CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 11-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2020 |
11-May-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0882 |
1.0885 |
0.0003 |
0.0% |
1.1000 |
| High |
1.0924 |
1.0896 |
-0.0028 |
-0.3% |
1.1000 |
| Low |
1.0867 |
1.0856 |
-0.0011 |
-0.1% |
1.0824 |
| Close |
1.0894 |
1.0861 |
-0.0033 |
-0.3% |
1.0894 |
| Range |
0.0057 |
0.0040 |
-0.0017 |
-29.2% |
0.0177 |
| ATR |
0.0087 |
0.0084 |
-0.0003 |
-3.9% |
0.0000 |
| Volume |
74 |
302 |
228 |
308.1% |
1,544 |
|
| Daily Pivots for day following 11-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0991 |
1.0966 |
1.0883 |
|
| R3 |
1.0951 |
1.0926 |
1.0872 |
|
| R2 |
1.0911 |
1.0911 |
1.0868 |
|
| R1 |
1.0886 |
1.0886 |
1.0864 |
1.0878 |
| PP |
1.0871 |
1.0871 |
1.0871 |
1.0867 |
| S1 |
1.0846 |
1.0846 |
1.0857 |
1.0838 |
| S2 |
1.0831 |
1.0831 |
1.0853 |
|
| S3 |
1.0791 |
1.0806 |
1.0850 |
|
| S4 |
1.0751 |
1.0766 |
1.0839 |
|
|
| 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 |
1.1066 |
|
2.618 |
1.1001 |
|
1.618 |
1.0961 |
|
1.000 |
1.0936 |
|
0.618 |
1.0921 |
|
HIGH |
1.0896 |
|
0.618 |
1.0881 |
|
0.500 |
1.0876 |
|
0.382 |
1.0871 |
|
LOW |
1.0856 |
|
0.618 |
1.0831 |
|
1.000 |
1.0816 |
|
1.618 |
1.0791 |
|
2.618 |
1.0751 |
|
4.250 |
1.0686 |
|
|
| Fisher Pivots for day following 11-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0876 |
1.0874 |
| PP |
1.0871 |
1.0869 |
| S1 |
1.0866 |
1.0865 |
|