Watch the Captain have a Eureka moment with chords in keys :) hope it might help you have one too!
View the full lesson at Rut Busters ep.6 What Key Am I In? | JustinGuitar
The chord progression that The Capitan was playing sounded like Mac The Knife to me!
Not sure if anyone’s still monitoring this thread, but I found this Playground’s video from the Rut Busters series while I was going through Grade 3 Module of the Practical Music Theory course, and I’m struggling at the end to understand why is the song Slow Dancing In A Burning Room in the key of E, I played and replied the same section of the video over and over again but can’t quite understand where he got the I, VI, IV progression… I’d be very grateful if someone could be kind enough to walk me through it… 
The chords are C#m A and E with a F#m in the chorus. The chords in the key of E are E F#m G#m A B C#m Ddim. So in order of the chord it would be VI IV I.