 |
1.1835 |
| S2 |
1.1772 |
1.1772 |
1.1847 |
|
| S3 |
1.1692 |
1.1737 |
1.1840 |
|
| S4 |
1.1612 |
1.1657 |
1.1818 |
|
|
| Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2601 |
1.2475 |
1.2027 |
|
| R3 |
1.2379 |
1.2253 |
1.1966 |
|
| R2 |
1.2157 |
1.2157 |
1.1945 |
|
| R1 |
1.2031 |
1.2031 |
1.1925 |
1.1983 |
| PP |
1.1935 |
1.1935 |
1.1935 |
1.1911 |
| S1 |
1.1809 |
1.1809 |
1.1884 |
1.1761 |
| S2 |
1.1713 |
1.1713 |
1.1864 |
|
| S3 |
1.1491 |
1.1587 |
1.1843 |
|
| S4 |
1.1269 |
1.1365 |
1.1782 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1978 |
1.1808 |
0.0171 |
1.4% |
0.0079 |
0.7% |
32% |
False |
True |
169 |
| 10 |
1.2061 |
1.1808 |
0.0253 |
2.1% |
0.0087 |
0.7% |
22% |
False |
True |
100 |
| 20 |
1.2061 |
1.1769 |
0.0292 |
2.5% |
0.0080 |
0.7% |
32% |
False |
False |
56 |
| 40 |
1.2061 |
1.1436 |
0.0625 |
5.3% |
0.0082 |
0.7% |
68% |
False |
False |
49 |
| 60 |
1.2061 |
1.1248 |
0.0813 |
6.8% |
0.0080 |
0.7% |
76% |
False |
False |
39 |
| 80 |
1.2061 |
1.0885 |
0.1176 |
9.9% |
0.0079 |
0.7% |
83% |
False |
False |
35 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2228 |
|
2.618 |
1.2097 |
|
1.618 |
1.2017 |
|
1.000 |
1.1968 |
|
0.618 |
1.1937 |
|
HIGH |
1.1888 |
|
0.618 |
1.1857 |
|
0.500 |
1.1848 |
|
0.382 |
1.1838 |
|
LOW |
1.1808 |
|
0.618 |
1.1758 |
|
1.000 |
1.1728 |
|
1.618 |
1.1678 |
|
2.618 |
1.1598 |
|
4.250 |
1.1468 |
|
|
| Fisher Pivots for day following 09-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1857 |
1.1862 |
| PP |
1.1852 |
1.1862 |
| S1 |
1.1848 |
1.1862 |
|