CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 24-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2020 |
24-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1754 |
1.1710 |
-0.0045 |
-0.4% |
1.1903 |
| High |
1.1765 |
1.1732 |
-0.0034 |
-0.3% |
1.1952 |
| Low |
1.1698 |
1.1673 |
-0.0026 |
-0.2% |
1.1787 |
| Close |
1.1704 |
1.1712 |
0.0008 |
0.1% |
1.1901 |
| Range |
0.0067 |
0.0059 |
-0.0008 |
-11.9% |
0.0166 |
| ATR |
0.0084 |
0.0082 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
424 |
294 |
-130 |
-30.7% |
2,828 |
|
| Daily Pivots for day following 24-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1882 |
1.1856 |
1.1744 |
|
| R3 |
1.1823 |
1.1797 |
1.1728 |
|
| R2 |
1.1764 |
1.1764 |
1.1723 |
|
| R1 |
1.1738 |
1.1738 |
1.1717 |
1.1751 |
| PP |
1.1705 |
1.1705 |
1.1705 |
1.1712 |
| S1 |
1.1679 |
1.1679 |
1.1707 |
1.1692 |
| S2 |
1.1646 |
1.1646 |
1.1701 |
|
| S3 |
1.1587 |
1.1620 |
1.1696 |
|
| S4 |
1.1528 |
1.1561 |
1.1680 |
|
|
| 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 |
1.1673 |
0.0247 |
2.1% |
0.0077 |
0.7% |
16% |
False |
True |
384 |
| 10 |
1.1952 |
1.1673 |
0.0280 |
2.4% |
0.0075 |
0.6% |
14% |
False |
True |
458 |
| 20 |
1.2061 |
1.1673 |
0.0388 |
3.3% |
0.0084 |
0.7% |
10% |
False |
True |
289 |
| 40 |
1.2061 |
1.1673 |
0.0388 |
3.3% |
0.0084 |
0.7% |
10% |
False |
True |
163 |
| 60 |
1.2061 |
1.1255 |
0.0806 |
6.9% |
0.0081 |
0.7% |
57% |
False |
False |
118 |
| 80 |
1.2061 |
1.1248 |
0.0813 |
6.9% |
0.0081 |
0.7% |
57% |
False |
False |
92 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1982 |
|
2.618 |
1.1886 |
|
1.618 |
1.1827 |
|
1.000 |
1.1791 |
|
0.618 |
1.1768 |
|
HIGH |
1.1732 |
|
0.618 |
1.1709 |
|
0.500 |
1.1702 |
|
0.382 |
1.1695 |
|
LOW |
1.1673 |
|
0.618 |
1.1636 |
|
1.000 |
1.1614 |
|
1.618 |
1.1577 |
|
2.618 |
1.1518 |
|
4.250 |
1.1422 |
|
|
| Fisher Pivots for day following 24-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1709 |
1.1746 |
| PP |
1.1705 |
1.1735 |
| S1 |
1.1702 |
1.1723 |
|