CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 27-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2020 |
27-May-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0923 |
1.1024 |
0.0101 |
0.9% |
1.0858 |
| High |
1.1042 |
1.1078 |
0.0036 |
0.3% |
1.1055 |
| Low |
1.0920 |
1.0984 |
0.0064 |
0.6% |
1.0850 |
| Close |
1.1042 |
1.1038 |
-0.0004 |
0.0% |
1.0935 |
| Range |
0.0122 |
0.0094 |
-0.0028 |
-23.0% |
0.0206 |
| ATR |
0.0083 |
0.0084 |
0.0001 |
0.9% |
0.0000 |
| Volume |
93 |
66 |
-27 |
-29.0% |
522 |
|
| Daily Pivots for day following 27-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1315 |
1.1270 |
1.1089 |
|
| R3 |
1.1221 |
1.1176 |
1.1063 |
|
| R2 |
1.1127 |
1.1127 |
1.1055 |
|
| R1 |
1.1082 |
1.1082 |
1.1046 |
1.1105 |
| PP |
1.1033 |
1.1033 |
1.1033 |
1.1044 |
| S1 |
1.0988 |
1.0988 |
1.1029 |
1.1011 |
| S2 |
1.0939 |
1.0939 |
1.1020 |
|
| S3 |
1.0845 |
1.0894 |
1.1012 |
|
| S4 |
1.0751 |
1.0800 |
1.0986 |
|
|
| 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 |
1.1078 |
1.0920 |
0.0158 |
1.4% |
0.0075 |
0.7% |
75% |
True |
False |
116 |
| 10 |
1.1078 |
1.0826 |
0.0252 |
2.3% |
0.0074 |
0.7% |
84% |
True |
False |
79 |
| 20 |
1.1078 |
1.0824 |
0.0254 |
2.3% |
0.0072 |
0.6% |
84% |
True |
False |
165 |
| 40 |
1.1141 |
1.0789 |
0.0353 |
3.2% |
0.0075 |
0.7% |
71% |
False |
False |
109 |
| 60 |
1.1601 |
1.0730 |
0.0871 |
7.9% |
0.0099 |
0.9% |
35% |
False |
False |
120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1477 |
|
2.618 |
1.1324 |
|
1.618 |
1.1230 |
|
1.000 |
1.1172 |
|
0.618 |
1.1136 |
|
HIGH |
1.1078 |
|
0.618 |
1.1042 |
|
0.500 |
1.1031 |
|
0.382 |
1.1019 |
|
LOW |
1.0984 |
|
0.618 |
1.0925 |
|
1.000 |
1.0890 |
|
1.618 |
1.0831 |
|
2.618 |
1.0737 |
|
4.250 |
1.0584 |
|
|
| Fisher Pivots for day following 27-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1035 |
1.1025 |
| PP |
1.1033 |
1.1012 |
| S1 |
1.1031 |
1.0999 |
|