CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 10-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2020 |
10-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1318 |
1.1365 |
0.0048 |
0.4% |
1.1137 |
| High |
1.1390 |
1.1447 |
0.0058 |
0.5% |
1.1408 |
| Low |
1.1266 |
1.1346 |
0.0080 |
0.7% |
1.1126 |
| Close |
1.1371 |
1.1418 |
0.0048 |
0.4% |
1.1319 |
| Range |
0.0124 |
0.0102 |
-0.0022 |
-17.8% |
0.0282 |
| ATR |
0.0092 |
0.0093 |
0.0001 |
0.7% |
0.0000 |
| Volume |
143,844 |
342,311 |
198,467 |
138.0% |
99,035 |
|
| Daily Pivots for day following 10-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1708 |
1.1665 |
1.1474 |
|
| R3 |
1.1607 |
1.1563 |
1.1446 |
|
| R2 |
1.1505 |
1.1505 |
1.1437 |
|
| R1 |
1.1462 |
1.1462 |
1.1427 |
1.1483 |
| PP |
1.1404 |
1.1404 |
1.1404 |
1.1414 |
| S1 |
1.1360 |
1.1360 |
1.1409 |
1.1382 |
| S2 |
1.1302 |
1.1302 |
1.1399 |
|
| S3 |
1.1201 |
1.1259 |
1.1390 |
|
| S4 |
1.1099 |
1.1157 |
1.1362 |
|
|
| 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 |
1.1447 |
1.1221 |
0.0227 |
2.0% |
0.0109 |
1.0% |
87% |
True |
False |
121,258 |
| 10 |
1.1447 |
1.1018 |
0.0430 |
3.8% |
0.0095 |
0.8% |
93% |
True |
False |
64,714 |
| 20 |
1.1447 |
1.0803 |
0.0645 |
5.6% |
0.0089 |
0.8% |
96% |
True |
False |
33,069 |
| 40 |
1.1447 |
1.0763 |
0.0684 |
6.0% |
0.0085 |
0.7% |
96% |
True |
False |
16,804 |
| 60 |
1.1447 |
1.0701 |
0.0747 |
6.5% |
0.0106 |
0.9% |
96% |
True |
False |
11,407 |
| 80 |
1.1572 |
1.0701 |
0.0871 |
7.6% |
0.0105 |
0.9% |
82% |
False |
False |
8,663 |
| 100 |
1.1572 |
1.0701 |
0.0871 |
7.6% |
0.0091 |
0.8% |
82% |
False |
False |
6,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1878 |
|
2.618 |
1.1713 |
|
1.618 |
1.1611 |
|
1.000 |
1.1549 |
|
0.618 |
1.1510 |
|
HIGH |
1.1447 |
|
0.618 |
1.1408 |
|
0.500 |
1.1396 |
|
0.382 |
1.1384 |
|
LOW |
1.1346 |
|
0.618 |
1.1283 |
|
1.000 |
1.1244 |
|
1.618 |
1.1181 |
|
2.618 |
1.1080 |
|
4.250 |
1.0914 |
|
|
| Fisher Pivots for day following 10-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1411 |
1.1398 |
| PP |
1.1404 |
1.1377 |
| S1 |
1.1396 |
1.1357 |
|