CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 20-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2020 |
20-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1397 |
1.1433 |
0.0036 |
0.3% |
1.1321 |
| High |
1.1459 |
1.1482 |
0.0023 |
0.2% |
1.1468 |
| Low |
1.1392 |
1.1417 |
0.0025 |
0.2% |
1.1318 |
| Close |
1.1452 |
1.1456 |
0.0004 |
0.0% |
1.1452 |
| Range |
0.0067 |
0.0065 |
-0.0002 |
-3.0% |
0.0150 |
| ATR |
0.0083 |
0.0082 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
150,700 |
201,493 |
50,793 |
33.7% |
932,112 |
|
| Daily Pivots for day following 20-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1646 |
1.1616 |
1.1491 |
|
| R3 |
1.1581 |
1.1551 |
1.1473 |
|
| R2 |
1.1516 |
1.1516 |
1.1467 |
|
| R1 |
1.1486 |
1.1486 |
1.1461 |
1.1501 |
| PP |
1.1451 |
1.1451 |
1.1451 |
1.1459 |
| S1 |
1.1421 |
1.1421 |
1.1450 |
1.1436 |
| S2 |
1.1386 |
1.1386 |
1.1444 |
|
| S3 |
1.1321 |
1.1356 |
1.1438 |
|
| S4 |
1.1256 |
1.1291 |
1.1420 |
|
|
| 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 |
1.1482 |
1.1341 |
0.0141 |
1.2% |
0.0070 |
0.6% |
82% |
True |
False |
188,276 |
| 10 |
1.1482 |
1.1270 |
0.0212 |
1.8% |
0.0075 |
0.7% |
88% |
True |
False |
184,835 |
| 20 |
1.1482 |
1.1190 |
0.0292 |
2.5% |
0.0080 |
0.7% |
91% |
True |
False |
176,379 |
| 40 |
1.1482 |
1.0896 |
0.0586 |
5.1% |
0.0089 |
0.8% |
96% |
True |
False |
137,805 |
| 60 |
1.1482 |
1.0763 |
0.0719 |
6.3% |
0.0085 |
0.7% |
96% |
True |
False |
92,120 |
| 80 |
1.1482 |
1.0763 |
0.0719 |
6.3% |
0.0090 |
0.8% |
96% |
True |
False |
69,197 |
| 100 |
1.1572 |
1.0701 |
0.0871 |
7.6% |
0.0104 |
0.9% |
87% |
False |
False |
55,492 |
| 120 |
1.1572 |
1.0701 |
0.0871 |
7.6% |
0.0094 |
0.8% |
87% |
False |
False |
46,273 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1758 |
|
2.618 |
1.1652 |
|
1.618 |
1.1587 |
|
1.000 |
1.1547 |
|
0.618 |
1.1522 |
|
HIGH |
1.1482 |
|
0.618 |
1.1457 |
|
0.500 |
1.1449 |
|
0.382 |
1.1441 |
|
LOW |
1.1417 |
|
0.618 |
1.1376 |
|
1.000 |
1.1352 |
|
1.618 |
1.1311 |
|
2.618 |
1.1246 |
|
4.250 |
1.1140 |
|
|
| Fisher Pivots for day following 20-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1453 |
1.1448 |
| PP |
1.1451 |
1.1441 |
| S1 |
1.1449 |
1.1433 |
|