CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 10-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2020 |
10-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1825 |
1.1876 |
0.0051 |
0.4% |
1.1971 |
| High |
1.1888 |
1.1969 |
0.0082 |
0.7% |
1.2061 |
| Low |
1.1808 |
1.1855 |
0.0048 |
0.4% |
1.1839 |
| Close |
1.1862 |
1.1878 |
0.0016 |
0.1% |
1.1905 |
| Range |
0.0080 |
0.0114 |
0.0034 |
42.5% |
0.0222 |
| ATR |
0.0086 |
0.0088 |
0.0002 |
2.3% |
0.0000 |
| Volume |
164 |
210 |
46 |
28.0% |
378 |
|
| Daily Pivots for day following 10-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2243 |
1.2174 |
1.1941 |
|
| R3 |
1.2129 |
1.2060 |
1.1909 |
|
| R2 |
1.2015 |
1.2015 |
1.1899 |
|
| R1 |
1.1946 |
1.1946 |
1.1888 |
1.1981 |
| PP |
1.1901 |
1.1901 |
1.1901 |
1.1918 |
| S1 |
1.1832 |
1.1832 |
1.1868 |
1.1867 |
| S2 |
1.1787 |
1.1787 |
1.1857 |
|
| S3 |
1.1673 |
1.1718 |
1.1847 |
|
| S4 |
1.1559 |
1.1604 |
1.1815 |
|
|
| 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 |
1.1969 |
1.1808 |
0.0162 |
1.4% |
0.0081 |
0.7% |
44% |
True |
False |
204 |
| 10 |
1.2061 |
1.1808 |
0.0253 |
2.1% |
0.0093 |
0.8% |
28% |
False |
False |
120 |
| 20 |
1.2061 |
1.1808 |
0.0253 |
2.1% |
0.0081 |
0.7% |
28% |
False |
False |
66 |
| 40 |
1.2061 |
1.1436 |
0.0625 |
5.3% |
0.0083 |
0.7% |
71% |
False |
False |
54 |
| 60 |
1.2061 |
1.1248 |
0.0813 |
6.8% |
0.0080 |
0.7% |
78% |
False |
False |
42 |
| 80 |
1.2061 |
1.0957 |
0.1104 |
9.3% |
0.0079 |
0.7% |
83% |
False |
False |
37 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2454 |
|
2.618 |
1.2267 |
|
1.618 |
1.2153 |
|
1.000 |
1.2083 |
|
0.618 |
1.2039 |
|
HIGH |
1.1969 |
|
0.618 |
1.1925 |
|
0.500 |
1.1912 |
|
0.382 |
1.1899 |
|
LOW |
1.1855 |
|
0.618 |
1.1785 |
|
1.000 |
1.1741 |
|
1.618 |
1.1671 |
|
2.618 |
1.1557 |
|
4.250 |
1.1371 |
|
|
| Fisher Pivots for day following 10-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1912 |
1.1888 |
| PP |
1.1901 |
1.1885 |
| S1 |
1.1889 |
1.1881 |
|