CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 01-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2020 |
01-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1132 |
1.1193 |
0.0061 |
0.5% |
1.0923 |
| High |
1.1192 |
1.1200 |
0.0009 |
0.1% |
1.1192 |
| Low |
1.1119 |
1.1150 |
0.0031 |
0.3% |
1.0920 |
| Close |
1.1146 |
1.1180 |
0.0035 |
0.3% |
1.1146 |
| Range |
0.0073 |
0.0051 |
-0.0022 |
-30.3% |
0.0272 |
| ATR |
0.0084 |
0.0082 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
38 |
10 |
-28 |
-73.7% |
301 |
|
| Daily Pivots for day following 01-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1328 |
1.1305 |
1.1208 |
|
| R3 |
1.1278 |
1.1254 |
1.1194 |
|
| R2 |
1.1227 |
1.1227 |
1.1189 |
|
| R1 |
1.1204 |
1.1204 |
1.1185 |
1.1190 |
| PP |
1.1177 |
1.1177 |
1.1177 |
1.1170 |
| S1 |
1.1153 |
1.1153 |
1.1175 |
1.1140 |
| S2 |
1.1126 |
1.1126 |
1.1171 |
|
| S3 |
1.1076 |
1.1103 |
1.1166 |
|
| S4 |
1.1025 |
1.1052 |
1.1152 |
|
|
| Weekly Pivots for week ending 29-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1902 |
1.1796 |
1.1295 |
|
| R3 |
1.1630 |
1.1524 |
1.1220 |
|
| R2 |
1.1358 |
1.1358 |
1.1195 |
|
| R1 |
1.1252 |
1.1252 |
1.1170 |
1.1305 |
| PP |
1.1086 |
1.1086 |
1.1086 |
1.1112 |
| S1 |
1.0980 |
1.0980 |
1.1121 |
1.1033 |
| S2 |
1.0814 |
1.0814 |
1.1096 |
|
| S3 |
1.0542 |
1.0708 |
1.1071 |
|
| S4 |
1.0270 |
1.0436 |
1.0996 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1200 |
1.0920 |
0.0281 |
2.5% |
0.0088 |
0.8% |
93% |
True |
False |
62 |
| 10 |
1.1200 |
1.0850 |
0.0351 |
3.1% |
0.0079 |
0.7% |
94% |
True |
False |
83 |
| 20 |
1.1200 |
1.0824 |
0.0377 |
3.4% |
0.0070 |
0.6% |
95% |
True |
False |
146 |
| 40 |
1.1200 |
1.0789 |
0.0412 |
3.7% |
0.0071 |
0.6% |
95% |
True |
False |
110 |
| 60 |
1.1601 |
1.0730 |
0.0871 |
7.8% |
0.0098 |
0.9% |
52% |
False |
False |
119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1415 |
|
2.618 |
1.1332 |
|
1.618 |
1.1282 |
|
1.000 |
1.1251 |
|
0.618 |
1.1231 |
|
HIGH |
1.1200 |
|
0.618 |
1.1181 |
|
0.500 |
1.1175 |
|
0.382 |
1.1169 |
|
LOW |
1.1150 |
|
0.618 |
1.1118 |
|
1.000 |
1.1099 |
|
1.618 |
1.1068 |
|
2.618 |
1.1017 |
|
4.250 |
1.0935 |
|
|
| Fisher Pivots for day following 01-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1178 |
1.1160 |
| PP |
1.1177 |
1.1140 |
| S1 |
1.1175 |
1.1120 |
|