CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 29-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2020 |
29-May-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1033 |
1.1104 |
0.0072 |
0.6% |
1.0926 |
| High |
1.1119 |
1.1170 |
0.0051 |
0.5% |
1.1170 |
| Low |
1.1018 |
1.1095 |
0.0077 |
0.7% |
1.0896 |
| Close |
1.1115 |
1.1123 |
0.0009 |
0.1% |
1.1123 |
| Range |
0.0101 |
0.0075 |
-0.0026 |
-25.7% |
0.0274 |
| ATR |
0.0089 |
0.0088 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
3,929 |
7,812 |
3,883 |
98.8% |
18,623 |
|
| Daily Pivots for day following 29-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1354 |
1.1314 |
1.1164 |
|
| R3 |
1.1279 |
1.1239 |
1.1144 |
|
| R2 |
1.1204 |
1.1204 |
1.1137 |
|
| R1 |
1.1164 |
1.1164 |
1.1130 |
1.1184 |
| PP |
1.1129 |
1.1129 |
1.1129 |
1.1139 |
| S1 |
1.1089 |
1.1089 |
1.1116 |
1.1109 |
| S2 |
1.1054 |
1.1054 |
1.1109 |
|
| S3 |
1.0979 |
1.1014 |
1.1102 |
|
| S4 |
1.0904 |
1.0939 |
1.1082 |
|
|
| Weekly Pivots for week ending 29-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1885 |
1.1778 |
1.1274 |
|
| R3 |
1.1611 |
1.1504 |
1.1198 |
|
| R2 |
1.1337 |
1.1337 |
1.1173 |
|
| R1 |
1.1230 |
1.1230 |
1.1148 |
1.1283 |
| PP |
1.1063 |
1.1063 |
1.1063 |
1.1089 |
| S1 |
1.0956 |
1.0956 |
1.1098 |
1.1009 |
| S2 |
1.0789 |
1.0789 |
1.1073 |
|
| S3 |
1.0515 |
1.0682 |
1.1048 |
|
| S4 |
1.0241 |
1.0408 |
1.0972 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1170 |
1.0896 |
0.0274 |
2.5% |
0.0093 |
0.8% |
83% |
True |
False |
3,812 |
| 10 |
1.1170 |
1.0817 |
0.0353 |
3.2% |
0.0088 |
0.8% |
87% |
True |
False |
2,436 |
| 20 |
1.1170 |
1.0797 |
0.0373 |
3.3% |
0.0080 |
0.7% |
88% |
True |
False |
1,496 |
| 40 |
1.1170 |
1.0763 |
0.0407 |
3.7% |
0.0084 |
0.8% |
89% |
True |
False |
980 |
| 60 |
1.1572 |
1.0701 |
0.0871 |
7.8% |
0.0113 |
1.0% |
49% |
False |
False |
878 |
| 80 |
1.1572 |
1.0701 |
0.0871 |
7.8% |
0.0100 |
0.9% |
49% |
False |
False |
737 |
| 100 |
1.1572 |
1.0701 |
0.0871 |
7.8% |
0.0086 |
0.8% |
49% |
False |
False |
602 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1488 |
|
2.618 |
1.1366 |
|
1.618 |
1.1291 |
|
1.000 |
1.1245 |
|
0.618 |
1.1216 |
|
HIGH |
1.1170 |
|
0.618 |
1.1141 |
|
0.500 |
1.1132 |
|
0.382 |
1.1123 |
|
LOW |
1.1095 |
|
0.618 |
1.1048 |
|
1.000 |
1.1020 |
|
1.618 |
1.0973 |
|
2.618 |
1.0898 |
|
4.250 |
1.0776 |
|
|
| Fisher Pivots for day following 29-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1132 |
1.1103 |
| PP |
1.1129 |
1.1084 |
| S1 |
1.1126 |
1.1064 |
|