CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 04-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2020 |
04-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1195 |
1.1262 |
0.0067 |
0.6% |
1.0926 |
| High |
1.1284 |
1.1388 |
0.0104 |
0.9% |
1.1170 |
| Low |
1.1193 |
1.1221 |
0.0028 |
0.3% |
1.0896 |
| Close |
1.1264 |
1.1375 |
0.0111 |
1.0% |
1.1123 |
| Range |
0.0091 |
0.0167 |
0.0076 |
83.5% |
0.0274 |
| ATR |
0.0086 |
0.0092 |
0.0006 |
6.7% |
0.0000 |
| Volume |
15,261 |
36,444 |
21,183 |
138.8% |
18,623 |
|
| Daily Pivots for day following 04-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1829 |
1.1769 |
1.1467 |
|
| R3 |
1.1662 |
1.1602 |
1.1421 |
|
| R2 |
1.1495 |
1.1495 |
1.1406 |
|
| R1 |
1.1435 |
1.1435 |
1.1390 |
1.1465 |
| PP |
1.1328 |
1.1328 |
1.1328 |
1.1343 |
| S1 |
1.1268 |
1.1268 |
1.1360 |
1.1298 |
| S2 |
1.1161 |
1.1161 |
1.1344 |
|
| S3 |
1.0994 |
1.1101 |
1.1329 |
|
| S4 |
1.0827 |
1.0934 |
1.1283 |
|
|
| 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 |
1.1388 |
1.1095 |
0.0293 |
2.6% |
0.0093 |
0.8% |
96% |
True |
False |
14,673 |
| 10 |
1.1388 |
1.0896 |
0.0492 |
4.3% |
0.0093 |
0.8% |
97% |
True |
False |
8,564 |
| 20 |
1.1388 |
1.0797 |
0.0591 |
5.2% |
0.0084 |
0.7% |
98% |
True |
False |
4,695 |
| 40 |
1.1388 |
1.0763 |
0.0625 |
5.5% |
0.0083 |
0.7% |
98% |
True |
False |
2,580 |
| 60 |
1.1435 |
1.0701 |
0.0734 |
6.5% |
0.0111 |
1.0% |
92% |
False |
False |
1,944 |
| 80 |
1.1572 |
1.0701 |
0.0871 |
7.7% |
0.0102 |
0.9% |
77% |
False |
False |
1,550 |
| 100 |
1.1572 |
1.0701 |
0.0871 |
7.7% |
0.0089 |
0.8% |
77% |
False |
False |
1,254 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2097 |
|
2.618 |
1.1825 |
|
1.618 |
1.1658 |
|
1.000 |
1.1555 |
|
0.618 |
1.1491 |
|
HIGH |
1.1388 |
|
0.618 |
1.1324 |
|
0.500 |
1.1304 |
|
0.382 |
1.1284 |
|
LOW |
1.1221 |
|
0.618 |
1.1117 |
|
1.000 |
1.1054 |
|
1.618 |
1.0950 |
|
2.618 |
1.0783 |
|
4.250 |
1.0511 |
|
|
| Fisher Pivots for day following 04-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1351 |
1.1338 |
| PP |
1.1328 |
1.1301 |
| S1 |
1.1304 |
1.1264 |
|