CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 17-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2020 |
17-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1348 |
1.1285 |
-0.0064 |
-0.6% |
1.1319 |
| High |
1.1378 |
1.1317 |
-0.0061 |
-0.5% |
1.1447 |
| Low |
1.1251 |
1.1229 |
-0.0022 |
-0.2% |
1.1237 |
| Close |
1.1296 |
1.1254 |
-0.0042 |
-0.4% |
1.1255 |
| Range |
0.0127 |
0.0088 |
-0.0039 |
-30.4% |
0.0211 |
| ATR |
0.0099 |
0.0099 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
183,980 |
149,634 |
-34,346 |
-18.7% |
1,044,893 |
|
| Daily Pivots for day following 17-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1531 |
1.1480 |
1.1302 |
|
| R3 |
1.1443 |
1.1392 |
1.1278 |
|
| R2 |
1.1355 |
1.1355 |
1.1270 |
|
| R1 |
1.1304 |
1.1304 |
1.1262 |
1.1286 |
| PP |
1.1267 |
1.1267 |
1.1267 |
1.1257 |
| S1 |
1.1216 |
1.1216 |
1.1246 |
1.1198 |
| S2 |
1.1179 |
1.1179 |
1.1238 |
|
| S3 |
1.1091 |
1.1128 |
1.1230 |
|
| S4 |
1.1003 |
1.1040 |
1.1206 |
|
|
| 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 |
1.1428 |
1.1229 |
0.0199 |
1.8% |
0.0113 |
1.0% |
13% |
False |
True |
203,771 |
| 10 |
1.1447 |
1.1221 |
0.0227 |
2.0% |
0.0111 |
1.0% |
15% |
False |
False |
162,515 |
| 20 |
1.1447 |
1.0896 |
0.0552 |
4.9% |
0.0097 |
0.9% |
65% |
False |
False |
83,767 |
| 40 |
1.1447 |
1.0763 |
0.0684 |
6.1% |
0.0088 |
0.8% |
72% |
False |
False |
42,226 |
| 60 |
1.1447 |
1.0763 |
0.0684 |
6.1% |
0.0096 |
0.8% |
72% |
False |
False |
28,300 |
| 80 |
1.1572 |
1.0701 |
0.0871 |
7.7% |
0.0109 |
1.0% |
64% |
False |
False |
21,389 |
| 100 |
1.1572 |
1.0701 |
0.0871 |
7.7% |
0.0095 |
0.8% |
64% |
False |
False |
17,139 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1691 |
|
2.618 |
1.1547 |
|
1.618 |
1.1459 |
|
1.000 |
1.1405 |
|
0.618 |
1.1371 |
|
HIGH |
1.1317 |
|
0.618 |
1.1283 |
|
0.500 |
1.1273 |
|
0.382 |
1.1263 |
|
LOW |
1.1229 |
|
0.618 |
1.1175 |
|
1.000 |
1.1141 |
|
1.618 |
1.1087 |
|
2.618 |
1.0999 |
|
4.250 |
1.0855 |
|
|
| Fisher Pivots for day following 17-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1273 |
1.1303 |
| PP |
1.1267 |
1.1287 |
| S1 |
1.1260 |
1.1270 |
|