CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 08-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2020 |
08-May-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0835 |
1.0882 |
0.0047 |
0.4% |
1.1000 |
| High |
1.0881 |
1.0924 |
0.0043 |
0.4% |
1.1000 |
| Low |
1.0824 |
1.0867 |
0.0044 |
0.4% |
1.0824 |
| Close |
1.0878 |
1.0894 |
0.0016 |
0.1% |
1.0894 |
| Range |
0.0058 |
0.0057 |
-0.0001 |
-1.7% |
0.0177 |
| ATR |
0.0090 |
0.0087 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
632 |
74 |
-558 |
-88.3% |
1,544 |
|
| Daily Pivots for day following 08-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1064 |
1.1035 |
1.0925 |
|
| R3 |
1.1008 |
1.0979 |
1.0909 |
|
| R2 |
1.0951 |
1.0951 |
1.0904 |
|
| R1 |
1.0922 |
1.0922 |
1.0899 |
1.0937 |
| PP |
1.0895 |
1.0895 |
1.0895 |
1.0902 |
| S1 |
1.0866 |
1.0866 |
1.0888 |
1.0880 |
| S2 |
1.0838 |
1.0838 |
1.0883 |
|
| S3 |
1.0782 |
1.0809 |
1.0878 |
|
| S4 |
1.0725 |
1.0753 |
1.0862 |
|
|
| Weekly Pivots for week ending 08-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1435 |
1.1341 |
1.0991 |
|
| R3 |
1.1259 |
1.1164 |
1.0942 |
|
| R2 |
1.1082 |
1.1082 |
1.0926 |
|
| R1 |
1.0988 |
1.0988 |
1.0910 |
1.0947 |
| PP |
1.0906 |
1.0906 |
1.0906 |
1.0885 |
| S1 |
1.0811 |
1.0811 |
1.0877 |
1.0770 |
| S2 |
1.0729 |
1.0729 |
1.0861 |
|
| S3 |
1.0553 |
1.0635 |
1.0845 |
|
| S4 |
1.0376 |
1.0458 |
1.0796 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1164 |
|
2.618 |
1.1071 |
|
1.618 |
1.1015 |
|
1.000 |
1.0980 |
|
0.618 |
1.0958 |
|
HIGH |
1.0924 |
|
0.618 |
1.0902 |
|
0.500 |
1.0895 |
|
0.382 |
1.0889 |
|
LOW |
1.0867 |
|
0.618 |
1.0832 |
|
1.000 |
1.0811 |
|
1.618 |
1.0776 |
|
2.618 |
1.0719 |
|
4.250 |
1.0627 |
|
|
| Fisher Pivots for day following 08-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0895 |
1.0887 |
| PP |
1.0895 |
1.0880 |
| S1 |
1.0894 |
1.0874 |
|