CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 02-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2020 |
02-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1193 |
1.1215 |
0.0022 |
0.2% |
1.0923 |
| High |
1.1200 |
1.1244 |
0.0044 |
0.4% |
1.1192 |
| Low |
1.1150 |
1.1164 |
0.0015 |
0.1% |
1.0920 |
| Close |
1.1180 |
1.1220 |
0.0040 |
0.4% |
1.1146 |
| Range |
0.0051 |
0.0080 |
0.0029 |
57.4% |
0.0272 |
| ATR |
0.0082 |
0.0082 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
10 |
84 |
74 |
740.0% |
301 |
|
| Daily Pivots for day following 02-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1448 |
1.1413 |
1.1264 |
|
| R3 |
1.1368 |
1.1334 |
1.1242 |
|
| R2 |
1.1289 |
1.1289 |
1.1235 |
|
| R1 |
1.1254 |
1.1254 |
1.1227 |
1.1272 |
| PP |
1.1209 |
1.1209 |
1.1209 |
1.1218 |
| S1 |
1.1175 |
1.1175 |
1.1213 |
1.1192 |
| S2 |
1.1130 |
1.1130 |
1.1205 |
|
| S3 |
1.1050 |
1.1095 |
1.1198 |
|
| S4 |
1.0971 |
1.1016 |
1.1176 |
|
|
| 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 |
1.1244 |
1.0984 |
0.0260 |
2.3% |
0.0079 |
0.7% |
91% |
True |
False |
60 |
| 10 |
1.1244 |
1.0920 |
0.0324 |
2.9% |
0.0075 |
0.7% |
93% |
True |
False |
82 |
| 20 |
1.1244 |
1.0824 |
0.0420 |
3.7% |
0.0071 |
0.6% |
94% |
True |
False |
144 |
| 40 |
1.1244 |
1.0789 |
0.0455 |
4.1% |
0.0071 |
0.6% |
95% |
True |
False |
111 |
| 60 |
1.1601 |
1.0730 |
0.0871 |
7.8% |
0.0099 |
0.9% |
56% |
False |
False |
118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1581 |
|
2.618 |
1.1452 |
|
1.618 |
1.1372 |
|
1.000 |
1.1323 |
|
0.618 |
1.1293 |
|
HIGH |
1.1244 |
|
0.618 |
1.1213 |
|
0.500 |
1.1204 |
|
0.382 |
1.1194 |
|
LOW |
1.1164 |
|
0.618 |
1.1115 |
|
1.000 |
1.1085 |
|
1.618 |
1.1035 |
|
2.618 |
1.0956 |
|
4.250 |
1.0826 |
|
|
| Fisher Pivots for day following 02-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1215 |
1.1207 |
| PP |
1.1209 |
1.1194 |
| S1 |
1.1204 |
1.1181 |
|