CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 04-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2020 |
04-May-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0977 |
1.0993 |
0.0016 |
0.1% |
1.0852 |
| High |
1.1049 |
1.0995 |
-0.0054 |
-0.5% |
1.1049 |
| Low |
1.0966 |
1.0926 |
-0.0040 |
-0.4% |
1.0845 |
| Close |
1.1008 |
1.0937 |
-0.0072 |
-0.6% |
1.1008 |
| Range |
0.0083 |
0.0069 |
-0.0015 |
-17.5% |
0.0204 |
| ATR |
0.0101 |
0.0099 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
229 |
331 |
102 |
44.5% |
3,895 |
|
| Daily Pivots for day following 04-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1158 |
1.1116 |
1.0974 |
|
| R3 |
1.1089 |
1.1047 |
1.0955 |
|
| R2 |
1.1021 |
1.1021 |
1.0949 |
|
| R1 |
1.0979 |
1.0979 |
1.0943 |
1.0966 |
| PP |
1.0952 |
1.0952 |
1.0952 |
1.0946 |
| S1 |
1.0910 |
1.0910 |
1.0930 |
1.0897 |
| S2 |
1.0884 |
1.0884 |
1.0924 |
|
| S3 |
1.0815 |
1.0842 |
1.0918 |
|
| S4 |
1.0747 |
1.0773 |
1.0899 |
|
|
| 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% |
0.0086 |
0.8% |
45% |
False |
False |
748 |
| 10 |
1.1049 |
1.0763 |
0.0286 |
2.6% |
0.0082 |
0.7% |
61% |
False |
False |
583 |
| 20 |
1.1049 |
1.0763 |
0.0286 |
2.6% |
0.0084 |
0.8% |
61% |
False |
False |
457 |
| 40 |
1.1572 |
1.0701 |
0.0871 |
8.0% |
0.0127 |
1.2% |
27% |
False |
False |
562 |
| 60 |
1.1572 |
1.0701 |
0.0871 |
8.0% |
0.0107 |
1.0% |
27% |
False |
False |
487 |
| 80 |
1.1572 |
1.0701 |
0.0871 |
8.0% |
0.0088 |
0.8% |
27% |
False |
False |
383 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1286 |
|
2.618 |
1.1174 |
|
1.618 |
1.1105 |
|
1.000 |
1.1063 |
|
0.618 |
1.1037 |
|
HIGH |
1.0995 |
|
0.618 |
1.0968 |
|
0.500 |
1.0960 |
|
0.382 |
1.0952 |
|
LOW |
1.0926 |
|
0.618 |
1.0884 |
|
1.000 |
1.0858 |
|
1.618 |
1.0815 |
|
2.618 |
1.0747 |
|
4.250 |
1.0635 |
|
|
| Fisher Pivots for day following 04-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0960 |
1.0957 |
| PP |
1.0952 |
1.0950 |
| S1 |
1.0944 |
1.0943 |
|