CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 12-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2020 |
12-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1403 |
1.1320 |
-0.0083 |
-0.7% |
1.1319 |
| High |
1.1428 |
1.1365 |
-0.0063 |
-0.5% |
1.1447 |
| Low |
1.1314 |
1.1237 |
-0.0077 |
-0.7% |
1.1237 |
| Close |
1.1325 |
1.1255 |
-0.0070 |
-0.6% |
1.1255 |
| Range |
0.0114 |
0.0129 |
0.0015 |
12.7% |
0.0211 |
| ATR |
0.0094 |
0.0097 |
0.0002 |
2.6% |
0.0000 |
| Volume |
207,094 |
301,427 |
94,333 |
45.6% |
1,044,893 |
|
| Daily Pivots for day following 12-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1671 |
1.1592 |
1.1326 |
|
| R3 |
1.1543 |
1.1463 |
1.1290 |
|
| R2 |
1.1414 |
1.1414 |
1.1279 |
|
| R1 |
1.1335 |
1.1335 |
1.1267 |
1.1310 |
| PP |
1.1286 |
1.1286 |
1.1286 |
1.1273 |
| S1 |
1.1206 |
1.1206 |
1.1243 |
1.1182 |
| S2 |
1.1157 |
1.1157 |
1.1231 |
|
| S3 |
1.1029 |
1.1078 |
1.1220 |
|
| S4 |
1.0900 |
1.0949 |
1.1184 |
|
|
| Weekly Pivots for week ending 12-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1944 |
1.1810 |
1.1371 |
|
| R3 |
1.1734 |
1.1600 |
1.1313 |
|
| R2 |
1.1523 |
1.1523 |
1.1294 |
|
| R1 |
1.1389 |
1.1389 |
1.1274 |
1.1351 |
| PP |
1.1313 |
1.1313 |
1.1313 |
1.1294 |
| S1 |
1.1179 |
1.1179 |
1.1236 |
1.1141 |
| S2 |
1.1102 |
1.1102 |
1.1216 |
|
| S3 |
1.0892 |
1.0968 |
1.1197 |
|
| S4 |
1.0681 |
1.0758 |
1.1139 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1447 |
1.1237 |
0.0211 |
1.9% |
0.0104 |
0.9% |
9% |
False |
True |
208,978 |
| 10 |
1.1447 |
1.1126 |
0.0321 |
2.9% |
0.0101 |
0.9% |
40% |
False |
False |
114,392 |
| 20 |
1.1447 |
1.0817 |
0.0630 |
5.6% |
0.0095 |
0.8% |
70% |
False |
False |
58,414 |
| 40 |
1.1447 |
1.0763 |
0.0684 |
6.1% |
0.0085 |
0.8% |
72% |
False |
False |
29,495 |
| 60 |
1.1447 |
1.0701 |
0.0747 |
6.6% |
0.0102 |
0.9% |
74% |
False |
False |
19,849 |
| 80 |
1.1572 |
1.0701 |
0.0871 |
7.7% |
0.0107 |
0.9% |
64% |
False |
False |
15,016 |
| 100 |
1.1572 |
1.0701 |
0.0871 |
7.7% |
0.0093 |
0.8% |
64% |
False |
False |
12,036 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1911 |
|
2.618 |
1.1701 |
|
1.618 |
1.1573 |
|
1.000 |
1.1494 |
|
0.618 |
1.1444 |
|
HIGH |
1.1365 |
|
0.618 |
1.1316 |
|
0.500 |
1.1301 |
|
0.382 |
1.1286 |
|
LOW |
1.1237 |
|
0.618 |
1.1157 |
|
1.000 |
1.1108 |
|
1.618 |
1.1029 |
|
2.618 |
1.0900 |
|
4.250 |
1.0690 |
|
|
| Fisher Pivots for day following 12-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1301 |
1.1342 |
| PP |
1.1286 |
1.1313 |
| S1 |
1.1270 |
1.1284 |
|