CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 27-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2020 |
27-May-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0926 |
1.1005 |
0.0079 |
0.7% |
1.0844 |
| High |
1.1021 |
1.1056 |
0.0035 |
0.3% |
1.1033 |
| Low |
1.0896 |
1.0959 |
0.0064 |
0.6% |
1.0827 |
| Close |
1.1019 |
1.1016 |
-0.0004 |
0.0% |
1.0913 |
| Range |
0.0126 |
0.0097 |
-0.0029 |
-23.1% |
0.0207 |
| ATR |
0.0087 |
0.0088 |
0.0001 |
0.7% |
0.0000 |
| Volume |
3,872 |
3,010 |
-862 |
-22.3% |
4,519 |
|
| Daily Pivots for day following 27-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1300 |
1.1254 |
1.1069 |
|
| R3 |
1.1203 |
1.1158 |
1.1042 |
|
| R2 |
1.1107 |
1.1107 |
1.1033 |
|
| R1 |
1.1061 |
1.1061 |
1.1024 |
1.1084 |
| PP |
1.1010 |
1.1010 |
1.1010 |
1.1021 |
| S1 |
1.0965 |
1.0965 |
1.1007 |
1.0987 |
| S2 |
1.0914 |
1.0914 |
1.0998 |
|
| S3 |
1.0817 |
1.0868 |
1.0989 |
|
| S4 |
1.0721 |
1.0772 |
1.0962 |
|
|
| 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 |
1.1056 |
1.0896 |
0.0160 |
1.5% |
0.0088 |
0.8% |
75% |
True |
False |
1,867 |
| 10 |
1.1056 |
1.0803 |
0.0253 |
2.3% |
0.0083 |
0.8% |
84% |
True |
False |
1,424 |
| 20 |
1.1056 |
1.0797 |
0.0259 |
2.3% |
0.0081 |
0.7% |
85% |
True |
False |
1,048 |
| 40 |
1.1116 |
1.0763 |
0.0353 |
3.2% |
0.0086 |
0.8% |
72% |
False |
False |
708 |
| 60 |
1.1572 |
1.0701 |
0.0871 |
7.9% |
0.0112 |
1.0% |
36% |
False |
False |
696 |
| 80 |
1.1572 |
1.0701 |
0.0871 |
7.9% |
0.0098 |
0.9% |
36% |
False |
False |
594 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1466 |
|
2.618 |
1.1308 |
|
1.618 |
1.1212 |
|
1.000 |
1.1152 |
|
0.618 |
1.1115 |
|
HIGH |
1.1056 |
|
0.618 |
1.1019 |
|
0.500 |
1.1007 |
|
0.382 |
1.0996 |
|
LOW |
1.0959 |
|
0.618 |
1.0899 |
|
1.000 |
1.0863 |
|
1.618 |
1.0803 |
|
2.618 |
1.0706 |
|
4.250 |
1.0549 |
|
|
| Fisher Pivots for day following 27-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1013 |
1.1002 |
| PP |
1.1010 |
1.0989 |
| S1 |
1.1007 |
1.0976 |
|