CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 21-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2020 |
21-May-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0949 |
1.1005 |
0.0056 |
0.5% |
1.0860 |
| High |
1.1025 |
1.1033 |
0.0008 |
0.1% |
1.0922 |
| Low |
1.0946 |
1.0964 |
0.0018 |
0.2% |
1.0803 |
| Close |
1.1012 |
1.0982 |
-0.0031 |
-0.3% |
1.0841 |
| Range |
0.0079 |
0.0070 |
-0.0010 |
-12.0% |
0.0120 |
| ATR |
0.0087 |
0.0086 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
990 |
1,024 |
34 |
3.4% |
4,131 |
|
| Daily Pivots for day following 21-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1201 |
1.1161 |
1.1020 |
|
| R3 |
1.1132 |
1.1091 |
1.1001 |
|
| R2 |
1.1062 |
1.1062 |
1.0994 |
|
| R1 |
1.1022 |
1.1022 |
1.0988 |
1.1007 |
| PP |
1.0993 |
1.0993 |
1.0993 |
1.0985 |
| S1 |
1.0952 |
1.0952 |
1.0975 |
1.0938 |
| S2 |
1.0923 |
1.0923 |
1.0969 |
|
| S3 |
1.0854 |
1.0883 |
1.0962 |
|
| S4 |
1.0784 |
1.0813 |
1.0943 |
|
|
| 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 |
1.1033 |
1.0817 |
0.0216 |
2.0% |
0.0082 |
0.7% |
76% |
True |
False |
1,061 |
| 10 |
1.1033 |
1.0803 |
0.0231 |
2.1% |
0.0075 |
0.7% |
78% |
True |
False |
860 |
| 20 |
1.1049 |
1.0763 |
0.0286 |
2.6% |
0.0078 |
0.7% |
77% |
False |
False |
749 |
| 40 |
1.1219 |
1.0763 |
0.0456 |
4.2% |
0.0091 |
0.8% |
48% |
False |
False |
589 |
| 60 |
1.1572 |
1.0701 |
0.0871 |
7.9% |
0.0113 |
1.0% |
32% |
False |
False |
616 |
| 80 |
1.1572 |
1.0701 |
0.0871 |
7.9% |
0.0096 |
0.9% |
32% |
False |
False |
507 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1328 |
|
2.618 |
1.1215 |
|
1.618 |
1.1145 |
|
1.000 |
1.1103 |
|
0.618 |
1.1076 |
|
HIGH |
1.1033 |
|
0.618 |
1.1006 |
|
0.500 |
1.0998 |
|
0.382 |
1.0990 |
|
LOW |
1.0964 |
|
0.618 |
1.0921 |
|
1.000 |
1.0894 |
|
1.618 |
1.0851 |
|
2.618 |
1.0782 |
|
4.250 |
1.0668 |
|
|
| Fisher Pivots for day following 21-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0998 |
1.0981 |
| PP |
1.0993 |
1.0981 |
| S1 |
1.0987 |
1.0981 |
|