CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 30-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2020 |
30-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1733 |
1.1806 |
0.0073 |
0.6% |
1.1433 |
| High |
1.1819 |
1.1860 |
0.0041 |
0.3% |
1.1671 |
| Low |
1.1726 |
1.1743 |
0.0017 |
0.1% |
1.1417 |
| Close |
1.1778 |
1.1848 |
0.0070 |
0.6% |
1.1650 |
| Range |
0.0093 |
0.0117 |
0.0024 |
25.8% |
0.0255 |
| ATR |
0.0088 |
0.0090 |
0.0002 |
2.3% |
0.0000 |
| Volume |
219,881 |
239,405 |
19,524 |
8.9% |
1,162,012 |
|
| Daily Pivots for day following 30-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2168 |
1.2125 |
1.1912 |
|
| R3 |
1.2051 |
1.2008 |
1.1880 |
|
| R2 |
1.1934 |
1.1934 |
1.1869 |
|
| R1 |
1.1891 |
1.1891 |
1.1858 |
1.1912 |
| PP |
1.1817 |
1.1817 |
1.1817 |
1.1827 |
| S1 |
1.1774 |
1.1774 |
1.1837 |
1.1795 |
| S2 |
1.1700 |
1.1700 |
1.1826 |
|
| S3 |
1.1583 |
1.1657 |
1.1815 |
|
| S4 |
1.1466 |
1.1540 |
1.1783 |
|
|
| 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 |
1.1860 |
1.1595 |
0.0265 |
2.2% |
0.0100 |
0.8% |
95% |
True |
False |
230,089 |
| 10 |
1.1860 |
1.1392 |
0.0468 |
4.0% |
0.0093 |
0.8% |
97% |
True |
False |
224,937 |
| 20 |
1.1860 |
1.1237 |
0.0623 |
5.3% |
0.0088 |
0.7% |
98% |
True |
False |
207,962 |
| 40 |
1.1860 |
1.1190 |
0.0670 |
5.7% |
0.0092 |
0.8% |
98% |
True |
False |
184,030 |
| 60 |
1.1860 |
1.0797 |
0.1063 |
9.0% |
0.0087 |
0.7% |
99% |
True |
False |
123,655 |
| 80 |
1.1860 |
1.0763 |
0.1097 |
9.3% |
0.0087 |
0.7% |
99% |
True |
False |
92,856 |
| 100 |
1.1860 |
1.0701 |
0.1159 |
9.8% |
0.0103 |
0.9% |
99% |
True |
False |
74,417 |
| 120 |
1.1860 |
1.0701 |
0.1159 |
9.8% |
0.0098 |
0.8% |
99% |
True |
False |
62,074 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2357 |
|
2.618 |
1.2166 |
|
1.618 |
1.2049 |
|
1.000 |
1.1977 |
|
0.618 |
1.1932 |
|
HIGH |
1.1860 |
|
0.618 |
1.1815 |
|
0.500 |
1.1801 |
|
0.382 |
1.1787 |
|
LOW |
1.1743 |
|
0.618 |
1.1670 |
|
1.000 |
1.1626 |
|
1.618 |
1.1553 |
|
2.618 |
1.1436 |
|
4.250 |
1.1245 |
|
|
| Fisher Pivots for day following 30-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1832 |
1.1827 |
| PP |
1.1817 |
1.1806 |
| S1 |
1.1801 |
1.1786 |
|