CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 14-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2020 |
14-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1892 |
1.1903 |
0.0011 |
0.1% |
1.1882 |
| High |
1.1925 |
1.1940 |
0.0016 |
0.1% |
1.1969 |
| Low |
1.1876 |
1.1896 |
0.0020 |
0.2% |
1.1808 |
| Close |
1.1884 |
1.1918 |
0.0034 |
0.3% |
1.1884 |
| Range |
0.0049 |
0.0045 |
-0.0005 |
-9.2% |
0.0162 |
| ATR |
0.0085 |
0.0083 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
35 |
222 |
187 |
534.3% |
830 |
|
| Daily Pivots for day following 14-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2051 |
1.2029 |
1.1942 |
|
| R3 |
1.2007 |
1.1984 |
1.1930 |
|
| R2 |
1.1962 |
1.1962 |
1.1926 |
|
| R1 |
1.1940 |
1.1940 |
1.1922 |
1.1951 |
| PP |
1.1918 |
1.1918 |
1.1918 |
1.1923 |
| S1 |
1.1895 |
1.1895 |
1.1913 |
1.1907 |
| S2 |
1.1873 |
1.1873 |
1.1909 |
|
| S3 |
1.1829 |
1.1851 |
1.1905 |
|
| S4 |
1.1784 |
1.1806 |
1.1893 |
|
|
| Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2371 |
1.2289 |
1.1972 |
|
| R3 |
1.2210 |
1.2127 |
1.1928 |
|
| R2 |
1.2048 |
1.2048 |
1.1913 |
|
| R1 |
1.1966 |
1.1966 |
1.1898 |
1.2007 |
| PP |
1.1887 |
1.1887 |
1.1887 |
1.1907 |
| S1 |
1.1804 |
1.1804 |
1.1869 |
1.1846 |
| S2 |
1.1725 |
1.1725 |
1.1854 |
|
| S3 |
1.1564 |
1.1643 |
1.1839 |
|
| S4 |
1.1402 |
1.1481 |
1.1795 |
|
|
| 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% |
0.0070 |
0.6% |
68% |
False |
False |
210 |
| 10 |
1.2061 |
1.1808 |
0.0253 |
2.1% |
0.0078 |
0.7% |
43% |
False |
False |
143 |
| 20 |
1.2061 |
1.1808 |
0.0253 |
2.1% |
0.0080 |
0.7% |
43% |
False |
False |
76 |
| 40 |
1.2061 |
1.1469 |
0.0592 |
5.0% |
0.0082 |
0.7% |
76% |
False |
False |
60 |
| 60 |
1.2061 |
1.1248 |
0.0813 |
6.8% |
0.0079 |
0.7% |
82% |
False |
False |
47 |
| 80 |
1.2061 |
1.0957 |
0.1104 |
9.3% |
0.0078 |
0.7% |
87% |
False |
False |
40 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2129 |
|
2.618 |
1.2057 |
|
1.618 |
1.2012 |
|
1.000 |
1.1985 |
|
0.618 |
1.1968 |
|
HIGH |
1.1940 |
|
0.618 |
1.1923 |
|
0.500 |
1.1918 |
|
0.382 |
1.1912 |
|
LOW |
1.1896 |
|
0.618 |
1.1868 |
|
1.000 |
1.1851 |
|
1.618 |
1.1823 |
|
2.618 |
1.1779 |
|
4.250 |
1.1706 |
|
|
| Fisher Pivots for day following 14-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1918 |
1.1916 |
| PP |
1.1918 |
1.1914 |
| S1 |
1.1918 |
1.1912 |
|