CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 14-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2020 |
14-May-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0878 |
1.0849 |
-0.0029 |
-0.3% |
1.0993 |
| High |
1.0922 |
1.0853 |
-0.0070 |
-0.6% |
1.0995 |
| Low |
1.0840 |
1.0803 |
-0.0038 |
-0.3% |
1.0797 |
| Close |
1.0843 |
1.0811 |
-0.0033 |
-0.3% |
1.0871 |
| Range |
0.0082 |
0.0050 |
-0.0032 |
-39.0% |
0.0198 |
| ATR |
0.0090 |
0.0087 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
500 |
1,113 |
613 |
122.6% |
2,421 |
|
| Daily Pivots for day following 14-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0972 |
1.0941 |
1.0838 |
|
| R3 |
1.0922 |
1.0891 |
1.0824 |
|
| R2 |
1.0872 |
1.0872 |
1.0820 |
|
| R1 |
1.0841 |
1.0841 |
1.0815 |
1.0832 |
| PP |
1.0822 |
1.0822 |
1.0822 |
1.0817 |
| S1 |
1.0791 |
1.0791 |
1.0806 |
1.0782 |
| S2 |
1.0772 |
1.0772 |
1.0801 |
|
| S3 |
1.0722 |
1.0741 |
1.0797 |
|
| S4 |
1.0672 |
1.0691 |
1.0783 |
|
|
| 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 |
1.0922 |
1.0803 |
0.0120 |
1.1% |
0.0068 |
0.6% |
7% |
False |
True |
659 |
| 10 |
1.1049 |
1.0797 |
0.0252 |
2.3% |
0.0072 |
0.7% |
5% |
False |
False |
555 |
| 20 |
1.1049 |
1.0763 |
0.0286 |
2.6% |
0.0076 |
0.7% |
17% |
False |
False |
576 |
| 40 |
1.1219 |
1.0701 |
0.0519 |
4.8% |
0.0106 |
1.0% |
21% |
False |
False |
567 |
| 60 |
1.1572 |
1.0701 |
0.0871 |
8.1% |
0.0111 |
1.0% |
13% |
False |
False |
550 |
| 80 |
1.1572 |
1.0701 |
0.0871 |
8.1% |
0.0092 |
0.9% |
13% |
False |
False |
441 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1065 |
|
2.618 |
1.0983 |
|
1.618 |
1.0933 |
|
1.000 |
1.0903 |
|
0.618 |
1.0883 |
|
HIGH |
1.0853 |
|
0.618 |
1.0833 |
|
0.500 |
1.0828 |
|
0.382 |
1.0822 |
|
LOW |
1.0803 |
|
0.618 |
1.0772 |
|
1.000 |
1.0753 |
|
1.618 |
1.0722 |
|
2.618 |
1.0672 |
|
4.250 |
1.0590 |
|
|
| Fisher Pivots for day following 14-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0828 |
1.0862 |
| PP |
1.0822 |
1.0845 |
| S1 |
1.0816 |
1.0828 |
|