CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 15-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2020 |
15-May-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0838 |
1.0899 |
0.0061 |
0.6% |
1.0885 |
| High |
1.0871 |
1.0899 |
0.0028 |
0.3% |
1.0943 |
| Low |
1.0826 |
1.0856 |
0.0030 |
0.3% |
1.0826 |
| Close |
1.0833 |
1.0864 |
0.0031 |
0.3% |
1.0864 |
| Range |
0.0045 |
0.0043 |
-0.0002 |
-4.5% |
0.0117 |
| ATR |
0.0082 |
0.0080 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
23 |
75 |
52 |
226.1% |
544 |
|
| Daily Pivots for day following 15-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1000 |
1.0974 |
1.0887 |
|
| R3 |
1.0958 |
1.0932 |
1.0875 |
|
| R2 |
1.0915 |
1.0915 |
1.0871 |
|
| R1 |
1.0889 |
1.0889 |
1.0867 |
1.0881 |
| PP |
1.0873 |
1.0873 |
1.0873 |
1.0869 |
| S1 |
1.0847 |
1.0847 |
1.0860 |
1.0839 |
| S2 |
1.0830 |
1.0830 |
1.0856 |
|
| S3 |
1.0788 |
1.0804 |
1.0852 |
|
| S4 |
1.0745 |
1.0762 |
1.0840 |
|
|
| Weekly Pivots for week ending 15-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1227 |
1.1162 |
1.0928 |
|
| R3 |
1.1110 |
1.1045 |
1.0896 |
|
| R2 |
1.0994 |
1.0994 |
1.0885 |
|
| R1 |
1.0929 |
1.0929 |
1.0874 |
1.0903 |
| PP |
1.0877 |
1.0877 |
1.0877 |
1.0865 |
| S1 |
1.0812 |
1.0812 |
1.0853 |
1.0787 |
| S2 |
1.0761 |
1.0761 |
1.0842 |
|
| S3 |
1.0644 |
1.0696 |
1.0831 |
|
| S4 |
1.0528 |
1.0579 |
1.0799 |
|
|
| 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% |
0.0060 |
0.6% |
32% |
False |
False |
108 |
| 10 |
1.1000 |
1.0824 |
0.0177 |
1.6% |
0.0060 |
0.6% |
23% |
False |
False |
208 |
| 20 |
1.1072 |
1.0789 |
0.0284 |
2.6% |
0.0067 |
0.6% |
26% |
False |
False |
153 |
| 40 |
1.1243 |
1.0730 |
0.0513 |
4.7% |
0.0085 |
0.8% |
26% |
False |
False |
114 |
| 60 |
1.1601 |
1.0730 |
0.0871 |
8.0% |
0.0097 |
0.9% |
15% |
False |
False |
124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1079 |
|
2.618 |
1.1010 |
|
1.618 |
1.0967 |
|
1.000 |
1.0941 |
|
0.618 |
1.0925 |
|
HIGH |
1.0899 |
|
0.618 |
1.0882 |
|
0.500 |
1.0877 |
|
0.382 |
1.0872 |
|
LOW |
1.0856 |
|
0.618 |
1.0830 |
|
1.000 |
1.0814 |
|
1.618 |
1.0787 |
|
2.618 |
1.0745 |
|
4.250 |
1.0675 |
|
|
| Fisher Pivots for day following 15-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0877 |
1.0884 |
| PP |
1.0873 |
1.0877 |
| S1 |
1.0868 |
1.0870 |
|