CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 15-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2020 |
15-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1903 |
1.1920 |
0.0018 |
0.1% |
1.1882 |
| High |
1.1940 |
1.1952 |
0.0012 |
0.1% |
1.1969 |
| Low |
1.1896 |
1.1892 |
-0.0004 |
0.0% |
1.1808 |
| Close |
1.1918 |
1.1905 |
-0.0013 |
-0.1% |
1.1884 |
| Range |
0.0045 |
0.0061 |
0.0016 |
36.0% |
0.0162 |
| ATR |
0.0083 |
0.0082 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
222 |
1,117 |
895 |
403.2% |
830 |
|
| Daily Pivots for day following 15-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2098 |
1.2062 |
1.1938 |
|
| R3 |
1.2037 |
1.2001 |
1.1921 |
|
| R2 |
1.1977 |
1.1977 |
1.1916 |
|
| R1 |
1.1941 |
1.1941 |
1.1910 |
1.1928 |
| PP |
1.1916 |
1.1916 |
1.1916 |
1.1910 |
| S1 |
1.1880 |
1.1880 |
1.1899 |
1.1868 |
| S2 |
1.1856 |
1.1856 |
1.1893 |
|
| S3 |
1.1795 |
1.1820 |
1.1888 |
|
| S4 |
1.1735 |
1.1759 |
1.1871 |
|
|
| 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% |
60% |
False |
False |
349 |
| 10 |
1.2061 |
1.1808 |
0.0253 |
2.1% |
0.0077 |
0.6% |
38% |
False |
False |
253 |
| 20 |
1.2061 |
1.1808 |
0.0253 |
2.1% |
0.0080 |
0.7% |
38% |
False |
False |
132 |
| 40 |
1.2061 |
1.1489 |
0.0572 |
4.8% |
0.0082 |
0.7% |
73% |
False |
False |
87 |
| 60 |
1.2061 |
1.1251 |
0.0810 |
6.8% |
0.0079 |
0.7% |
81% |
False |
False |
65 |
| 80 |
1.2061 |
1.0957 |
0.1104 |
9.3% |
0.0078 |
0.7% |
86% |
False |
False |
53 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2209 |
|
2.618 |
1.2110 |
|
1.618 |
1.2050 |
|
1.000 |
1.2013 |
|
0.618 |
1.1989 |
|
HIGH |
1.1952 |
|
0.618 |
1.1929 |
|
0.500 |
1.1922 |
|
0.382 |
1.1915 |
|
LOW |
1.1892 |
|
0.618 |
1.1854 |
|
1.000 |
1.1831 |
|
1.618 |
1.1794 |
|
2.618 |
1.1733 |
|
4.250 |
1.1634 |
|
|
| Fisher Pivots for day following 15-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1922 |
1.1914 |
| PP |
1.1916 |
1.1911 |
| S1 |
1.1910 |
1.1908 |
|