CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 14-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2020 |
14-May-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0900 |
1.0838 |
-0.0062 |
-0.6% |
1.1000 |
| High |
1.0943 |
1.0871 |
-0.0072 |
-0.7% |
1.1000 |
| Low |
1.0864 |
1.0826 |
-0.0038 |
-0.3% |
1.0824 |
| Close |
1.0865 |
1.0833 |
-0.0033 |
-0.3% |
1.0894 |
| Range |
0.0079 |
0.0045 |
-0.0035 |
-43.7% |
0.0177 |
| ATR |
0.0084 |
0.0082 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
17 |
23 |
6 |
35.3% |
1,544 |
|
| Daily Pivots for day following 14-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0977 |
1.0949 |
1.0857 |
|
| R3 |
1.0932 |
1.0905 |
1.0845 |
|
| R2 |
1.0888 |
1.0888 |
1.0841 |
|
| R1 |
1.0860 |
1.0860 |
1.0837 |
1.0852 |
| PP |
1.0843 |
1.0843 |
1.0843 |
1.0839 |
| S1 |
1.0816 |
1.0816 |
1.0828 |
1.0807 |
| S2 |
1.0799 |
1.0799 |
1.0824 |
|
| S3 |
1.0754 |
1.0771 |
1.0820 |
|
| S4 |
1.0710 |
1.0727 |
1.0808 |
|
|
| 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 |
1.0826 |
0.0117 |
1.1% |
0.0063 |
0.6% |
6% |
False |
True |
108 |
| 10 |
1.1072 |
1.0824 |
0.0249 |
2.3% |
0.0063 |
0.6% |
4% |
False |
False |
203 |
| 20 |
1.1072 |
1.0789 |
0.0284 |
2.6% |
0.0068 |
0.6% |
16% |
False |
False |
151 |
| 40 |
1.1243 |
1.0730 |
0.0513 |
4.7% |
0.0092 |
0.8% |
20% |
False |
False |
118 |
| 60 |
1.1601 |
1.0730 |
0.0871 |
8.0% |
0.0096 |
0.9% |
12% |
False |
False |
123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1060 |
|
2.618 |
1.0987 |
|
1.618 |
1.0943 |
|
1.000 |
1.0915 |
|
0.618 |
1.0898 |
|
HIGH |
1.0871 |
|
0.618 |
1.0854 |
|
0.500 |
1.0848 |
|
0.382 |
1.0843 |
|
LOW |
1.0826 |
|
0.618 |
1.0798 |
|
1.000 |
1.0782 |
|
1.618 |
1.0754 |
|
2.618 |
1.0709 |
|
4.250 |
1.0637 |
|
|
| Fisher Pivots for day following 14-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0848 |
1.0884 |
| PP |
1.0843 |
1.0867 |
| S1 |
1.0838 |
1.0850 |
|