CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 30-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2020 |
30-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1240 |
1.1258 |
0.0018 |
0.2% |
1.1202 |
| High |
1.1308 |
1.1281 |
-0.0027 |
-0.2% |
1.1371 |
| Low |
1.1237 |
1.1208 |
-0.0029 |
-0.3% |
1.1190 |
| Close |
1.1254 |
1.1254 |
-0.0001 |
0.0% |
1.1247 |
| Range |
0.0071 |
0.0073 |
0.0002 |
2.8% |
0.0182 |
| ATR |
0.0090 |
0.0089 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
153,410 |
197,872 |
44,462 |
29.0% |
737,796 |
|
| Daily Pivots for day following 30-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1467 |
1.1433 |
1.1294 |
|
| R3 |
1.1394 |
1.1360 |
1.1274 |
|
| R2 |
1.1321 |
1.1321 |
1.1267 |
|
| R1 |
1.1287 |
1.1287 |
1.1260 |
1.1267 |
| PP |
1.1248 |
1.1248 |
1.1248 |
1.1238 |
| S1 |
1.1214 |
1.1214 |
1.1247 |
1.1194 |
| S2 |
1.1175 |
1.1175 |
1.1240 |
|
| S3 |
1.1102 |
1.1141 |
1.1233 |
|
| S4 |
1.1029 |
1.1068 |
1.1213 |
|
|
| Weekly Pivots for week ending 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1814 |
1.1712 |
1.1346 |
|
| R3 |
1.1632 |
1.1530 |
1.1296 |
|
| R2 |
1.1451 |
1.1451 |
1.1280 |
|
| R1 |
1.1349 |
1.1349 |
1.1263 |
1.1400 |
| PP |
1.1269 |
1.1269 |
1.1269 |
1.1295 |
| S1 |
1.1167 |
1.1167 |
1.1230 |
1.1218 |
| S2 |
1.1088 |
1.1088 |
1.1213 |
|
| S3 |
1.0906 |
1.0986 |
1.1197 |
|
| S4 |
1.0725 |
1.0804 |
1.1147 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1347 |
1.1208 |
0.0139 |
1.2% |
0.0067 |
0.6% |
33% |
False |
True |
162,004 |
| 10 |
1.1371 |
1.1190 |
0.0182 |
1.6% |
0.0081 |
0.7% |
35% |
False |
False |
155,003 |
| 20 |
1.1447 |
1.1190 |
0.0258 |
2.3% |
0.0096 |
0.9% |
25% |
False |
False |
152,040 |
| 40 |
1.1447 |
1.0797 |
0.0650 |
5.8% |
0.0087 |
0.8% |
70% |
False |
False |
77,100 |
| 60 |
1.1447 |
1.0763 |
0.0684 |
6.1% |
0.0086 |
0.8% |
72% |
False |
False |
51,553 |
| 80 |
1.1572 |
1.0701 |
0.0871 |
7.7% |
0.0107 |
1.0% |
63% |
False |
False |
38,831 |
| 100 |
1.1572 |
1.0701 |
0.0871 |
7.7% |
0.0099 |
0.9% |
63% |
False |
False |
31,132 |
| 120 |
1.1572 |
1.0701 |
0.0871 |
7.7% |
0.0088 |
0.8% |
63% |
False |
False |
25,955 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1591 |
|
2.618 |
1.1472 |
|
1.618 |
1.1399 |
|
1.000 |
1.1354 |
|
0.618 |
1.1326 |
|
HIGH |
1.1281 |
|
0.618 |
1.1253 |
|
0.500 |
1.1245 |
|
0.382 |
1.1236 |
|
LOW |
1.1208 |
|
0.618 |
1.1163 |
|
1.000 |
1.1135 |
|
1.618 |
1.1090 |
|
2.618 |
1.1017 |
|
4.250 |
1.0898 |
|
|
| Fisher Pivots for day following 30-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1251 |
1.1258 |
| PP |
1.1248 |
1.1256 |
| S1 |
1.1245 |
1.1255 |
|