CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 06-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2020 |
06-May-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0932 |
1.0868 |
-0.0064 |
-0.6% |
1.0852 |
| High |
1.0955 |
1.0874 |
-0.0082 |
-0.7% |
1.1049 |
| Low |
1.0856 |
1.0813 |
-0.0044 |
-0.4% |
1.0845 |
| Close |
1.0882 |
1.0835 |
-0.0048 |
-0.4% |
1.1008 |
| Range |
0.0099 |
0.0061 |
-0.0038 |
-38.4% |
0.0204 |
| ATR |
0.0099 |
0.0097 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
362 |
650 |
288 |
79.6% |
3,895 |
|
| Daily Pivots for day following 06-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1023 |
1.0990 |
1.0868 |
|
| R3 |
1.0962 |
1.0929 |
1.0851 |
|
| R2 |
1.0901 |
1.0901 |
1.0846 |
|
| R1 |
1.0868 |
1.0868 |
1.0840 |
1.0854 |
| PP |
1.0840 |
1.0840 |
1.0840 |
1.0833 |
| S1 |
1.0807 |
1.0807 |
1.0829 |
1.0793 |
| S2 |
1.0779 |
1.0779 |
1.0823 |
|
| S3 |
1.0718 |
1.0746 |
1.0818 |
|
| S4 |
1.0657 |
1.0685 |
1.0801 |
|
|
| 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 |
1.0813 |
0.0236 |
2.2% |
0.0090 |
0.8% |
9% |
False |
True |
761 |
| 10 |
1.1049 |
1.0763 |
0.0286 |
2.6% |
0.0083 |
0.8% |
25% |
False |
False |
608 |
| 20 |
1.1049 |
1.0763 |
0.0286 |
2.6% |
0.0082 |
0.8% |
25% |
False |
False |
466 |
| 40 |
1.1435 |
1.0701 |
0.0734 |
6.8% |
0.0124 |
1.1% |
18% |
False |
False |
569 |
| 60 |
1.1572 |
1.0701 |
0.0871 |
8.0% |
0.0109 |
1.0% |
15% |
False |
False |
501 |
| 80 |
1.1572 |
1.0701 |
0.0871 |
8.0% |
0.0090 |
0.8% |
15% |
False |
False |
394 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1133 |
|
2.618 |
1.1033 |
|
1.618 |
1.0972 |
|
1.000 |
1.0935 |
|
0.618 |
1.0911 |
|
HIGH |
1.0874 |
|
0.618 |
1.0850 |
|
0.500 |
1.0843 |
|
0.382 |
1.0836 |
|
LOW |
1.0813 |
|
0.618 |
1.0775 |
|
1.000 |
1.0752 |
|
1.618 |
1.0714 |
|
2.618 |
1.0653 |
|
4.250 |
1.0553 |
|
|
| Fisher Pivots for day following 06-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0843 |
1.0904 |
| PP |
1.0840 |
1.0881 |
| S1 |
1.0837 |
1.0858 |
|