CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 18-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2020 |
18-May-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0899 |
1.0858 |
-0.0041 |
-0.4% |
1.0885 |
| High |
1.0899 |
1.0976 |
0.0078 |
0.7% |
1.0943 |
| Low |
1.0856 |
1.0850 |
-0.0007 |
-0.1% |
1.0826 |
| Close |
1.0864 |
1.0964 |
0.0101 |
0.9% |
1.0864 |
| Range |
0.0043 |
0.0127 |
0.0084 |
197.6% |
0.0117 |
| ATR |
0.0080 |
0.0084 |
0.0003 |
4.1% |
0.0000 |
| Volume |
75 |
90 |
15 |
20.0% |
544 |
|
| Daily Pivots for day following 18-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1309 |
1.1263 |
1.1034 |
|
| R3 |
1.1183 |
1.1137 |
1.0999 |
|
| R2 |
1.1056 |
1.1056 |
1.0987 |
|
| R1 |
1.1010 |
1.1010 |
1.0976 |
1.1033 |
| PP |
1.0930 |
1.0930 |
1.0930 |
1.0941 |
| S1 |
1.0884 |
1.0884 |
1.0952 |
1.0907 |
| S2 |
1.0803 |
1.0803 |
1.0941 |
|
| S3 |
1.0677 |
1.0757 |
1.0929 |
|
| S4 |
1.0550 |
1.0631 |
1.0894 |
|
|
| 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 |
1.0976 |
1.0826 |
0.0150 |
1.4% |
0.0077 |
0.7% |
92% |
True |
False |
66 |
| 10 |
1.0976 |
1.0824 |
0.0153 |
1.4% |
0.0068 |
0.6% |
92% |
True |
False |
206 |
| 20 |
1.1072 |
1.0789 |
0.0284 |
2.6% |
0.0071 |
0.6% |
62% |
False |
False |
155 |
| 40 |
1.1243 |
1.0730 |
0.0513 |
4.7% |
0.0084 |
0.8% |
46% |
False |
False |
113 |
| 60 |
1.1601 |
1.0730 |
0.0871 |
7.9% |
0.0098 |
0.9% |
27% |
False |
False |
125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1514 |
|
2.618 |
1.1307 |
|
1.618 |
1.1181 |
|
1.000 |
1.1103 |
|
0.618 |
1.1054 |
|
HIGH |
1.0976 |
|
0.618 |
1.0928 |
|
0.500 |
1.0913 |
|
0.382 |
1.0898 |
|
LOW |
1.0850 |
|
0.618 |
1.0771 |
|
1.000 |
1.0723 |
|
1.618 |
1.0645 |
|
2.618 |
1.0518 |
|
4.250 |
1.0312 |
|
|
| Fisher Pivots for day following 18-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0947 |
1.0943 |
| PP |
1.0930 |
1.0922 |
| S1 |
1.0913 |
1.0901 |
|