CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 28-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2020 |
28-May-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1024 |
1.1052 |
0.0029 |
0.3% |
1.0858 |
| High |
1.1078 |
1.1140 |
0.0062 |
0.6% |
1.1055 |
| Low |
1.0984 |
1.1041 |
0.0057 |
0.5% |
1.0850 |
| Close |
1.1038 |
1.1137 |
0.0099 |
0.9% |
1.0935 |
| Range |
0.0094 |
0.0099 |
0.0005 |
5.3% |
0.0206 |
| ATR |
0.0084 |
0.0085 |
0.0001 |
1.5% |
0.0000 |
| Volume |
66 |
104 |
38 |
57.6% |
522 |
|
| Daily Pivots for day following 28-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1403 |
1.1369 |
1.1191 |
|
| R3 |
1.1304 |
1.1270 |
1.1164 |
|
| R2 |
1.1205 |
1.1205 |
1.1155 |
|
| R1 |
1.1171 |
1.1171 |
1.1146 |
1.1188 |
| PP |
1.1106 |
1.1106 |
1.1106 |
1.1114 |
| S1 |
1.1072 |
1.1072 |
1.1127 |
1.1089 |
| S2 |
1.1007 |
1.1007 |
1.1118 |
|
| S3 |
1.0908 |
1.0973 |
1.1109 |
|
| S4 |
1.0809 |
1.0874 |
1.1082 |
|
|
| 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 |
1.1140 |
1.0920 |
0.0220 |
2.0% |
0.0081 |
0.7% |
99% |
True |
False |
109 |
| 10 |
1.1140 |
1.0826 |
0.0314 |
2.8% |
0.0076 |
0.7% |
99% |
True |
False |
88 |
| 20 |
1.1140 |
1.0824 |
0.0316 |
2.8% |
0.0074 |
0.7% |
99% |
True |
False |
160 |
| 40 |
1.1140 |
1.0789 |
0.0351 |
3.2% |
0.0074 |
0.7% |
99% |
True |
False |
111 |
| 60 |
1.1601 |
1.0730 |
0.0871 |
7.8% |
0.0099 |
0.9% |
47% |
False |
False |
121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1560 |
|
2.618 |
1.1399 |
|
1.618 |
1.1300 |
|
1.000 |
1.1239 |
|
0.618 |
1.1201 |
|
HIGH |
1.1140 |
|
0.618 |
1.1102 |
|
0.500 |
1.1090 |
|
0.382 |
1.1078 |
|
LOW |
1.1041 |
|
0.618 |
1.0979 |
|
1.000 |
1.0942 |
|
1.618 |
1.0880 |
|
2.618 |
1.0781 |
|
4.250 |
1.0620 |
|
|
| Fisher Pivots for day following 28-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1121 |
1.1101 |
| PP |
1.1106 |
1.1065 |
| S1 |
1.1090 |
1.1030 |
|