CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 13-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2020 |
13-May-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0907 |
1.0900 |
-0.0007 |
-0.1% |
1.1000 |
| High |
1.0935 |
1.0943 |
0.0008 |
0.1% |
1.1000 |
| Low |
1.0841 |
1.0864 |
0.0023 |
0.2% |
1.0824 |
| Close |
1.0905 |
1.0865 |
-0.0040 |
-0.4% |
1.0894 |
| Range |
0.0094 |
0.0079 |
-0.0015 |
-16.0% |
0.0177 |
| ATR |
0.0085 |
0.0084 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
127 |
17 |
-110 |
-86.6% |
1,544 |
|
| Daily Pivots for day following 13-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1127 |
1.1075 |
1.0908 |
|
| R3 |
1.1048 |
1.0996 |
1.0887 |
|
| R2 |
1.0969 |
1.0969 |
1.0879 |
|
| R1 |
1.0917 |
1.0917 |
1.0872 |
1.0904 |
| PP |
1.0890 |
1.0890 |
1.0890 |
1.0884 |
| S1 |
1.0838 |
1.0838 |
1.0858 |
1.0825 |
| S2 |
1.0811 |
1.0811 |
1.0851 |
|
| S3 |
1.0732 |
1.0759 |
1.0843 |
|
| S4 |
1.0653 |
1.0680 |
1.0822 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0943 |
1.0824 |
0.0119 |
1.1% |
0.0065 |
0.6% |
35% |
True |
False |
230 |
| 10 |
1.1072 |
1.0824 |
0.0249 |
2.3% |
0.0072 |
0.7% |
17% |
False |
False |
233 |
| 20 |
1.1072 |
1.0789 |
0.0284 |
2.6% |
0.0068 |
0.6% |
27% |
False |
False |
155 |
| 40 |
1.1243 |
1.0730 |
0.0513 |
4.7% |
0.0097 |
0.9% |
26% |
False |
False |
128 |
| 60 |
1.1601 |
1.0730 |
0.0871 |
8.0% |
0.0096 |
0.9% |
15% |
False |
False |
123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1278 |
|
2.618 |
1.1149 |
|
1.618 |
1.1070 |
|
1.000 |
1.1022 |
|
0.618 |
1.0991 |
|
HIGH |
1.0943 |
|
0.618 |
1.0912 |
|
0.500 |
1.0903 |
|
0.382 |
1.0894 |
|
LOW |
1.0864 |
|
0.618 |
1.0815 |
|
1.000 |
1.0785 |
|
1.618 |
1.0736 |
|
2.618 |
1.0657 |
|
4.250 |
1.0528 |
|
|
| Fisher Pivots for day following 13-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0903 |
1.0892 |
| PP |
1.0890 |
1.0883 |
| S1 |
1.0878 |
1.0874 |
|