CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 21-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2020 |
21-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1901 |
1.1890 |
-0.0011 |
-0.1% |
1.1903 |
| High |
1.1918 |
1.1919 |
0.0001 |
0.0% |
1.1952 |
| Low |
1.1876 |
1.1780 |
-0.0096 |
-0.8% |
1.1787 |
| Close |
1.1901 |
1.1803 |
-0.0099 |
-0.8% |
1.1901 |
| Range |
0.0043 |
0.0140 |
0.0097 |
228.2% |
0.0166 |
| ATR |
0.0082 |
0.0086 |
0.0004 |
5.1% |
0.0000 |
| Volume |
198 |
507 |
309 |
156.1% |
2,828 |
|
| Daily Pivots for day following 21-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2252 |
1.2167 |
1.1879 |
|
| R3 |
1.2113 |
1.2027 |
1.1841 |
|
| R2 |
1.1973 |
1.1973 |
1.1828 |
|
| R1 |
1.1888 |
1.1888 |
1.1815 |
1.1861 |
| PP |
1.1834 |
1.1834 |
1.1834 |
1.1820 |
| S1 |
1.1748 |
1.1748 |
1.1790 |
1.1721 |
| S2 |
1.1694 |
1.1694 |
1.1777 |
|
| S3 |
1.1555 |
1.1609 |
1.1764 |
|
| S4 |
1.1415 |
1.1469 |
1.1726 |
|
|
| Weekly Pivots for week ending 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2376 |
1.2304 |
1.1992 |
|
| R3 |
1.2211 |
1.2139 |
1.1947 |
|
| R2 |
1.2045 |
1.2045 |
1.1931 |
|
| R1 |
1.1973 |
1.1973 |
1.1916 |
1.1927 |
| PP |
1.1880 |
1.1880 |
1.1880 |
1.1857 |
| S1 |
1.1808 |
1.1808 |
1.1886 |
1.1761 |
| S2 |
1.1714 |
1.1714 |
1.1871 |
|
| S3 |
1.1549 |
1.1642 |
1.1855 |
|
| S4 |
1.1383 |
1.1477 |
1.1810 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1952 |
1.1780 |
0.0173 |
1.5% |
0.0090 |
0.8% |
13% |
False |
True |
622 |
| 10 |
1.1969 |
1.1780 |
0.0190 |
1.6% |
0.0080 |
0.7% |
12% |
False |
True |
416 |
| 20 |
1.2061 |
1.1780 |
0.0281 |
2.4% |
0.0082 |
0.7% |
8% |
False |
True |
230 |
| 40 |
1.2061 |
1.1756 |
0.0305 |
2.6% |
0.0083 |
0.7% |
15% |
False |
False |
134 |
| 60 |
1.2061 |
1.1255 |
0.0806 |
6.8% |
0.0080 |
0.7% |
68% |
False |
False |
98 |
| 80 |
1.2061 |
1.1152 |
0.0909 |
7.7% |
0.0080 |
0.7% |
72% |
False |
False |
77 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2512 |
|
2.618 |
1.2284 |
|
1.618 |
1.2145 |
|
1.000 |
1.2059 |
|
0.618 |
1.2005 |
|
HIGH |
1.1919 |
|
0.618 |
1.1866 |
|
0.500 |
1.1849 |
|
0.382 |
1.1833 |
|
LOW |
1.1780 |
|
0.618 |
1.1693 |
|
1.000 |
1.1640 |
|
1.618 |
1.1554 |
|
2.618 |
1.1414 |
|
4.250 |
1.1187 |
|
|
| Fisher Pivots for day following 21-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1849 |
1.1849 |
| PP |
1.1834 |
1.1834 |
| S1 |
1.1818 |
1.1818 |
|