CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 13-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2020 |
13-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1298 |
1.1321 |
0.0023 |
0.2% |
1.1260 |
| High |
1.1341 |
1.1392 |
0.0051 |
0.4% |
1.1387 |
| Low |
1.1270 |
1.1318 |
0.0048 |
0.4% |
1.1237 |
| Close |
1.1316 |
1.1370 |
0.0055 |
0.5% |
1.1316 |
| Range |
0.0071 |
0.0074 |
0.0003 |
4.2% |
0.0150 |
| ATR |
0.0088 |
0.0088 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
152,872 |
192,221 |
39,349 |
25.7% |
960,250 |
|
| Daily Pivots for day following 13-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1582 |
1.1550 |
1.1411 |
|
| R3 |
1.1508 |
1.1476 |
1.1390 |
|
| R2 |
1.1434 |
1.1434 |
1.1384 |
|
| R1 |
1.1402 |
1.1402 |
1.1377 |
1.1418 |
| PP |
1.1360 |
1.1360 |
1.1360 |
1.1368 |
| S1 |
1.1328 |
1.1328 |
1.1363 |
1.1344 |
| S2 |
1.1286 |
1.1286 |
1.1356 |
|
| S3 |
1.1212 |
1.1254 |
1.1350 |
|
| S4 |
1.1138 |
1.1180 |
1.1329 |
|
|
| 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 |
1.1392 |
1.1270 |
0.0122 |
1.1% |
0.0080 |
0.7% |
82% |
True |
False |
181,393 |
| 10 |
1.1392 |
1.1202 |
0.0190 |
1.7% |
0.0084 |
0.7% |
88% |
True |
False |
184,840 |
| 20 |
1.1392 |
1.1190 |
0.0203 |
1.8% |
0.0087 |
0.8% |
89% |
True |
False |
170,392 |
| 40 |
1.1447 |
1.0817 |
0.0630 |
5.5% |
0.0091 |
0.8% |
88% |
False |
False |
114,403 |
| 60 |
1.1447 |
1.0763 |
0.0684 |
6.0% |
0.0086 |
0.8% |
89% |
False |
False |
76,461 |
| 80 |
1.1447 |
1.0701 |
0.0747 |
6.6% |
0.0098 |
0.9% |
90% |
False |
False |
57,485 |
| 100 |
1.1572 |
1.0701 |
0.0871 |
7.7% |
0.0103 |
0.9% |
77% |
False |
False |
46,091 |
| 120 |
1.1572 |
1.0701 |
0.0871 |
7.7% |
0.0092 |
0.8% |
77% |
False |
False |
38,429 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1707 |
|
2.618 |
1.1586 |
|
1.618 |
1.1512 |
|
1.000 |
1.1466 |
|
0.618 |
1.1438 |
|
HIGH |
1.1392 |
|
0.618 |
1.1364 |
|
0.500 |
1.1355 |
|
0.382 |
1.1346 |
|
LOW |
1.1318 |
|
0.618 |
1.1272 |
|
1.000 |
1.1244 |
|
1.618 |
1.1198 |
|
2.618 |
1.1124 |
|
4.250 |
1.1004 |
|
|
| Fisher Pivots for day following 13-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1365 |
1.1357 |
| PP |
1.1360 |
1.1344 |
| S1 |
1.1355 |
1.1331 |
|