CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 16-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2020 |
16-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1420 |
1.1427 |
0.0008 |
0.1% |
1.1260 |
| High |
1.1468 |
1.1457 |
-0.0011 |
-0.1% |
1.1387 |
| Low |
1.1407 |
1.1385 |
-0.0022 |
-0.2% |
1.1237 |
| Close |
1.1422 |
1.1393 |
-0.0029 |
-0.3% |
1.1316 |
| Range |
0.0061 |
0.0072 |
0.0011 |
18.0% |
0.0150 |
| ATR |
0.0085 |
0.0085 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
188,870 |
206,720 |
17,850 |
9.5% |
960,250 |
|
| Daily Pivots for day following 16-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1627 |
1.1582 |
1.1432 |
|
| R3 |
1.1555 |
1.1510 |
1.1412 |
|
| R2 |
1.1483 |
1.1483 |
1.1406 |
|
| R1 |
1.1438 |
1.1438 |
1.1399 |
1.1425 |
| PP |
1.1411 |
1.1411 |
1.1411 |
1.1405 |
| S1 |
1.1366 |
1.1366 |
1.1386 |
1.1353 |
| S2 |
1.1339 |
1.1339 |
1.1379 |
|
| S3 |
1.1267 |
1.1294 |
1.1373 |
|
| S4 |
1.1195 |
1.1222 |
1.1353 |
|
|
| 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 |
1.1468 |
1.1270 |
0.0198 |
1.7% |
0.0072 |
0.6% |
62% |
False |
False |
186,856 |
| 10 |
1.1468 |
1.1237 |
0.0231 |
2.0% |
0.0082 |
0.7% |
68% |
False |
False |
190,987 |
| 20 |
1.1468 |
1.1190 |
0.0278 |
2.4% |
0.0082 |
0.7% |
73% |
False |
False |
174,335 |
| 40 |
1.1468 |
1.0896 |
0.0572 |
5.0% |
0.0090 |
0.8% |
87% |
False |
False |
129,051 |
| 60 |
1.1468 |
1.0763 |
0.0705 |
6.2% |
0.0086 |
0.8% |
89% |
False |
False |
86,263 |
| 80 |
1.1468 |
1.0763 |
0.0705 |
6.2% |
0.0092 |
0.8% |
89% |
False |
False |
64,809 |
| 100 |
1.1572 |
1.0701 |
0.0871 |
7.6% |
0.0103 |
0.9% |
79% |
False |
False |
51,978 |
| 120 |
1.1572 |
1.0701 |
0.0871 |
7.6% |
0.0093 |
0.8% |
79% |
False |
False |
43,338 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1763 |
|
2.618 |
1.1645 |
|
1.618 |
1.1573 |
|
1.000 |
1.1529 |
|
0.618 |
1.1501 |
|
HIGH |
1.1457 |
|
0.618 |
1.1429 |
|
0.500 |
1.1421 |
|
0.382 |
1.1412 |
|
LOW |
1.1385 |
|
0.618 |
1.1340 |
|
1.000 |
1.1313 |
|
1.618 |
1.1268 |
|
2.618 |
1.1196 |
|
4.250 |
1.1079 |
|
|
| Fisher Pivots for day following 16-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1421 |
1.1404 |
| PP |
1.1411 |
1.1400 |
| S1 |
1.1402 |
1.1396 |
|