CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 17-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2020 |
17-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1427 |
1.1397 |
-0.0030 |
-0.3% |
1.1321 |
| High |
1.1457 |
1.1459 |
0.0002 |
0.0% |
1.1468 |
| Low |
1.1385 |
1.1392 |
0.0007 |
0.1% |
1.1318 |
| Close |
1.1393 |
1.1452 |
0.0060 |
0.5% |
1.1452 |
| Range |
0.0072 |
0.0067 |
-0.0005 |
-6.9% |
0.0150 |
| ATR |
0.0085 |
0.0083 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
206,720 |
150,700 |
-56,020 |
-27.1% |
932,112 |
|
| Daily Pivots for day following 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1635 |
1.1611 |
1.1489 |
|
| R3 |
1.1568 |
1.1544 |
1.1470 |
|
| R2 |
1.1501 |
1.1501 |
1.1464 |
|
| R1 |
1.1477 |
1.1477 |
1.1458 |
1.1489 |
| PP |
1.1434 |
1.1434 |
1.1434 |
1.1440 |
| S1 |
1.1410 |
1.1410 |
1.1446 |
1.1422 |
| S2 |
1.1367 |
1.1367 |
1.1440 |
|
| S3 |
1.1300 |
1.1343 |
1.1434 |
|
| S4 |
1.1233 |
1.1276 |
1.1415 |
|
|
| Weekly Pivots for week ending 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1861 |
1.1806 |
1.1534 |
|
| R3 |
1.1712 |
1.1657 |
1.1493 |
|
| R2 |
1.1562 |
1.1562 |
1.1479 |
|
| R1 |
1.1507 |
1.1507 |
1.1466 |
1.1535 |
| PP |
1.1413 |
1.1413 |
1.1413 |
1.1426 |
| S1 |
1.1358 |
1.1358 |
1.1438 |
1.1385 |
| S2 |
1.1263 |
1.1263 |
1.1425 |
|
| S3 |
1.1114 |
1.1208 |
1.1411 |
|
| S4 |
1.0964 |
1.1059 |
1.1370 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1468 |
1.1318 |
0.0150 |
1.3% |
0.0072 |
0.6% |
90% |
False |
False |
186,422 |
| 10 |
1.1468 |
1.1237 |
0.0231 |
2.0% |
0.0081 |
0.7% |
93% |
False |
False |
189,236 |
| 20 |
1.1468 |
1.1190 |
0.0278 |
2.4% |
0.0081 |
0.7% |
94% |
False |
False |
174,813 |
| 40 |
1.1468 |
1.0896 |
0.0572 |
5.0% |
0.0089 |
0.8% |
97% |
False |
False |
132,794 |
| 60 |
1.1468 |
1.0763 |
0.0705 |
6.2% |
0.0086 |
0.7% |
98% |
False |
False |
88,768 |
| 80 |
1.1468 |
1.0763 |
0.0705 |
6.2% |
0.0091 |
0.8% |
98% |
False |
False |
66,684 |
| 100 |
1.1572 |
1.0701 |
0.0871 |
7.6% |
0.0103 |
0.9% |
86% |
False |
False |
53,479 |
| 120 |
1.1572 |
1.0701 |
0.0871 |
7.6% |
0.0093 |
0.8% |
86% |
False |
False |
44,594 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1743 |
|
2.618 |
1.1634 |
|
1.618 |
1.1567 |
|
1.000 |
1.1526 |
|
0.618 |
1.1500 |
|
HIGH |
1.1459 |
|
0.618 |
1.1433 |
|
0.500 |
1.1425 |
|
0.382 |
1.1417 |
|
LOW |
1.1392 |
|
0.618 |
1.1350 |
|
1.000 |
1.1325 |
|
1.618 |
1.1283 |
|
2.618 |
1.1216 |
|
4.250 |
1.1107 |
|
|
| Fisher Pivots for day following 17-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1443 |
1.1443 |
| PP |
1.1434 |
1.1435 |
| S1 |
1.1425 |
1.1426 |
|