CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 02-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2020 |
02-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1137 |
1.1158 |
0.0022 |
0.2% |
1.0926 |
| High |
1.1179 |
1.1222 |
0.0044 |
0.4% |
1.1170 |
| Low |
1.1126 |
1.1141 |
0.0015 |
0.1% |
1.0896 |
| Close |
1.1158 |
1.1198 |
0.0040 |
0.4% |
1.1123 |
| Range |
0.0053 |
0.0082 |
0.0029 |
55.2% |
0.0274 |
| ATR |
0.0086 |
0.0085 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
4,947 |
8,905 |
3,958 |
80.0% |
18,623 |
|
| Daily Pivots for day following 02-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1431 |
1.1396 |
1.1242 |
|
| R3 |
1.1350 |
1.1314 |
1.1220 |
|
| R2 |
1.1268 |
1.1268 |
1.1212 |
|
| R1 |
1.1233 |
1.1233 |
1.1205 |
1.1251 |
| PP |
1.1187 |
1.1187 |
1.1187 |
1.1196 |
| S1 |
1.1151 |
1.1151 |
1.1190 |
1.1169 |
| S2 |
1.1105 |
1.1105 |
1.1183 |
|
| S3 |
1.1024 |
1.1070 |
1.1175 |
|
| S4 |
1.0942 |
1.0988 |
1.1153 |
|
|
| 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 |
1.1222 |
1.0959 |
0.0263 |
2.3% |
0.0081 |
0.7% |
91% |
True |
False |
5,720 |
| 10 |
1.1222 |
1.0896 |
0.0327 |
2.9% |
0.0082 |
0.7% |
92% |
True |
False |
3,602 |
| 20 |
1.1222 |
1.0797 |
0.0425 |
3.8% |
0.0079 |
0.7% |
94% |
True |
False |
2,160 |
| 40 |
1.1222 |
1.0763 |
0.0459 |
4.1% |
0.0081 |
0.7% |
95% |
True |
False |
1,309 |
| 60 |
1.1572 |
1.0701 |
0.0871 |
7.8% |
0.0111 |
1.0% |
57% |
False |
False |
1,095 |
| 80 |
1.1572 |
1.0701 |
0.0871 |
7.8% |
0.0100 |
0.9% |
57% |
False |
False |
906 |
| 100 |
1.1572 |
1.0701 |
0.0871 |
7.8% |
0.0086 |
0.8% |
57% |
False |
False |
738 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1568 |
|
2.618 |
1.1435 |
|
1.618 |
1.1354 |
|
1.000 |
1.1304 |
|
0.618 |
1.1272 |
|
HIGH |
1.1222 |
|
0.618 |
1.1191 |
|
0.500 |
1.1181 |
|
0.382 |
1.1172 |
|
LOW |
1.1141 |
|
0.618 |
1.1090 |
|
1.000 |
1.1059 |
|
1.618 |
1.1009 |
|
2.618 |
1.0927 |
|
4.250 |
1.0794 |
|
|
| Fisher Pivots for day following 02-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1192 |
1.1184 |
| PP |
1.1187 |
1.1171 |
| S1 |
1.1181 |
1.1158 |
|