CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 01-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2020 |
01-May-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0885 |
1.0977 |
0.0092 |
0.8% |
1.0852 |
| High |
1.1004 |
1.1049 |
0.0045 |
0.4% |
1.1049 |
| Low |
1.0865 |
1.0966 |
0.0101 |
0.9% |
1.0845 |
| Close |
1.0984 |
1.1008 |
0.0024 |
0.2% |
1.1008 |
| Range |
0.0139 |
0.0083 |
-0.0056 |
-40.3% |
0.0204 |
| ATR |
0.0102 |
0.0101 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
2,233 |
229 |
-2,004 |
-89.7% |
3,895 |
|
| Daily Pivots for day following 01-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1256 |
1.1215 |
1.1054 |
|
| R3 |
1.1173 |
1.1132 |
1.1031 |
|
| R2 |
1.1090 |
1.1090 |
1.1023 |
|
| R1 |
1.1049 |
1.1049 |
1.1016 |
1.1070 |
| PP |
1.1007 |
1.1007 |
1.1007 |
1.1018 |
| S1 |
1.0966 |
1.0966 |
1.1000 |
1.0987 |
| S2 |
1.0924 |
1.0924 |
1.0993 |
|
| S3 |
1.0841 |
1.0883 |
1.0985 |
|
| S4 |
1.0758 |
1.0800 |
1.0962 |
|
|
| Weekly Pivots for week ending 01-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1579 |
1.1498 |
1.1120 |
|
| R3 |
1.1375 |
1.1294 |
1.1064 |
|
| R2 |
1.1171 |
1.1171 |
1.1045 |
|
| R1 |
1.1090 |
1.1090 |
1.1027 |
1.1130 |
| PP |
1.0967 |
1.0967 |
1.0967 |
1.0987 |
| S1 |
1.0886 |
1.0886 |
1.0989 |
1.0926 |
| S2 |
1.0763 |
1.0763 |
1.0971 |
|
| S3 |
1.0559 |
1.0682 |
1.0952 |
|
| S4 |
1.0355 |
1.0478 |
1.0896 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1049 |
1.0845 |
0.0204 |
1.9% |
0.0082 |
0.7% |
80% |
True |
False |
779 |
| 10 |
1.1049 |
1.0763 |
0.0286 |
2.6% |
0.0080 |
0.7% |
86% |
True |
False |
570 |
| 20 |
1.1049 |
1.0763 |
0.0286 |
2.6% |
0.0085 |
0.8% |
86% |
True |
False |
455 |
| 40 |
1.1572 |
1.0701 |
0.0871 |
7.9% |
0.0128 |
1.2% |
35% |
False |
False |
567 |
| 60 |
1.1572 |
1.0701 |
0.0871 |
7.9% |
0.0107 |
1.0% |
35% |
False |
False |
482 |
| 80 |
1.1572 |
1.0701 |
0.0871 |
7.9% |
0.0088 |
0.8% |
35% |
False |
False |
380 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1401 |
|
2.618 |
1.1266 |
|
1.618 |
1.1183 |
|
1.000 |
1.1132 |
|
0.618 |
1.1100 |
|
HIGH |
1.1049 |
|
0.618 |
1.1017 |
|
0.500 |
1.1007 |
|
0.382 |
1.0997 |
|
LOW |
1.0966 |
|
0.618 |
1.0914 |
|
1.000 |
1.0883 |
|
1.618 |
1.0831 |
|
2.618 |
1.0748 |
|
4.250 |
1.0613 |
|
|
| Fisher Pivots for day following 01-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1008 |
1.0989 |
| PP |
1.1007 |
1.0970 |
| S1 |
1.1007 |
1.0952 |
|