CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 18-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2020 |
18-May-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0832 |
1.0844 |
0.0012 |
0.1% |
1.0860 |
| High |
1.0879 |
1.0954 |
0.0076 |
0.7% |
1.0922 |
| Low |
1.0817 |
1.0827 |
0.0010 |
0.1% |
1.0803 |
| Close |
1.0841 |
1.0942 |
0.0101 |
0.9% |
1.0841 |
| Range |
0.0062 |
0.0128 |
0.0066 |
107.3% |
0.0120 |
| ATR |
0.0085 |
0.0088 |
0.0003 |
3.5% |
0.0000 |
| Volume |
1,227 |
972 |
-255 |
-20.8% |
4,131 |
|
| Daily Pivots for day following 18-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1290 |
1.1243 |
1.1012 |
|
| R3 |
1.1162 |
1.1116 |
1.0977 |
|
| R2 |
1.1035 |
1.1035 |
1.0965 |
|
| R1 |
1.0988 |
1.0988 |
1.0953 |
1.1012 |
| PP |
1.0907 |
1.0907 |
1.0907 |
1.0919 |
| S1 |
1.0861 |
1.0861 |
1.0930 |
1.0884 |
| S2 |
1.0780 |
1.0780 |
1.0918 |
|
| S3 |
1.0652 |
1.0733 |
1.0906 |
|
| S4 |
1.0525 |
1.0606 |
1.0871 |
|
|
| 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 |
1.0954 |
1.0803 |
0.0152 |
1.4% |
0.0084 |
0.8% |
92% |
True |
False |
950 |
| 10 |
1.0955 |
1.0797 |
0.0158 |
1.4% |
0.0076 |
0.7% |
91% |
False |
False |
719 |
| 20 |
1.1049 |
1.0763 |
0.0286 |
2.6% |
0.0079 |
0.7% |
63% |
False |
False |
651 |
| 40 |
1.1219 |
1.0701 |
0.0519 |
4.7% |
0.0098 |
0.9% |
46% |
False |
False |
567 |
| 60 |
1.1572 |
1.0701 |
0.0871 |
8.0% |
0.0112 |
1.0% |
28% |
False |
False |
581 |
| 80 |
1.1572 |
1.0701 |
0.0871 |
8.0% |
0.0094 |
0.9% |
28% |
False |
False |
469 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1496 |
|
2.618 |
1.1288 |
|
1.618 |
1.1160 |
|
1.000 |
1.1082 |
|
0.618 |
1.1033 |
|
HIGH |
1.0954 |
|
0.618 |
1.0905 |
|
0.500 |
1.0890 |
|
0.382 |
1.0875 |
|
LOW |
1.0827 |
|
0.618 |
1.0748 |
|
1.000 |
1.0699 |
|
1.618 |
1.0620 |
|
2.618 |
1.0493 |
|
4.250 |
1.0285 |
|
|
| Fisher Pivots for day following 18-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0924 |
1.0920 |
| PP |
1.0907 |
1.0899 |
| S1 |
1.0890 |
1.0878 |
|