CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 01-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2020 |
01-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1104 |
1.1137 |
0.0033 |
0.3% |
1.0926 |
| High |
1.1170 |
1.1179 |
0.0009 |
0.1% |
1.1170 |
| Low |
1.1095 |
1.1126 |
0.0032 |
0.3% |
1.0896 |
| Close |
1.1123 |
1.1158 |
0.0035 |
0.3% |
1.1123 |
| Range |
0.0075 |
0.0053 |
-0.0023 |
-30.0% |
0.0274 |
| ATR |
0.0088 |
0.0086 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
7,812 |
4,947 |
-2,865 |
-36.7% |
18,623 |
|
| Daily Pivots for day following 01-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1312 |
1.1287 |
1.1186 |
|
| R3 |
1.1259 |
1.1235 |
1.1172 |
|
| R2 |
1.1207 |
1.1207 |
1.1167 |
|
| R1 |
1.1182 |
1.1182 |
1.1162 |
1.1194 |
| PP |
1.1154 |
1.1154 |
1.1154 |
1.1160 |
| S1 |
1.1130 |
1.1130 |
1.1153 |
1.1142 |
| S2 |
1.1102 |
1.1102 |
1.1148 |
|
| S3 |
1.1049 |
1.1077 |
1.1143 |
|
| S4 |
1.0997 |
1.1025 |
1.1129 |
|
|
| 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 |
1.1179 |
1.0896 |
0.0283 |
2.5% |
0.0090 |
0.8% |
93% |
True |
False |
4,714 |
| 10 |
1.1179 |
1.0827 |
0.0352 |
3.2% |
0.0087 |
0.8% |
94% |
True |
False |
2,808 |
| 20 |
1.1179 |
1.0797 |
0.0382 |
3.4% |
0.0078 |
0.7% |
94% |
True |
False |
1,732 |
| 40 |
1.1179 |
1.0763 |
0.0416 |
3.7% |
0.0081 |
0.7% |
95% |
True |
False |
1,094 |
| 60 |
1.1572 |
1.0701 |
0.0871 |
7.8% |
0.0112 |
1.0% |
52% |
False |
False |
955 |
| 80 |
1.1572 |
1.0701 |
0.0871 |
7.8% |
0.0100 |
0.9% |
52% |
False |
False |
795 |
| 100 |
1.1572 |
1.0701 |
0.0871 |
7.8% |
0.0086 |
0.8% |
52% |
False |
False |
650 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1402 |
|
2.618 |
1.1316 |
|
1.618 |
1.1263 |
|
1.000 |
1.1231 |
|
0.618 |
1.1211 |
|
HIGH |
1.1179 |
|
0.618 |
1.1158 |
|
0.500 |
1.1152 |
|
0.382 |
1.1146 |
|
LOW |
1.1126 |
|
0.618 |
1.1094 |
|
1.000 |
1.1074 |
|
1.618 |
1.1041 |
|
2.618 |
1.0989 |
|
4.250 |
1.0903 |
|
|
| Fisher Pivots for day following 01-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1156 |
1.1138 |
| PP |
1.1154 |
1.1118 |
| S1 |
1.1152 |
1.1098 |
|