CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 22-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2020 |
22-May-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1019 |
1.0943 |
-0.0076 |
-0.7% |
1.0858 |
| High |
1.1055 |
1.0953 |
-0.0103 |
-0.9% |
1.1055 |
| Low |
1.0985 |
1.0935 |
-0.0051 |
-0.5% |
1.0850 |
| Close |
1.1004 |
1.0935 |
-0.0069 |
-0.6% |
1.0935 |
| Range |
0.0070 |
0.0018 |
-0.0052 |
-74.3% |
0.0206 |
| ATR |
0.0081 |
0.0080 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
278 |
6 |
-272 |
-97.8% |
522 |
|
| Daily Pivots for day following 22-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0995 |
1.0983 |
1.0945 |
|
| R3 |
1.0977 |
1.0965 |
1.0940 |
|
| R2 |
1.0959 |
1.0959 |
1.0938 |
|
| R1 |
1.0947 |
1.0947 |
1.0937 |
1.0944 |
| PP |
1.0941 |
1.0941 |
1.0941 |
1.0939 |
| S1 |
1.0929 |
1.0929 |
1.0933 |
1.0926 |
| S2 |
1.0923 |
1.0923 |
1.0932 |
|
| S3 |
1.0905 |
1.0911 |
1.0930 |
|
| S4 |
1.0887 |
1.0893 |
1.0925 |
|
|
| Weekly Pivots for week ending 22-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1563 |
1.1455 |
1.1048 |
|
| R3 |
1.1358 |
1.1249 |
1.0992 |
|
| R2 |
1.1152 |
1.1152 |
1.0973 |
|
| R1 |
1.1044 |
1.1044 |
1.0954 |
1.1098 |
| PP |
1.0947 |
1.0947 |
1.0947 |
1.0974 |
| S1 |
1.0838 |
1.0838 |
1.0916 |
1.0892 |
| S2 |
1.0741 |
1.0741 |
1.0897 |
|
| S3 |
1.0536 |
1.0633 |
1.0878 |
|
| S4 |
1.0330 |
1.0427 |
1.0822 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1055 |
1.0850 |
0.0206 |
1.9% |
0.0071 |
0.6% |
42% |
False |
False |
104 |
| 10 |
1.1055 |
1.0826 |
0.0229 |
2.1% |
0.0065 |
0.6% |
48% |
False |
False |
106 |
| 20 |
1.1072 |
1.0824 |
0.0249 |
2.3% |
0.0066 |
0.6% |
45% |
False |
False |
162 |
| 40 |
1.1243 |
1.0789 |
0.0455 |
4.2% |
0.0078 |
0.7% |
32% |
False |
False |
118 |
| 60 |
1.1601 |
1.0730 |
0.0871 |
8.0% |
0.0099 |
0.9% |
24% |
False |
False |
123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1029 |
|
2.618 |
1.1000 |
|
1.618 |
1.0982 |
|
1.000 |
1.0971 |
|
0.618 |
1.0964 |
|
HIGH |
1.0953 |
|
0.618 |
1.0946 |
|
0.500 |
1.0944 |
|
0.382 |
1.0941 |
|
LOW |
1.0935 |
|
0.618 |
1.0923 |
|
1.000 |
1.0917 |
|
1.618 |
1.0905 |
|
2.618 |
1.0887 |
|
4.250 |
1.0858 |
|
|
| Fisher Pivots for day following 22-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0944 |
1.0995 |
| PP |
1.0941 |
1.0975 |
| S1 |
1.0938 |
1.0955 |
|