CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 10-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2020 |
10-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1350 |
1.1298 |
-0.0052 |
-0.5% |
1.1260 |
| High |
1.1387 |
1.1341 |
-0.0046 |
-0.4% |
1.1387 |
| Low |
1.1296 |
1.1270 |
-0.0026 |
-0.2% |
1.1237 |
| Close |
1.1313 |
1.1316 |
0.0003 |
0.0% |
1.1316 |
| Range |
0.0091 |
0.0071 |
-0.0020 |
-21.5% |
0.0150 |
| ATR |
0.0090 |
0.0088 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
208,374 |
152,872 |
-55,502 |
-26.6% |
960,250 |
|
| Daily Pivots for day following 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1522 |
1.1490 |
1.1355 |
|
| R3 |
1.1451 |
1.1419 |
1.1335 |
|
| R2 |
1.1380 |
1.1380 |
1.1329 |
|
| R1 |
1.1348 |
1.1348 |
1.1322 |
1.1364 |
| PP |
1.1309 |
1.1309 |
1.1309 |
1.1317 |
| S1 |
1.1277 |
1.1277 |
1.1309 |
1.1293 |
| S2 |
1.1238 |
1.1238 |
1.1302 |
|
| S3 |
1.1167 |
1.1206 |
1.1296 |
|
| S4 |
1.1096 |
1.1135 |
1.1276 |
|
|
| Weekly Pivots for week ending 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1763 |
1.1689 |
1.1398 |
|
| R3 |
1.1613 |
1.1539 |
1.1357 |
|
| R2 |
1.1463 |
1.1463 |
1.1343 |
|
| R1 |
1.1389 |
1.1389 |
1.1329 |
1.1426 |
| PP |
1.1313 |
1.1313 |
1.1313 |
1.1331 |
| S1 |
1.1239 |
1.1239 |
1.1302 |
1.1276 |
| S2 |
1.1163 |
1.1163 |
1.1288 |
|
| S3 |
1.1013 |
1.1089 |
1.1274 |
|
| S4 |
1.0863 |
1.0939 |
1.1233 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1387 |
1.1237 |
0.0150 |
1.3% |
0.0091 |
0.8% |
53% |
False |
False |
192,050 |
| 10 |
1.1387 |
1.1202 |
0.0185 |
1.6% |
0.0081 |
0.7% |
62% |
False |
False |
178,432 |
| 20 |
1.1387 |
1.1190 |
0.0197 |
1.7% |
0.0090 |
0.8% |
64% |
False |
False |
175,853 |
| 40 |
1.1447 |
1.0803 |
0.0645 |
5.7% |
0.0090 |
0.8% |
80% |
False |
False |
109,626 |
| 60 |
1.1447 |
1.0763 |
0.0684 |
6.0% |
0.0086 |
0.8% |
81% |
False |
False |
73,266 |
| 80 |
1.1447 |
1.0701 |
0.0747 |
6.6% |
0.0100 |
0.9% |
82% |
False |
False |
55,096 |
| 100 |
1.1572 |
1.0701 |
0.0871 |
7.7% |
0.0102 |
0.9% |
71% |
False |
False |
44,170 |
| 120 |
1.1572 |
1.0701 |
0.0871 |
7.7% |
0.0092 |
0.8% |
71% |
False |
False |
36,827 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1643 |
|
2.618 |
1.1527 |
|
1.618 |
1.1456 |
|
1.000 |
1.1412 |
|
0.618 |
1.1385 |
|
HIGH |
1.1341 |
|
0.618 |
1.1314 |
|
0.500 |
1.1306 |
|
0.382 |
1.1297 |
|
LOW |
1.1270 |
|
0.618 |
1.1226 |
|
1.000 |
1.1199 |
|
1.618 |
1.1155 |
|
2.618 |
1.1084 |
|
4.250 |
1.0968 |
|
|
| Fisher Pivots for day following 10-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1312 |
1.1328 |
| PP |
1.1309 |
1.1324 |
| S1 |
1.1306 |
1.1320 |
|