CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 22-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2020 |
22-May-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1005 |
1.0973 |
-0.0032 |
-0.3% |
1.0844 |
| High |
1.1033 |
1.0979 |
-0.0055 |
-0.5% |
1.1033 |
| Low |
1.0964 |
1.0911 |
-0.0053 |
-0.5% |
1.0827 |
| Close |
1.0982 |
1.0913 |
-0.0069 |
-0.6% |
1.0913 |
| Range |
0.0070 |
0.0068 |
-0.0002 |
-2.9% |
0.0207 |
| ATR |
0.0086 |
0.0085 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
1,024 |
441 |
-583 |
-56.9% |
4,519 |
|
| Daily Pivots for day following 22-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1137 |
1.1092 |
1.0950 |
|
| R3 |
1.1069 |
1.1025 |
1.0932 |
|
| R2 |
1.1002 |
1.1002 |
1.0925 |
|
| R1 |
1.0957 |
1.0957 |
1.0919 |
1.0946 |
| PP |
1.0934 |
1.0934 |
1.0934 |
1.0928 |
| S1 |
1.0890 |
1.0890 |
1.0907 |
1.0878 |
| S2 |
1.0867 |
1.0867 |
1.0901 |
|
| S3 |
1.0799 |
1.0822 |
1.0894 |
|
| S4 |
1.0732 |
1.0755 |
1.0876 |
|
|
| Weekly Pivots for week ending 22-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1544 |
1.1435 |
1.1027 |
|
| R3 |
1.1337 |
1.1228 |
1.0970 |
|
| R2 |
1.1131 |
1.1131 |
1.0951 |
|
| R1 |
1.1022 |
1.1022 |
1.0932 |
1.1076 |
| PP |
1.0924 |
1.0924 |
1.0924 |
1.0951 |
| S1 |
1.0815 |
1.0815 |
1.0894 |
1.0870 |
| S2 |
1.0718 |
1.0718 |
1.0875 |
|
| S3 |
1.0511 |
1.0609 |
1.0856 |
|
| S4 |
1.0305 |
1.0402 |
1.0799 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1033 |
1.0827 |
0.0207 |
1.9% |
0.0083 |
0.8% |
42% |
False |
False |
903 |
| 10 |
1.1033 |
1.0803 |
0.0231 |
2.1% |
0.0076 |
0.7% |
48% |
False |
False |
865 |
| 20 |
1.1049 |
1.0797 |
0.0252 |
2.3% |
0.0076 |
0.7% |
46% |
False |
False |
748 |
| 40 |
1.1219 |
1.0763 |
0.0456 |
4.2% |
0.0088 |
0.8% |
33% |
False |
False |
577 |
| 60 |
1.1572 |
1.0701 |
0.0871 |
8.0% |
0.0112 |
1.0% |
24% |
False |
False |
607 |
| 80 |
1.1572 |
1.0701 |
0.0871 |
8.0% |
0.0096 |
0.9% |
24% |
False |
False |
511 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1265 |
|
2.618 |
1.1155 |
|
1.618 |
1.1088 |
|
1.000 |
1.1046 |
|
0.618 |
1.1020 |
|
HIGH |
1.0979 |
|
0.618 |
1.0953 |
|
0.500 |
1.0945 |
|
0.382 |
1.0937 |
|
LOW |
1.0911 |
|
0.618 |
1.0869 |
|
1.000 |
1.0844 |
|
1.618 |
1.0802 |
|
2.618 |
1.0734 |
|
4.250 |
1.0624 |
|
|
| Fisher Pivots for day following 22-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0945 |
1.0972 |
| PP |
1.0934 |
1.0952 |
| S1 |
1.0924 |
1.0933 |
|