CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 07-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2020 |
07-May-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0858 |
1.0835 |
-0.0023 |
-0.2% |
1.0890 |
| High |
1.0877 |
1.0881 |
0.0004 |
0.0% |
1.1072 |
| Low |
1.0838 |
1.0824 |
-0.0014 |
-0.1% |
1.0873 |
| Close |
1.0858 |
1.0878 |
0.0021 |
0.2% |
1.1033 |
| Range |
0.0040 |
0.0058 |
0.0018 |
45.6% |
0.0200 |
| ATR |
0.0092 |
0.0090 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
712 |
632 |
-80 |
-11.2% |
647 |
|
| Daily Pivots for day following 07-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1033 |
1.1013 |
1.0910 |
|
| R3 |
1.0976 |
1.0956 |
1.0894 |
|
| R2 |
1.0918 |
1.0918 |
1.0889 |
|
| R1 |
1.0898 |
1.0898 |
1.0883 |
1.0908 |
| PP |
1.0861 |
1.0861 |
1.0861 |
1.0866 |
| S1 |
1.0841 |
1.0841 |
1.0873 |
1.0851 |
| S2 |
1.0803 |
1.0803 |
1.0867 |
|
| S3 |
1.0746 |
1.0783 |
1.0862 |
|
| S4 |
1.0688 |
1.0726 |
1.0846 |
|
|
| 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 |
1.1125 |
|
2.618 |
1.1032 |
|
1.618 |
1.0974 |
|
1.000 |
1.0939 |
|
0.618 |
1.0917 |
|
HIGH |
1.0881 |
|
0.618 |
1.0859 |
|
0.500 |
1.0852 |
|
0.382 |
1.0845 |
|
LOW |
1.0824 |
|
0.618 |
1.0788 |
|
1.000 |
1.0766 |
|
1.618 |
1.0730 |
|
2.618 |
1.0673 |
|
4.250 |
1.0579 |
|
|
| Fisher Pivots for day following 07-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0869 |
1.0900 |
| PP |
1.0861 |
1.0893 |
| S1 |
1.0852 |
1.0885 |
|