CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 08-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2020 |
08-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1360 |
1.1319 |
-0.0041 |
-0.4% |
1.1137 |
| High |
1.1408 |
1.1345 |
-0.0064 |
-0.6% |
1.1408 |
| Low |
1.1304 |
1.1294 |
-0.0011 |
-0.1% |
1.1126 |
| Close |
1.1319 |
1.1330 |
0.0011 |
0.1% |
1.1319 |
| Range |
0.0104 |
0.0051 |
-0.0053 |
-51.0% |
0.0282 |
| ATR |
0.0093 |
0.0090 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
33,478 |
50,217 |
16,739 |
50.0% |
99,035 |
|
| Daily Pivots for day following 08-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1476 |
1.1454 |
1.1358 |
|
| R3 |
1.1425 |
1.1403 |
1.1344 |
|
| R2 |
1.1374 |
1.1374 |
1.1339 |
|
| R1 |
1.1352 |
1.1352 |
1.1335 |
1.1363 |
| PP |
1.1323 |
1.1323 |
1.1323 |
1.1328 |
| S1 |
1.1301 |
1.1301 |
1.1325 |
1.1312 |
| S2 |
1.1272 |
1.1272 |
1.1321 |
|
| S3 |
1.1221 |
1.1250 |
1.1316 |
|
| S4 |
1.1170 |
1.1199 |
1.1302 |
|
|
| Weekly Pivots for week ending 05-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2130 |
1.2007 |
1.1474 |
|
| R3 |
1.1848 |
1.1725 |
1.1397 |
|
| R2 |
1.1566 |
1.1566 |
1.1371 |
|
| R1 |
1.1443 |
1.1443 |
1.1345 |
1.1505 |
| PP |
1.1284 |
1.1284 |
1.1284 |
1.1315 |
| S1 |
1.1161 |
1.1161 |
1.1293 |
1.1223 |
| S2 |
1.1002 |
1.1002 |
1.1267 |
|
| S3 |
1.0720 |
1.0879 |
1.1241 |
|
| S4 |
1.0438 |
1.0597 |
1.1164 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1408 |
1.1141 |
0.0268 |
2.4% |
0.0099 |
0.9% |
71% |
False |
False |
28,861 |
| 10 |
1.1408 |
1.0896 |
0.0513 |
4.5% |
0.0095 |
0.8% |
85% |
False |
False |
16,787 |
| 20 |
1.1408 |
1.0803 |
0.0606 |
5.3% |
0.0085 |
0.8% |
87% |
False |
False |
8,826 |
| 40 |
1.1408 |
1.0763 |
0.0645 |
5.7% |
0.0083 |
0.7% |
88% |
False |
False |
4,663 |
| 60 |
1.1408 |
1.0701 |
0.0708 |
6.2% |
0.0107 |
0.9% |
89% |
False |
False |
3,327 |
| 80 |
1.1572 |
1.0701 |
0.0871 |
7.7% |
0.0103 |
0.9% |
72% |
False |
False |
2,590 |
| 100 |
1.1572 |
1.0701 |
0.0871 |
7.7% |
0.0090 |
0.8% |
72% |
False |
False |
2,091 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1561 |
|
2.618 |
1.1478 |
|
1.618 |
1.1427 |
|
1.000 |
1.1396 |
|
0.618 |
1.1376 |
|
HIGH |
1.1345 |
|
0.618 |
1.1325 |
|
0.500 |
1.1319 |
|
0.382 |
1.1313 |
|
LOW |
1.1294 |
|
0.618 |
1.1262 |
|
1.000 |
1.1243 |
|
1.618 |
1.1211 |
|
2.618 |
1.1160 |
|
4.250 |
1.1077 |
|
|
| Fisher Pivots for day following 08-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1326 |
1.1325 |
| PP |
1.1323 |
1.1320 |
| S1 |
1.1319 |
1.1314 |
|