CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 28-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2020 |
28-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1659 |
1.1764 |
0.0105 |
0.9% |
1.1433 |
| High |
1.1794 |
1.1786 |
-0.0008 |
-0.1% |
1.1671 |
| Low |
1.1655 |
1.1712 |
0.0057 |
0.5% |
1.1417 |
| Close |
1.1764 |
1.1736 |
-0.0028 |
-0.2% |
1.1650 |
| Range |
0.0139 |
0.0075 |
-0.0065 |
-46.4% |
0.0255 |
| ATR |
0.0089 |
0.0088 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
266,042 |
211,331 |
-54,711 |
-20.6% |
1,162,012 |
|
| Daily Pivots for day following 28-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1968 |
1.1927 |
1.1777 |
|
| R3 |
1.1894 |
1.1852 |
1.1756 |
|
| R2 |
1.1819 |
1.1819 |
1.1750 |
|
| R1 |
1.1778 |
1.1778 |
1.1743 |
1.1761 |
| PP |
1.1745 |
1.1745 |
1.1745 |
1.1736 |
| S1 |
1.1703 |
1.1703 |
1.1729 |
1.1687 |
| S2 |
1.1670 |
1.1670 |
1.1722 |
|
| S3 |
1.1596 |
1.1629 |
1.1716 |
|
| S4 |
1.1521 |
1.1554 |
1.1695 |
|
|
| 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 |
1.1794 |
1.1521 |
0.0274 |
2.3% |
0.0094 |
0.8% |
79% |
False |
False |
237,003 |
| 10 |
1.1794 |
1.1385 |
0.0410 |
3.5% |
0.0085 |
0.7% |
86% |
False |
False |
218,567 |
| 20 |
1.1794 |
1.1202 |
0.0592 |
5.0% |
0.0085 |
0.7% |
90% |
False |
False |
203,713 |
| 40 |
1.1794 |
1.1141 |
0.0654 |
5.6% |
0.0091 |
0.8% |
91% |
False |
False |
173,152 |
| 60 |
1.1794 |
1.0797 |
0.0997 |
8.5% |
0.0087 |
0.7% |
94% |
False |
False |
116,012 |
| 80 |
1.1794 |
1.0763 |
0.1031 |
8.8% |
0.0086 |
0.7% |
94% |
False |
False |
87,123 |
| 100 |
1.1794 |
1.0701 |
0.1094 |
9.3% |
0.0103 |
0.9% |
95% |
False |
False |
69,834 |
| 120 |
1.1794 |
1.0701 |
0.1094 |
9.3% |
0.0097 |
0.8% |
95% |
False |
False |
58,247 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2103 |
|
2.618 |
1.1981 |
|
1.618 |
1.1907 |
|
1.000 |
1.1861 |
|
0.618 |
1.1832 |
|
HIGH |
1.1786 |
|
0.618 |
1.1758 |
|
0.500 |
1.1749 |
|
0.382 |
1.1740 |
|
LOW |
1.1712 |
|
0.618 |
1.1665 |
|
1.000 |
1.1637 |
|
1.618 |
1.1591 |
|
2.618 |
1.1516 |
|
4.250 |
1.1395 |
|
|
| Fisher Pivots for day following 28-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1749 |
1.1722 |
| PP |
1.1745 |
1.1708 |
| S1 |
1.1740 |
1.1694 |
|