CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 05-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2020 |
05-May-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1000 |
1.0897 |
-0.0103 |
-0.9% |
1.0890 |
| High |
1.1000 |
1.0976 |
-0.0024 |
-0.2% |
1.1072 |
| Low |
1.0950 |
1.0881 |
-0.0069 |
-0.6% |
1.0873 |
| Close |
1.0960 |
1.0905 |
-0.0055 |
-0.5% |
1.1033 |
| Range |
0.0051 |
0.0095 |
0.0045 |
88.1% |
0.0200 |
| ATR |
0.0094 |
0.0094 |
0.0000 |
0.1% |
0.0000 |
| Volume |
115 |
11 |
-104 |
-90.4% |
647 |
|
| Daily Pivots for day following 05-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1206 |
1.1150 |
1.0957 |
|
| R3 |
1.1111 |
1.1055 |
1.0931 |
|
| R2 |
1.1016 |
1.1016 |
1.0922 |
|
| R1 |
1.0960 |
1.0960 |
1.0914 |
1.0988 |
| PP |
1.0921 |
1.0921 |
1.0921 |
1.0935 |
| S1 |
1.0865 |
1.0865 |
1.0896 |
1.0893 |
| S2 |
1.0826 |
1.0826 |
1.0888 |
|
| S3 |
1.0731 |
1.0770 |
1.0879 |
|
| S4 |
1.0636 |
1.0675 |
1.0853 |
|
|
| Weekly Pivots for week ending 01-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1591 |
1.1512 |
1.1143 |
|
| R3 |
1.1392 |
1.1312 |
1.1088 |
|
| R2 |
1.1192 |
1.1192 |
1.1070 |
|
| R1 |
1.1113 |
1.1113 |
1.1051 |
1.1152 |
| PP |
1.0993 |
1.0993 |
1.0993 |
1.1012 |
| S1 |
1.0913 |
1.0913 |
1.1015 |
1.0953 |
| S2 |
1.0793 |
1.0793 |
1.0996 |
|
| S3 |
1.0594 |
1.0714 |
1.0978 |
|
| S4 |
1.0394 |
1.0514 |
1.0923 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1380 |
|
2.618 |
1.1225 |
|
1.618 |
1.1130 |
|
1.000 |
1.1071 |
|
0.618 |
1.1035 |
|
HIGH |
1.0976 |
|
0.618 |
1.0940 |
|
0.500 |
1.0929 |
|
0.382 |
1.0917 |
|
LOW |
1.0881 |
|
0.618 |
1.0822 |
|
1.000 |
1.0786 |
|
1.618 |
1.0727 |
|
2.618 |
1.0632 |
|
4.250 |
1.0477 |
|
|
| Fisher Pivots for day following 05-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0929 |
1.0977 |
| PP |
1.0921 |
1.0953 |
| S1 |
1.0913 |
1.0929 |
|