CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 22-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2020 |
22-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1460 |
1.1547 |
0.0087 |
0.8% |
1.1321 |
| High |
1.1554 |
1.1616 |
0.0062 |
0.5% |
1.1468 |
| Low |
1.1437 |
1.1521 |
0.0084 |
0.7% |
1.1318 |
| Close |
1.1545 |
1.1583 |
0.0039 |
0.3% |
1.1452 |
| Range |
0.0118 |
0.0096 |
-0.0022 |
-18.7% |
0.0150 |
| ATR |
0.0084 |
0.0085 |
0.0001 |
0.9% |
0.0000 |
| Volume |
252,875 |
261,651 |
8,776 |
3.5% |
932,112 |
|
| Daily Pivots for day following 22-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1860 |
1.1817 |
1.1636 |
|
| R3 |
1.1764 |
1.1721 |
1.1609 |
|
| R2 |
1.1669 |
1.1669 |
1.1601 |
|
| R1 |
1.1626 |
1.1626 |
1.1592 |
1.1647 |
| PP |
1.1573 |
1.1573 |
1.1573 |
1.1584 |
| S1 |
1.1530 |
1.1530 |
1.1574 |
1.1552 |
| S2 |
1.1478 |
1.1478 |
1.1565 |
|
| S3 |
1.1382 |
1.1435 |
1.1557 |
|
| S4 |
1.1287 |
1.1339 |
1.1530 |
|
|
| 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 |
1.1616 |
1.1385 |
0.0232 |
2.0% |
0.0083 |
0.7% |
86% |
True |
False |
214,687 |
| 10 |
1.1616 |
1.1270 |
0.0346 |
3.0% |
0.0080 |
0.7% |
90% |
True |
False |
200,937 |
| 20 |
1.1616 |
1.1202 |
0.0414 |
3.6% |
0.0080 |
0.7% |
92% |
True |
False |
188,152 |
| 40 |
1.1616 |
1.0959 |
0.0657 |
5.7% |
0.0090 |
0.8% |
95% |
True |
False |
150,561 |
| 60 |
1.1616 |
1.0797 |
0.0819 |
7.1% |
0.0087 |
0.7% |
96% |
True |
False |
100,679 |
| 80 |
1.1616 |
1.0763 |
0.0853 |
7.4% |
0.0088 |
0.8% |
96% |
True |
False |
75,604 |
| 100 |
1.1616 |
1.0701 |
0.0916 |
7.9% |
0.0104 |
0.9% |
96% |
True |
False |
60,618 |
| 120 |
1.1616 |
1.0701 |
0.0916 |
7.9% |
0.0095 |
0.8% |
96% |
True |
False |
50,559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2022 |
|
2.618 |
1.1866 |
|
1.618 |
1.1771 |
|
1.000 |
1.1712 |
|
0.618 |
1.1675 |
|
HIGH |
1.1616 |
|
0.618 |
1.1580 |
|
0.500 |
1.1568 |
|
0.382 |
1.1557 |
|
LOW |
1.1521 |
|
0.618 |
1.1461 |
|
1.000 |
1.1425 |
|
1.618 |
1.1366 |
|
2.618 |
1.1270 |
|
4.250 |
1.1115 |
|
|
| Fisher Pivots for day following 22-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1578 |
1.1561 |
| PP |
1.1573 |
1.1539 |
| S1 |
1.1568 |
1.1516 |
|