CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 24-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2020 |
24-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1587 |
1.1610 |
0.0023 |
0.2% |
1.1433 |
| High |
1.1640 |
1.1671 |
0.0031 |
0.3% |
1.1671 |
| Low |
1.1554 |
1.1595 |
0.0041 |
0.4% |
1.1417 |
| Close |
1.1622 |
1.1650 |
0.0028 |
0.2% |
1.1650 |
| Range |
0.0087 |
0.0077 |
-0.0010 |
-11.6% |
0.0255 |
| ATR |
0.0085 |
0.0085 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
232,205 |
213,788 |
-18,417 |
-7.9% |
1,162,012 |
|
| Daily Pivots for day following 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1868 |
1.1836 |
1.1692 |
|
| R3 |
1.1792 |
1.1759 |
1.1671 |
|
| R2 |
1.1715 |
1.1715 |
1.1664 |
|
| R1 |
1.1683 |
1.1683 |
1.1657 |
1.1699 |
| PP |
1.1639 |
1.1639 |
1.1639 |
1.1647 |
| S1 |
1.1606 |
1.1606 |
1.1643 |
1.1622 |
| S2 |
1.1562 |
1.1562 |
1.1636 |
|
| S3 |
1.1486 |
1.1530 |
1.1629 |
|
| S4 |
1.1409 |
1.1453 |
1.1608 |
|
|
| Weekly Pivots for week ending 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2343 |
1.2251 |
1.1790 |
|
| R3 |
1.2088 |
1.1996 |
1.1720 |
|
| R2 |
1.1834 |
1.1834 |
1.1697 |
|
| R1 |
1.1742 |
1.1742 |
1.1673 |
1.1788 |
| PP |
1.1579 |
1.1579 |
1.1579 |
1.1602 |
| S1 |
1.1487 |
1.1487 |
1.1627 |
1.1533 |
| S2 |
1.1325 |
1.1325 |
1.1603 |
|
| S3 |
1.1070 |
1.1233 |
1.1580 |
|
| S4 |
1.0816 |
1.0978 |
1.1510 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1671 |
1.1417 |
0.0255 |
2.2% |
0.0088 |
0.8% |
92% |
True |
False |
232,402 |
| 10 |
1.1671 |
1.1318 |
0.0353 |
3.0% |
0.0080 |
0.7% |
94% |
True |
False |
209,412 |
| 20 |
1.1671 |
1.1202 |
0.0469 |
4.0% |
0.0081 |
0.7% |
96% |
True |
False |
193,922 |
| 40 |
1.1671 |
1.1095 |
0.0577 |
4.9% |
0.0089 |
0.8% |
96% |
True |
False |
161,537 |
| 60 |
1.1671 |
1.0797 |
0.0874 |
7.5% |
0.0087 |
0.7% |
98% |
True |
False |
108,097 |
| 80 |
1.1671 |
1.0763 |
0.0908 |
7.8% |
0.0087 |
0.7% |
98% |
True |
False |
81,165 |
| 100 |
1.1671 |
1.0701 |
0.0971 |
8.3% |
0.0103 |
0.9% |
98% |
True |
False |
65,068 |
| 120 |
1.1671 |
1.0701 |
0.0971 |
8.3% |
0.0096 |
0.8% |
98% |
True |
False |
54,273 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1996 |
|
2.618 |
1.1871 |
|
1.618 |
1.1795 |
|
1.000 |
1.1748 |
|
0.618 |
1.1718 |
|
HIGH |
1.1671 |
|
0.618 |
1.1642 |
|
0.500 |
1.1633 |
|
0.382 |
1.1624 |
|
LOW |
1.1595 |
|
0.618 |
1.1547 |
|
1.000 |
1.1518 |
|
1.618 |
1.1471 |
|
2.618 |
1.1394 |
|
4.250 |
1.1269 |
|
|
| Fisher Pivots for day following 24-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1644 |
1.1632 |
| PP |
1.1639 |
1.1614 |
| S1 |
1.1633 |
1.1596 |
|