CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 26-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2020 |
26-May-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0943 |
1.0923 |
-0.0020 |
-0.2% |
1.0858 |
| High |
1.0953 |
1.1042 |
0.0089 |
0.8% |
1.1055 |
| Low |
1.0935 |
1.0920 |
-0.0015 |
-0.1% |
1.0850 |
| Close |
1.0935 |
1.1042 |
0.0107 |
1.0% |
1.0935 |
| Range |
0.0018 |
0.0122 |
0.0104 |
577.8% |
0.0206 |
| ATR |
0.0080 |
0.0083 |
0.0003 |
3.7% |
0.0000 |
| Volume |
6 |
93 |
87 |
1,450.0% |
522 |
|
| Daily Pivots for day following 26-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1367 |
1.1326 |
1.1109 |
|
| R3 |
1.1245 |
1.1204 |
1.1075 |
|
| R2 |
1.1123 |
1.1123 |
1.1064 |
|
| R1 |
1.1082 |
1.1082 |
1.1053 |
1.1103 |
| PP |
1.1001 |
1.1001 |
1.1001 |
1.1011 |
| S1 |
1.0960 |
1.0960 |
1.1030 |
1.0981 |
| S2 |
1.0879 |
1.0879 |
1.1019 |
|
| S3 |
1.0757 |
1.0838 |
1.1008 |
|
| S4 |
1.0635 |
1.0716 |
1.0974 |
|
|
| 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 |
1.0920 |
0.0136 |
1.2% |
0.0070 |
0.6% |
90% |
False |
True |
105 |
| 10 |
1.1055 |
1.0826 |
0.0229 |
2.1% |
0.0074 |
0.7% |
94% |
False |
False |
85 |
| 20 |
1.1072 |
1.0824 |
0.0249 |
2.3% |
0.0071 |
0.6% |
88% |
False |
False |
164 |
| 40 |
1.1240 |
1.0789 |
0.0452 |
4.1% |
0.0076 |
0.7% |
56% |
False |
False |
113 |
| 60 |
1.1601 |
1.0730 |
0.0871 |
7.9% |
0.0099 |
0.9% |
36% |
False |
False |
122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1560 |
|
2.618 |
1.1361 |
|
1.618 |
1.1239 |
|
1.000 |
1.1164 |
|
0.618 |
1.1117 |
|
HIGH |
1.1042 |
|
0.618 |
1.0995 |
|
0.500 |
1.0981 |
|
0.382 |
1.0966 |
|
LOW |
1.0920 |
|
0.618 |
1.0844 |
|
1.000 |
1.0798 |
|
1.618 |
1.0722 |
|
2.618 |
1.0600 |
|
4.250 |
1.0401 |
|
|
| Fisher Pivots for day following 26-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1021 |
1.1023 |
| PP |
1.1001 |
1.1005 |
| S1 |
1.0981 |
1.0987 |
|