CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 23-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2020 |
23-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1547 |
1.1587 |
0.0041 |
0.4% |
1.1321 |
| High |
1.1616 |
1.1640 |
0.0024 |
0.2% |
1.1468 |
| Low |
1.1521 |
1.1554 |
0.0033 |
0.3% |
1.1318 |
| Close |
1.1583 |
1.1622 |
0.0039 |
0.3% |
1.1452 |
| Range |
0.0096 |
0.0087 |
-0.0009 |
-9.4% |
0.0150 |
| ATR |
0.0085 |
0.0085 |
0.0000 |
0.1% |
0.0000 |
| Volume |
261,651 |
232,205 |
-29,446 |
-11.3% |
932,112 |
|
| Daily Pivots for day following 23-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1865 |
1.1830 |
1.1670 |
|
| R3 |
1.1778 |
1.1743 |
1.1646 |
|
| R2 |
1.1692 |
1.1692 |
1.1638 |
|
| R1 |
1.1657 |
1.1657 |
1.1630 |
1.1674 |
| PP |
1.1605 |
1.1605 |
1.1605 |
1.1614 |
| S1 |
1.1570 |
1.1570 |
1.1614 |
1.1588 |
| S2 |
1.1519 |
1.1519 |
1.1606 |
|
| S3 |
1.1432 |
1.1484 |
1.1598 |
|
| S4 |
1.1346 |
1.1397 |
1.1574 |
|
|
| 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 |
1.1640 |
1.1392 |
0.0249 |
2.1% |
0.0086 |
0.7% |
93% |
True |
False |
219,784 |
| 10 |
1.1640 |
1.1270 |
0.0370 |
3.2% |
0.0079 |
0.7% |
95% |
True |
False |
203,320 |
| 20 |
1.1640 |
1.1202 |
0.0438 |
3.8% |
0.0080 |
0.7% |
96% |
True |
False |
191,082 |
| 40 |
1.1640 |
1.1018 |
0.0623 |
5.4% |
0.0089 |
0.8% |
97% |
True |
False |
156,291 |
| 60 |
1.1640 |
1.0797 |
0.0843 |
7.3% |
0.0087 |
0.7% |
98% |
True |
False |
104,543 |
| 80 |
1.1640 |
1.0763 |
0.0877 |
7.5% |
0.0088 |
0.8% |
98% |
True |
False |
78,499 |
| 100 |
1.1640 |
1.0701 |
0.0940 |
8.1% |
0.0103 |
0.9% |
98% |
True |
False |
62,934 |
| 120 |
1.1640 |
1.0701 |
0.0940 |
8.1% |
0.0095 |
0.8% |
98% |
True |
False |
52,493 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2008 |
|
2.618 |
1.1866 |
|
1.618 |
1.1780 |
|
1.000 |
1.1727 |
|
0.618 |
1.1693 |
|
HIGH |
1.1640 |
|
0.618 |
1.1607 |
|
0.500 |
1.1597 |
|
0.382 |
1.1587 |
|
LOW |
1.1554 |
|
0.618 |
1.1500 |
|
1.000 |
1.1467 |
|
1.618 |
1.1414 |
|
2.618 |
1.1327 |
|
4.250 |
1.1186 |
|
|
| Fisher Pivots for day following 23-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1614 |
1.1594 |
| PP |
1.1605 |
1.1566 |
| S1 |
1.1597 |
1.1538 |
|