CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 15-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2020 |
15-May-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0849 |
1.0832 |
-0.0017 |
-0.2% |
1.0860 |
| High |
1.0853 |
1.0879 |
0.0026 |
0.2% |
1.0922 |
| Low |
1.0803 |
1.0817 |
0.0015 |
0.1% |
1.0803 |
| Close |
1.0811 |
1.0841 |
0.0031 |
0.3% |
1.0841 |
| Range |
0.0050 |
0.0062 |
0.0012 |
23.0% |
0.0120 |
| ATR |
0.0087 |
0.0085 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
1,113 |
1,227 |
114 |
10.2% |
4,131 |
|
| Daily Pivots for day following 15-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1030 |
1.0997 |
1.0875 |
|
| R3 |
1.0969 |
1.0936 |
1.0858 |
|
| R2 |
1.0907 |
1.0907 |
1.0852 |
|
| R1 |
1.0874 |
1.0874 |
1.0847 |
1.0891 |
| PP |
1.0846 |
1.0846 |
1.0846 |
1.0854 |
| S1 |
1.0813 |
1.0813 |
1.0835 |
1.0829 |
| S2 |
1.0784 |
1.0784 |
1.0830 |
|
| S3 |
1.0723 |
1.0751 |
1.0824 |
|
| S4 |
1.0661 |
1.0690 |
1.0807 |
|
|
| Weekly Pivots for week ending 15-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1214 |
1.1147 |
1.0907 |
|
| R3 |
1.1094 |
1.1027 |
1.0874 |
|
| R2 |
1.0975 |
1.0975 |
1.0863 |
|
| R1 |
1.0908 |
1.0908 |
1.0852 |
1.0882 |
| PP |
1.0855 |
1.0855 |
1.0855 |
1.0842 |
| S1 |
1.0788 |
1.0788 |
1.0830 |
1.0762 |
| S2 |
1.0736 |
1.0736 |
1.0819 |
|
| S3 |
1.0616 |
1.0669 |
1.0808 |
|
| S4 |
1.0497 |
1.0549 |
1.0775 |
|
|
| 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% |
0.0069 |
0.6% |
32% |
False |
False |
826 |
| 10 |
1.0995 |
1.0797 |
0.0198 |
1.8% |
0.0070 |
0.6% |
22% |
False |
False |
655 |
| 20 |
1.1049 |
1.0763 |
0.0286 |
2.6% |
0.0075 |
0.7% |
27% |
False |
False |
612 |
| 40 |
1.1219 |
1.0701 |
0.0519 |
4.8% |
0.0099 |
0.9% |
27% |
False |
False |
561 |
| 60 |
1.1572 |
1.0701 |
0.0871 |
8.0% |
0.0111 |
1.0% |
16% |
False |
False |
568 |
| 80 |
1.1572 |
1.0701 |
0.0871 |
8.0% |
0.0093 |
0.9% |
16% |
False |
False |
457 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1140 |
|
2.618 |
1.1040 |
|
1.618 |
1.0978 |
|
1.000 |
1.0940 |
|
0.618 |
1.0917 |
|
HIGH |
1.0879 |
|
0.618 |
1.0855 |
|
0.500 |
1.0848 |
|
0.382 |
1.0840 |
|
LOW |
1.0817 |
|
0.618 |
1.0779 |
|
1.000 |
1.0756 |
|
1.618 |
1.0717 |
|
2.618 |
1.0656 |
|
4.250 |
1.0556 |
|
|
| Fisher Pivots for day following 15-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0848 |
1.0862 |
| PP |
1.0846 |
1.0855 |
| S1 |
1.0843 |
1.0848 |
|