CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 02-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2020 |
02-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1250 |
1.1268 |
0.0018 |
0.2% |
1.1202 |
| High |
1.1294 |
1.1321 |
0.0027 |
0.2% |
1.1371 |
| Low |
1.1202 |
1.1241 |
0.0039 |
0.3% |
1.1190 |
| Close |
1.1264 |
1.1246 |
-0.0018 |
-0.2% |
1.1247 |
| Range |
0.0092 |
0.0080 |
-0.0012 |
-13.1% |
0.0182 |
| ATR |
0.0089 |
0.0088 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
176,435 |
168,215 |
-8,220 |
-4.7% |
737,796 |
|
| Daily Pivots for day following 02-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1508 |
1.1456 |
1.1289 |
|
| R3 |
1.1428 |
1.1377 |
1.1267 |
|
| R2 |
1.1349 |
1.1349 |
1.1260 |
|
| R1 |
1.1297 |
1.1297 |
1.1253 |
1.1283 |
| PP |
1.1269 |
1.1269 |
1.1269 |
1.1262 |
| S1 |
1.1218 |
1.1218 |
1.1238 |
1.1204 |
| S2 |
1.1190 |
1.1190 |
1.1231 |
|
| S3 |
1.1110 |
1.1138 |
1.1224 |
|
| S4 |
1.1031 |
1.1059 |
1.1202 |
|
|
| 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 |
1.1321 |
1.1202 |
0.0119 |
1.1% |
0.0072 |
0.6% |
37% |
True |
False |
164,815 |
| 10 |
1.1371 |
1.1190 |
0.0182 |
1.6% |
0.0081 |
0.7% |
31% |
False |
False |
160,390 |
| 20 |
1.1447 |
1.1190 |
0.0258 |
2.3% |
0.0092 |
0.8% |
22% |
False |
False |
166,687 |
| 40 |
1.1447 |
1.0797 |
0.0650 |
5.8% |
0.0088 |
0.8% |
69% |
False |
False |
85,691 |
| 60 |
1.1447 |
1.0763 |
0.0684 |
6.1% |
0.0086 |
0.8% |
71% |
False |
False |
57,283 |
| 80 |
1.1447 |
1.0701 |
0.0747 |
6.6% |
0.0106 |
0.9% |
73% |
False |
False |
43,130 |
| 100 |
1.1572 |
1.0701 |
0.0871 |
7.7% |
0.0100 |
0.9% |
63% |
False |
False |
34,577 |
| 120 |
1.1572 |
1.0701 |
0.0871 |
7.7% |
0.0089 |
0.8% |
63% |
False |
False |
28,826 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1658 |
|
2.618 |
1.1529 |
|
1.618 |
1.1449 |
|
1.000 |
1.1400 |
|
0.618 |
1.1370 |
|
HIGH |
1.1321 |
|
0.618 |
1.1290 |
|
0.500 |
1.1281 |
|
0.382 |
1.1271 |
|
LOW |
1.1241 |
|
0.618 |
1.1192 |
|
1.000 |
1.1162 |
|
1.618 |
1.1112 |
|
2.618 |
1.1033 |
|
4.250 |
1.0903 |
|
|
| Fisher Pivots for day following 02-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1281 |
1.1261 |
| PP |
1.1269 |
1.1256 |
| S1 |
1.1257 |
1.1251 |
|