CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 01-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2020 |
01-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1258 |
1.1250 |
-0.0008 |
-0.1% |
1.1202 |
| High |
1.1281 |
1.1294 |
0.0013 |
0.1% |
1.1371 |
| Low |
1.1208 |
1.1202 |
-0.0006 |
-0.1% |
1.1190 |
| Close |
1.1254 |
1.1264 |
0.0010 |
0.1% |
1.1247 |
| Range |
0.0073 |
0.0092 |
0.0019 |
25.3% |
0.0182 |
| ATR |
0.0089 |
0.0089 |
0.0000 |
0.2% |
0.0000 |
| Volume |
197,872 |
176,435 |
-21,437 |
-10.8% |
737,796 |
|
| Daily Pivots for day following 01-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1528 |
1.1487 |
1.1314 |
|
| R3 |
1.1436 |
1.1396 |
1.1289 |
|
| R2 |
1.1345 |
1.1345 |
1.1280 |
|
| R1 |
1.1304 |
1.1304 |
1.1272 |
1.1324 |
| PP |
1.1253 |
1.1253 |
1.1253 |
1.1263 |
| S1 |
1.1213 |
1.1213 |
1.1255 |
1.1233 |
| S2 |
1.1162 |
1.1162 |
1.1247 |
|
| S3 |
1.1070 |
1.1121 |
1.1238 |
|
| S4 |
1.0979 |
1.1030 |
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 |
1.1308 |
1.1202 |
0.0106 |
0.9% |
0.0070 |
0.6% |
58% |
False |
True |
162,569 |
| 10 |
1.1371 |
1.1190 |
0.0182 |
1.6% |
0.0081 |
0.7% |
41% |
False |
False |
157,683 |
| 20 |
1.1447 |
1.1190 |
0.0258 |
2.3% |
0.0096 |
0.9% |
29% |
False |
False |
160,099 |
| 40 |
1.1447 |
1.0797 |
0.0650 |
5.8% |
0.0087 |
0.8% |
72% |
False |
False |
81,502 |
| 60 |
1.1447 |
1.0763 |
0.0684 |
6.1% |
0.0087 |
0.8% |
73% |
False |
False |
54,487 |
| 80 |
1.1487 |
1.0701 |
0.0786 |
7.0% |
0.0106 |
0.9% |
72% |
False |
False |
41,030 |
| 100 |
1.1572 |
1.0701 |
0.0871 |
7.7% |
0.0100 |
0.9% |
65% |
False |
False |
32,897 |
| 120 |
1.1572 |
1.0701 |
0.0871 |
7.7% |
0.0089 |
0.8% |
65% |
False |
False |
27,425 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1682 |
|
2.618 |
1.1533 |
|
1.618 |
1.1442 |
|
1.000 |
1.1385 |
|
0.618 |
1.1350 |
|
HIGH |
1.1294 |
|
0.618 |
1.1259 |
|
0.500 |
1.1248 |
|
0.382 |
1.1237 |
|
LOW |
1.1202 |
|
0.618 |
1.1145 |
|
1.000 |
1.1111 |
|
1.618 |
1.1054 |
|
2.618 |
1.0962 |
|
4.250 |
1.0813 |
|
|
| Fisher Pivots for day following 01-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1258 |
1.1261 |
| PP |
1.1253 |
1.1258 |
| S1 |
1.1248 |
1.1255 |
|