CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 04-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2020 |
04-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1229 |
1.1254 |
0.0026 |
0.2% |
1.0923 |
| High |
1.1305 |
1.1412 |
0.0108 |
1.0% |
1.1192 |
| Low |
1.1220 |
1.1245 |
0.0025 |
0.2% |
1.0920 |
| Close |
1.1287 |
1.1399 |
0.0112 |
1.0% |
1.1146 |
| Range |
0.0085 |
0.0168 |
0.0083 |
97.1% |
0.0272 |
| ATR |
0.0082 |
0.0088 |
0.0006 |
7.4% |
0.0000 |
| Volume |
128 |
542 |
414 |
323.4% |
301 |
|
| Daily Pivots for day following 04-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1854 |
1.1794 |
1.1491 |
|
| R3 |
1.1687 |
1.1627 |
1.1445 |
|
| R2 |
1.1519 |
1.1519 |
1.1430 |
|
| R1 |
1.1459 |
1.1459 |
1.1414 |
1.1489 |
| PP |
1.1352 |
1.1352 |
1.1352 |
1.1367 |
| S1 |
1.1292 |
1.1292 |
1.1384 |
1.1322 |
| S2 |
1.1184 |
1.1184 |
1.1368 |
|
| S3 |
1.1017 |
1.1124 |
1.1353 |
|
| S4 |
1.0849 |
1.0957 |
1.1307 |
|
|
| 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 |
1.1412 |
1.1119 |
0.0293 |
2.6% |
0.0091 |
0.8% |
96% |
True |
False |
160 |
| 10 |
1.1412 |
1.0920 |
0.0493 |
4.3% |
0.0086 |
0.8% |
97% |
True |
False |
134 |
| 20 |
1.1412 |
1.0824 |
0.0589 |
5.2% |
0.0077 |
0.7% |
98% |
True |
False |
141 |
| 40 |
1.1412 |
1.0789 |
0.0624 |
5.5% |
0.0073 |
0.6% |
98% |
True |
False |
124 |
| 60 |
1.1468 |
1.0730 |
0.0738 |
6.5% |
0.0098 |
0.9% |
91% |
False |
False |
122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2124 |
|
2.618 |
1.1851 |
|
1.618 |
1.1683 |
|
1.000 |
1.1580 |
|
0.618 |
1.1516 |
|
HIGH |
1.1412 |
|
0.618 |
1.1348 |
|
0.500 |
1.1328 |
|
0.382 |
1.1308 |
|
LOW |
1.1245 |
|
0.618 |
1.1141 |
|
1.000 |
1.1077 |
|
1.618 |
1.0973 |
|
2.618 |
1.0806 |
|
4.250 |
1.0533 |
|
|
| Fisher Pivots for day following 04-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1375 |
1.1362 |
| PP |
1.1352 |
1.1325 |
| S1 |
1.1328 |
1.1288 |
|