CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 22-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2020 |
22-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1890 |
1.1815 |
-0.0075 |
-0.6% |
1.1903 |
| High |
1.1919 |
1.1819 |
-0.0100 |
-0.8% |
1.1952 |
| Low |
1.1780 |
1.1740 |
-0.0040 |
-0.3% |
1.1787 |
| Close |
1.1803 |
1.1753 |
-0.0050 |
-0.4% |
1.1901 |
| Range |
0.0140 |
0.0079 |
-0.0061 |
-43.4% |
0.0166 |
| ATR |
0.0086 |
0.0085 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
507 |
500 |
-7 |
-1.4% |
2,828 |
|
| Daily Pivots for day following 22-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2008 |
1.1959 |
1.1796 |
|
| R3 |
1.1929 |
1.1880 |
1.1775 |
|
| R2 |
1.1850 |
1.1850 |
1.1767 |
|
| R1 |
1.1801 |
1.1801 |
1.1760 |
1.1786 |
| PP |
1.1771 |
1.1771 |
1.1771 |
1.1763 |
| S1 |
1.1722 |
1.1722 |
1.1746 |
1.1707 |
| S2 |
1.1692 |
1.1692 |
1.1739 |
|
| S3 |
1.1613 |
1.1643 |
1.1731 |
|
| S4 |
1.1534 |
1.1564 |
1.1710 |
|
|
| 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 |
1.1932 |
1.1740 |
0.0192 |
1.6% |
0.0094 |
0.8% |
7% |
False |
True |
499 |
| 10 |
1.1969 |
1.1740 |
0.0229 |
1.9% |
0.0082 |
0.7% |
6% |
False |
True |
424 |
| 20 |
1.2061 |
1.1740 |
0.0321 |
2.7% |
0.0083 |
0.7% |
4% |
False |
True |
254 |
| 40 |
1.2061 |
1.1740 |
0.0321 |
2.7% |
0.0084 |
0.7% |
4% |
False |
True |
146 |
| 60 |
1.2061 |
1.1255 |
0.0806 |
6.9% |
0.0081 |
0.7% |
62% |
False |
False |
106 |
| 80 |
1.2061 |
1.1186 |
0.0875 |
7.4% |
0.0080 |
0.7% |
65% |
False |
False |
83 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2155 |
|
2.618 |
1.2026 |
|
1.618 |
1.1947 |
|
1.000 |
1.1898 |
|
0.618 |
1.1868 |
|
HIGH |
1.1819 |
|
0.618 |
1.1789 |
|
0.500 |
1.1780 |
|
0.382 |
1.1770 |
|
LOW |
1.1740 |
|
0.618 |
1.1691 |
|
1.000 |
1.1661 |
|
1.618 |
1.1612 |
|
2.618 |
1.1533 |
|
4.250 |
1.1404 |
|
|
| Fisher Pivots for day following 22-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1780 |
1.1830 |
| PP |
1.1771 |
1.1804 |
| S1 |
1.1762 |
1.1779 |
|