CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 12-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2020 |
12-May-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0860 |
1.0837 |
-0.0024 |
-0.2% |
1.0993 |
| High |
1.0879 |
1.0914 |
0.0035 |
0.3% |
1.0995 |
| Low |
1.0829 |
1.0813 |
-0.0016 |
-0.1% |
1.0797 |
| Close |
1.0838 |
1.0882 |
0.0044 |
0.4% |
1.0871 |
| Range |
0.0050 |
0.0101 |
0.0051 |
101.0% |
0.0198 |
| ATR |
0.0089 |
0.0090 |
0.0001 |
0.9% |
0.0000 |
| Volume |
350 |
941 |
591 |
168.9% |
2,421 |
|
| Daily Pivots for day following 12-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1171 |
1.1127 |
1.0937 |
|
| R3 |
1.1070 |
1.1026 |
1.0909 |
|
| R2 |
1.0970 |
1.0970 |
1.0900 |
|
| R1 |
1.0926 |
1.0926 |
1.0891 |
1.0948 |
| PP |
1.0869 |
1.0869 |
1.0869 |
1.0880 |
| S1 |
1.0825 |
1.0825 |
1.0872 |
1.0847 |
| S2 |
1.0769 |
1.0769 |
1.0863 |
|
| S3 |
1.0668 |
1.0725 |
1.0854 |
|
| S4 |
1.0568 |
1.0624 |
1.0826 |
|
|
| Weekly Pivots for week ending 08-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1480 |
1.1373 |
1.0980 |
|
| R3 |
1.1283 |
1.1176 |
1.0925 |
|
| R2 |
1.1085 |
1.1085 |
1.0907 |
|
| R1 |
1.0978 |
1.0978 |
1.0889 |
1.0933 |
| PP |
1.0888 |
1.0888 |
1.0888 |
1.0865 |
| S1 |
1.0781 |
1.0781 |
1.0853 |
1.0735 |
| S2 |
1.0690 |
1.0690 |
1.0835 |
|
| S3 |
1.0493 |
1.0583 |
1.0817 |
|
| S4 |
1.0295 |
1.0386 |
1.0762 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0914 |
1.0797 |
0.0117 |
1.1% |
0.0067 |
0.6% |
73% |
True |
False |
603 |
| 10 |
1.1049 |
1.0797 |
0.0252 |
2.3% |
0.0079 |
0.7% |
34% |
False |
False |
673 |
| 20 |
1.1049 |
1.0763 |
0.0286 |
2.6% |
0.0081 |
0.7% |
42% |
False |
False |
539 |
| 40 |
1.1271 |
1.0701 |
0.0571 |
5.2% |
0.0115 |
1.1% |
32% |
False |
False |
577 |
| 60 |
1.1572 |
1.0701 |
0.0871 |
8.0% |
0.0110 |
1.0% |
21% |
False |
False |
527 |
| 80 |
1.1572 |
1.0701 |
0.0871 |
8.0% |
0.0092 |
0.8% |
21% |
False |
False |
422 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1341 |
|
2.618 |
1.1177 |
|
1.618 |
1.1076 |
|
1.000 |
1.1014 |
|
0.618 |
1.0976 |
|
HIGH |
1.0914 |
|
0.618 |
1.0875 |
|
0.500 |
1.0863 |
|
0.382 |
1.0851 |
|
LOW |
1.0813 |
|
0.618 |
1.0751 |
|
1.000 |
1.0713 |
|
1.618 |
1.0650 |
|
2.618 |
1.0550 |
|
4.250 |
1.0386 |
|
|
| Fisher Pivots for day following 12-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0875 |
1.0875 |
| PP |
1.0869 |
1.0869 |
| S1 |
1.0863 |
1.0863 |
|