CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 23-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2020 |
23-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1815 |
1.1754 |
-0.0061 |
-0.5% |
1.1903 |
| High |
1.1819 |
1.1765 |
-0.0054 |
-0.5% |
1.1952 |
| Low |
1.1740 |
1.1698 |
-0.0042 |
-0.4% |
1.1787 |
| Close |
1.1753 |
1.1704 |
-0.0049 |
-0.4% |
1.1901 |
| Range |
0.0079 |
0.0067 |
-0.0012 |
-15.2% |
0.0166 |
| ATR |
0.0085 |
0.0084 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
500 |
424 |
-76 |
-15.2% |
2,828 |
|
| Daily Pivots for day following 23-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1923 |
1.1881 |
1.1741 |
|
| R3 |
1.1856 |
1.1814 |
1.1722 |
|
| R2 |
1.1789 |
1.1789 |
1.1716 |
|
| R1 |
1.1747 |
1.1747 |
1.1710 |
1.1735 |
| PP |
1.1722 |
1.1722 |
1.1722 |
1.1716 |
| S1 |
1.1680 |
1.1680 |
1.1698 |
1.1668 |
| S2 |
1.1655 |
1.1655 |
1.1692 |
|
| S3 |
1.1588 |
1.1613 |
1.1686 |
|
| S4 |
1.1521 |
1.1546 |
1.1667 |
|
|
| 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 |
1.1919 |
1.1698 |
0.0221 |
1.9% |
0.0088 |
0.8% |
3% |
False |
True |
473 |
| 10 |
1.1969 |
1.1698 |
0.0271 |
2.3% |
0.0080 |
0.7% |
2% |
False |
True |
450 |
| 20 |
1.2061 |
1.1698 |
0.0363 |
3.1% |
0.0084 |
0.7% |
2% |
False |
True |
275 |
| 40 |
1.2061 |
1.1698 |
0.0363 |
3.1% |
0.0084 |
0.7% |
2% |
False |
True |
156 |
| 60 |
1.2061 |
1.1255 |
0.0806 |
6.9% |
0.0081 |
0.7% |
56% |
False |
False |
114 |
| 80 |
1.2061 |
1.1202 |
0.0859 |
7.3% |
0.0081 |
0.7% |
58% |
False |
False |
88 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2050 |
|
2.618 |
1.1940 |
|
1.618 |
1.1873 |
|
1.000 |
1.1832 |
|
0.618 |
1.1806 |
|
HIGH |
1.1765 |
|
0.618 |
1.1739 |
|
0.500 |
1.1732 |
|
0.382 |
1.1724 |
|
LOW |
1.1698 |
|
0.618 |
1.1657 |
|
1.000 |
1.1631 |
|
1.618 |
1.1590 |
|
2.618 |
1.1523 |
|
4.250 |
1.1413 |
|
|
| Fisher Pivots for day following 23-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1732 |
1.1809 |
| PP |
1.1722 |
1.1774 |
| S1 |
1.1713 |
1.1739 |
|