CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 03-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2020 |
03-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1158 |
1.1195 |
0.0037 |
0.3% |
1.0926 |
| High |
1.1222 |
1.1284 |
0.0062 |
0.5% |
1.1170 |
| Low |
1.1141 |
1.1193 |
0.0052 |
0.5% |
1.0896 |
| Close |
1.1198 |
1.1264 |
0.0067 |
0.6% |
1.1123 |
| Range |
0.0082 |
0.0091 |
0.0010 |
11.7% |
0.0274 |
| ATR |
0.0085 |
0.0086 |
0.0000 |
0.5% |
0.0000 |
| Volume |
8,905 |
15,261 |
6,356 |
71.4% |
18,623 |
|
| Daily Pivots for day following 03-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1520 |
1.1483 |
1.1314 |
|
| R3 |
1.1429 |
1.1392 |
1.1289 |
|
| R2 |
1.1338 |
1.1338 |
1.1281 |
|
| R1 |
1.1301 |
1.1301 |
1.1272 |
1.1319 |
| PP |
1.1247 |
1.1247 |
1.1247 |
1.1256 |
| S1 |
1.1210 |
1.1210 |
1.1256 |
1.1228 |
| S2 |
1.1156 |
1.1156 |
1.1247 |
|
| S3 |
1.1065 |
1.1119 |
1.1239 |
|
| S4 |
1.0974 |
1.1028 |
1.1214 |
|
|
| 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 |
1.1284 |
1.1018 |
0.0266 |
2.4% |
0.0080 |
0.7% |
93% |
True |
False |
8,170 |
| 10 |
1.1284 |
1.0896 |
0.0388 |
3.4% |
0.0084 |
0.7% |
95% |
True |
False |
5,019 |
| 20 |
1.1284 |
1.0797 |
0.0487 |
4.3% |
0.0079 |
0.7% |
96% |
True |
False |
2,905 |
| 40 |
1.1284 |
1.0763 |
0.0521 |
4.6% |
0.0082 |
0.7% |
96% |
True |
False |
1,682 |
| 60 |
1.1487 |
1.0701 |
0.0786 |
7.0% |
0.0110 |
1.0% |
72% |
False |
False |
1,341 |
| 80 |
1.1572 |
1.0701 |
0.0871 |
7.7% |
0.0101 |
0.9% |
65% |
False |
False |
1,096 |
| 100 |
1.1572 |
1.0701 |
0.0871 |
7.7% |
0.0087 |
0.8% |
65% |
False |
False |
890 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1670 |
|
2.618 |
1.1522 |
|
1.618 |
1.1431 |
|
1.000 |
1.1375 |
|
0.618 |
1.1340 |
|
HIGH |
1.1284 |
|
0.618 |
1.1249 |
|
0.500 |
1.1238 |
|
0.382 |
1.1227 |
|
LOW |
1.1193 |
|
0.618 |
1.1136 |
|
1.000 |
1.1102 |
|
1.618 |
1.1045 |
|
2.618 |
1.0954 |
|
4.250 |
1.0806 |
|
|
| Fisher Pivots for day following 03-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1255 |
1.1244 |
| PP |
1.1247 |
1.1225 |
| S1 |
1.1238 |
1.1205 |
|