CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 29-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2020 |
29-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1675 |
1.1720 |
0.0045 |
0.4% |
1.1890 |
| High |
1.1725 |
1.1791 |
0.0066 |
0.6% |
1.1919 |
| Low |
1.1662 |
1.1709 |
0.0048 |
0.4% |
1.1658 |
| Close |
1.1710 |
1.1783 |
0.0073 |
0.6% |
1.1668 |
| Range |
0.0064 |
0.0082 |
0.0018 |
28.3% |
0.0261 |
| ATR |
0.0080 |
0.0080 |
0.0000 |
0.1% |
0.0000 |
| Volume |
277 |
272 |
-5 |
-1.8% |
2,057 |
|
| Daily Pivots for day following 29-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2005 |
1.1975 |
1.1827 |
|
| R3 |
1.1924 |
1.1894 |
1.1805 |
|
| R2 |
1.1842 |
1.1842 |
1.1797 |
|
| R1 |
1.1812 |
1.1812 |
1.1790 |
1.1827 |
| PP |
1.1761 |
1.1761 |
1.1761 |
1.1768 |
| S1 |
1.1731 |
1.1731 |
1.1775 |
1.1746 |
| S2 |
1.1679 |
1.1679 |
1.1768 |
|
| S3 |
1.1598 |
1.1649 |
1.1760 |
|
| S4 |
1.1516 |
1.1568 |
1.1738 |
|
|
| Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2531 |
1.2361 |
1.1812 |
|
| R3 |
1.2270 |
1.2100 |
1.1740 |
|
| R2 |
1.2009 |
1.2009 |
1.1716 |
|
| R1 |
1.1839 |
1.1839 |
1.1692 |
1.1794 |
| PP |
1.1748 |
1.1748 |
1.1748 |
1.1726 |
| S1 |
1.1578 |
1.1578 |
1.1644 |
1.1533 |
| S2 |
1.1487 |
1.1487 |
1.1620 |
|
| S3 |
1.1226 |
1.1317 |
1.1596 |
|
| S4 |
1.0965 |
1.1056 |
1.1524 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1791 |
1.1658 |
0.0133 |
1.1% |
0.0069 |
0.6% |
94% |
True |
False |
319 |
| 10 |
1.1932 |
1.1658 |
0.0274 |
2.3% |
0.0081 |
0.7% |
46% |
False |
False |
409 |
| 20 |
1.2061 |
1.1658 |
0.0403 |
3.4% |
0.0079 |
0.7% |
31% |
False |
False |
331 |
| 40 |
1.2061 |
1.1658 |
0.0403 |
3.4% |
0.0081 |
0.7% |
31% |
False |
False |
174 |
| 60 |
1.2061 |
1.1325 |
0.0736 |
6.2% |
0.0080 |
0.7% |
62% |
False |
False |
129 |
| 80 |
1.2061 |
1.1248 |
0.0813 |
6.9% |
0.0080 |
0.7% |
66% |
False |
False |
102 |
| 100 |
1.2061 |
1.0857 |
0.1204 |
10.2% |
0.0076 |
0.6% |
77% |
False |
False |
88 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2137 |
|
2.618 |
1.2004 |
|
1.618 |
1.1922 |
|
1.000 |
1.1872 |
|
0.618 |
1.1841 |
|
HIGH |
1.1791 |
|
0.618 |
1.1759 |
|
0.500 |
1.1750 |
|
0.382 |
1.1740 |
|
LOW |
1.1709 |
|
0.618 |
1.1659 |
|
1.000 |
1.1628 |
|
1.618 |
1.1577 |
|
2.618 |
1.1496 |
|
4.250 |
1.1363 |
|
|
| Fisher Pivots for day following 29-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1772 |
1.1763 |
| PP |
1.1761 |
1.1744 |
| S1 |
1.1750 |
1.1724 |
|