CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 22-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2020 |
22-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1226 |
1.1202 |
-0.0024 |
-0.2% |
1.1267 |
| High |
1.1277 |
1.1293 |
0.0016 |
0.1% |
1.1378 |
| Low |
1.1190 |
1.1190 |
0.0000 |
0.0% |
1.1190 |
| Close |
1.1208 |
1.1282 |
0.0075 |
0.7% |
1.1208 |
| Range |
0.0088 |
0.0103 |
0.0016 |
17.7% |
0.0188 |
| ATR |
0.0096 |
0.0097 |
0.0000 |
0.5% |
0.0000 |
| Volume |
170,181 |
117,766 |
-52,415 |
-30.8% |
821,657 |
|
| Daily Pivots for day following 22-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1564 |
1.1526 |
1.1339 |
|
| R3 |
1.1461 |
1.1423 |
1.1310 |
|
| R2 |
1.1358 |
1.1358 |
1.1301 |
|
| R1 |
1.1320 |
1.1320 |
1.1291 |
1.1339 |
| PP |
1.1255 |
1.1255 |
1.1255 |
1.1264 |
| S1 |
1.1217 |
1.1217 |
1.1273 |
1.1236 |
| S2 |
1.1152 |
1.1152 |
1.1263 |
|
| S3 |
1.1049 |
1.1114 |
1.1254 |
|
| S4 |
1.0946 |
1.1011 |
1.1225 |
|
|
| 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% |
0.0096 |
0.9% |
49% |
False |
True |
152,540 |
| 10 |
1.1447 |
1.1190 |
0.0258 |
2.3% |
0.0105 |
0.9% |
36% |
False |
True |
193,409 |
| 20 |
1.1447 |
1.0896 |
0.0552 |
4.9% |
0.0100 |
0.9% |
70% |
False |
False |
105,098 |
| 40 |
1.1447 |
1.0797 |
0.0650 |
5.8% |
0.0088 |
0.8% |
75% |
False |
False |
52,923 |
| 60 |
1.1447 |
1.0763 |
0.0684 |
6.1% |
0.0092 |
0.8% |
76% |
False |
False |
35,417 |
| 80 |
1.1572 |
1.0701 |
0.0871 |
7.7% |
0.0109 |
1.0% |
67% |
False |
False |
26,730 |
| 100 |
1.1572 |
1.0701 |
0.0871 |
7.7% |
0.0097 |
0.9% |
67% |
False |
False |
21,428 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1730 |
|
2.618 |
1.1562 |
|
1.618 |
1.1459 |
|
1.000 |
1.1396 |
|
0.618 |
1.1356 |
|
HIGH |
1.1293 |
|
0.618 |
1.1253 |
|
0.500 |
1.1241 |
|
0.382 |
1.1229 |
|
LOW |
1.1190 |
|
0.618 |
1.1126 |
|
1.000 |
1.1087 |
|
1.618 |
1.1023 |
|
2.618 |
1.0920 |
|
4.250 |
1.0752 |
|
|
| Fisher Pivots for day following 22-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1268 |
1.1268 |
| PP |
1.1255 |
1.1255 |
| S1 |
1.1241 |
1.1241 |
|