CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 19-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2020 |
19-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1264 |
1.1226 |
-0.0038 |
-0.3% |
1.1267 |
| High |
1.1284 |
1.1277 |
-0.0007 |
-0.1% |
1.1378 |
| Low |
1.1208 |
1.1190 |
-0.0019 |
-0.2% |
1.1190 |
| Close |
1.1231 |
1.1208 |
-0.0023 |
-0.2% |
1.1208 |
| Range |
0.0076 |
0.0088 |
0.0012 |
15.9% |
0.0188 |
| ATR |
0.0097 |
0.0096 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
141,141 |
170,181 |
29,040 |
20.6% |
821,657 |
|
| Daily Pivots for day following 19-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1487 |
1.1435 |
1.1256 |
|
| R3 |
1.1400 |
1.1347 |
1.1232 |
|
| R2 |
1.1312 |
1.1312 |
1.1224 |
|
| R1 |
1.1260 |
1.1260 |
1.1216 |
1.1242 |
| PP |
1.1225 |
1.1225 |
1.1225 |
1.1216 |
| S1 |
1.1172 |
1.1172 |
1.1199 |
1.1155 |
| S2 |
1.1137 |
1.1137 |
1.1191 |
|
| S3 |
1.1050 |
1.1085 |
1.1183 |
|
| S4 |
1.0962 |
1.0997 |
1.1159 |
|
|
| Weekly Pivots for week ending 19-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1822 |
1.1703 |
1.1311 |
|
| R3 |
1.1634 |
1.1515 |
1.1259 |
|
| R2 |
1.1446 |
1.1446 |
1.1242 |
|
| R1 |
1.1327 |
1.1327 |
1.1225 |
1.1293 |
| PP |
1.1258 |
1.1258 |
1.1258 |
1.1241 |
| S1 |
1.1139 |
1.1139 |
1.1190 |
1.1105 |
| S2 |
1.1070 |
1.1070 |
1.1173 |
|
| S3 |
1.0882 |
1.0951 |
1.1156 |
|
| S4 |
1.0694 |
1.0763 |
1.1104 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1378 |
1.1190 |
0.0188 |
1.7% |
0.0097 |
0.9% |
10% |
False |
True |
164,331 |
| 10 |
1.1447 |
1.1190 |
0.0258 |
2.3% |
0.0100 |
0.9% |
7% |
False |
True |
186,655 |
| 20 |
1.1447 |
1.0896 |
0.0552 |
4.9% |
0.0098 |
0.9% |
57% |
False |
False |
99,232 |
| 40 |
1.1447 |
1.0763 |
0.0684 |
6.1% |
0.0088 |
0.8% |
65% |
False |
False |
49,991 |
| 60 |
1.1447 |
1.0763 |
0.0684 |
6.1% |
0.0094 |
0.8% |
65% |
False |
False |
33,470 |
| 80 |
1.1572 |
1.0701 |
0.0871 |
7.8% |
0.0109 |
1.0% |
58% |
False |
False |
25,270 |
| 100 |
1.1572 |
1.0701 |
0.0871 |
7.8% |
0.0096 |
0.9% |
58% |
False |
False |
20,252 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1649 |
|
2.618 |
1.1506 |
|
1.618 |
1.1419 |
|
1.000 |
1.1365 |
|
0.618 |
1.1331 |
|
HIGH |
1.1277 |
|
0.618 |
1.1244 |
|
0.500 |
1.1233 |
|
0.382 |
1.1223 |
|
LOW |
1.1190 |
|
0.618 |
1.1135 |
|
1.000 |
1.1102 |
|
1.618 |
1.1048 |
|
2.618 |
1.0960 |
|
4.250 |
1.0818 |
|
|
| Fisher Pivots for day following 19-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1233 |
1.1253 |
| PP |
1.1225 |
1.1238 |
| S1 |
1.1216 |
1.1223 |
|