CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 16-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2020 |
16-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1920 |
1.1899 |
-0.0021 |
-0.2% |
1.1882 |
| High |
1.1952 |
1.1932 |
-0.0021 |
-0.2% |
1.1969 |
| Low |
1.1892 |
1.1838 |
-0.0054 |
-0.5% |
1.1808 |
| Close |
1.1905 |
1.1848 |
-0.0057 |
-0.5% |
1.1884 |
| Range |
0.0061 |
0.0094 |
0.0034 |
55.4% |
0.0162 |
| ATR |
0.0082 |
0.0082 |
0.0001 |
1.1% |
0.0000 |
| Volume |
1,117 |
552 |
-565 |
-50.6% |
830 |
|
| Daily Pivots for day following 16-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2154 |
1.2095 |
1.1900 |
|
| R3 |
1.2060 |
1.2001 |
1.1874 |
|
| R2 |
1.1966 |
1.1966 |
1.1865 |
|
| R1 |
1.1907 |
1.1907 |
1.1857 |
1.1890 |
| PP |
1.1872 |
1.1872 |
1.1872 |
1.1864 |
| S1 |
1.1813 |
1.1813 |
1.1839 |
1.1796 |
| S2 |
1.1778 |
1.1778 |
1.1831 |
|
| S3 |
1.1684 |
1.1719 |
1.1822 |
|
| S4 |
1.1590 |
1.1625 |
1.1796 |
|
|
| 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 |
1.1838 |
0.0132 |
1.1% |
0.0072 |
0.6% |
8% |
False |
True |
427 |
| 10 |
1.1978 |
1.1808 |
0.0171 |
1.4% |
0.0076 |
0.6% |
24% |
False |
False |
298 |
| 20 |
1.2061 |
1.1808 |
0.0253 |
2.1% |
0.0083 |
0.7% |
16% |
False |
False |
159 |
| 40 |
1.2061 |
1.1571 |
0.0490 |
4.1% |
0.0082 |
0.7% |
57% |
False |
False |
101 |
| 60 |
1.2061 |
1.1255 |
0.0806 |
6.8% |
0.0079 |
0.7% |
74% |
False |
False |
74 |
| 80 |
1.2061 |
1.0957 |
0.1104 |
9.3% |
0.0079 |
0.7% |
81% |
False |
False |
60 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2331 |
|
2.618 |
1.2178 |
|
1.618 |
1.2084 |
|
1.000 |
1.2026 |
|
0.618 |
1.1990 |
|
HIGH |
1.1932 |
|
0.618 |
1.1896 |
|
0.500 |
1.1885 |
|
0.382 |
1.1873 |
|
LOW |
1.1838 |
|
0.618 |
1.1779 |
|
1.000 |
1.1744 |
|
1.618 |
1.1685 |
|
2.618 |
1.1591 |
|
4.250 |
1.1438 |
|
|
| Fisher Pivots for day following 16-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1885 |
1.1895 |
| PP |
1.1872 |
1.1879 |
| S1 |
1.1860 |
1.1864 |
|