CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 03-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2020 |
03-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1215 |
1.1229 |
0.0014 |
0.1% |
1.0923 |
| High |
1.1244 |
1.1305 |
0.0061 |
0.5% |
1.1192 |
| Low |
1.1164 |
1.1220 |
0.0056 |
0.5% |
1.0920 |
| Close |
1.1220 |
1.1287 |
0.0067 |
0.6% |
1.1146 |
| Range |
0.0080 |
0.0085 |
0.0006 |
6.9% |
0.0272 |
| ATR |
0.0082 |
0.0082 |
0.0000 |
0.3% |
0.0000 |
| Volume |
84 |
128 |
44 |
52.4% |
301 |
|
| Daily Pivots for day following 03-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1525 |
1.1491 |
1.1334 |
|
| R3 |
1.1440 |
1.1406 |
1.1310 |
|
| R2 |
1.1355 |
1.1355 |
1.1303 |
|
| R1 |
1.1321 |
1.1321 |
1.1295 |
1.1338 |
| PP |
1.1270 |
1.1270 |
1.1270 |
1.1279 |
| S1 |
1.1236 |
1.1236 |
1.1279 |
1.1253 |
| S2 |
1.1185 |
1.1185 |
1.1271 |
|
| S3 |
1.1100 |
1.1151 |
1.1264 |
|
| S4 |
1.1015 |
1.1066 |
1.1240 |
|
|
| Weekly Pivots for week ending 29-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1902 |
1.1796 |
1.1295 |
|
| R3 |
1.1630 |
1.1524 |
1.1220 |
|
| R2 |
1.1358 |
1.1358 |
1.1195 |
|
| R1 |
1.1252 |
1.1252 |
1.1170 |
1.1305 |
| PP |
1.1086 |
1.1086 |
1.1086 |
1.1112 |
| S1 |
1.0980 |
1.0980 |
1.1121 |
1.1033 |
| S2 |
1.0814 |
1.0814 |
1.1096 |
|
| S3 |
1.0542 |
1.0708 |
1.1071 |
|
| S4 |
1.0270 |
1.0436 |
1.0996 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1305 |
1.1041 |
0.0264 |
2.3% |
0.0077 |
0.7% |
93% |
True |
False |
72 |
| 10 |
1.1305 |
1.0920 |
0.0385 |
3.4% |
0.0076 |
0.7% |
95% |
True |
False |
94 |
| 20 |
1.1305 |
1.0824 |
0.0481 |
4.3% |
0.0071 |
0.6% |
96% |
True |
False |
150 |
| 40 |
1.1305 |
1.0789 |
0.0516 |
4.6% |
0.0072 |
0.6% |
97% |
True |
False |
114 |
| 60 |
1.1521 |
1.0730 |
0.0791 |
7.0% |
0.0098 |
0.9% |
70% |
False |
False |
118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1666 |
|
2.618 |
1.1527 |
|
1.618 |
1.1442 |
|
1.000 |
1.1390 |
|
0.618 |
1.1357 |
|
HIGH |
1.1305 |
|
0.618 |
1.1272 |
|
0.500 |
1.1262 |
|
0.382 |
1.1252 |
|
LOW |
1.1220 |
|
0.618 |
1.1167 |
|
1.000 |
1.1135 |
|
1.618 |
1.1082 |
|
2.618 |
1.0997 |
|
4.250 |
1.0858 |
|
|
| Fisher Pivots for day following 03-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1279 |
1.1267 |
| PP |
1.1270 |
1.1247 |
| S1 |
1.1262 |
1.1227 |
|