CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 18-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2020 |
18-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1285 |
1.1264 |
-0.0021 |
-0.2% |
1.1319 |
| High |
1.1317 |
1.1284 |
-0.0034 |
-0.3% |
1.1447 |
| Low |
1.1229 |
1.1208 |
-0.0021 |
-0.2% |
1.1237 |
| Close |
1.1254 |
1.1231 |
-0.0024 |
-0.2% |
1.1255 |
| Range |
0.0088 |
0.0076 |
-0.0013 |
-14.2% |
0.0211 |
| ATR |
0.0099 |
0.0097 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
149,634 |
141,141 |
-8,493 |
-5.7% |
1,044,893 |
|
| Daily Pivots for day following 18-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1467 |
1.1424 |
1.1272 |
|
| R3 |
1.1392 |
1.1349 |
1.1251 |
|
| R2 |
1.1316 |
1.1316 |
1.1244 |
|
| R1 |
1.1273 |
1.1273 |
1.1237 |
1.1257 |
| PP |
1.1241 |
1.1241 |
1.1241 |
1.1233 |
| S1 |
1.1198 |
1.1198 |
1.1224 |
1.1182 |
| S2 |
1.1165 |
1.1165 |
1.1217 |
|
| S3 |
1.1090 |
1.1122 |
1.1210 |
|
| S4 |
1.1014 |
1.1047 |
1.1189 |
|
|
| 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 |
1.1378 |
1.1208 |
0.0170 |
1.5% |
0.0105 |
0.9% |
13% |
False |
True |
190,580 |
| 10 |
1.1447 |
1.1208 |
0.0239 |
2.1% |
0.0102 |
0.9% |
9% |
False |
True |
172,984 |
| 20 |
1.1447 |
1.0896 |
0.0552 |
4.9% |
0.0097 |
0.9% |
61% |
False |
False |
90,774 |
| 40 |
1.1447 |
1.0763 |
0.0684 |
6.1% |
0.0088 |
0.8% |
68% |
False |
False |
45,745 |
| 60 |
1.1447 |
1.0763 |
0.0684 |
6.1% |
0.0094 |
0.8% |
68% |
False |
False |
30,641 |
| 80 |
1.1572 |
1.0701 |
0.0871 |
7.8% |
0.0109 |
1.0% |
61% |
False |
False |
23,145 |
| 100 |
1.1572 |
1.0701 |
0.0871 |
7.8% |
0.0096 |
0.9% |
61% |
False |
False |
18,550 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1604 |
|
2.618 |
1.1481 |
|
1.618 |
1.1406 |
|
1.000 |
1.1359 |
|
0.618 |
1.1330 |
|
HIGH |
1.1284 |
|
0.618 |
1.1255 |
|
0.500 |
1.1246 |
|
0.382 |
1.1237 |
|
LOW |
1.1208 |
|
0.618 |
1.1161 |
|
1.000 |
1.1133 |
|
1.618 |
1.1086 |
|
2.618 |
1.1010 |
|
4.250 |
1.0887 |
|
|
| Fisher Pivots for day following 18-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1246 |
1.1293 |
| PP |
1.1241 |
1.1272 |
| S1 |
1.1236 |
1.1251 |
|