CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 05-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2020 |
05-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1254 |
1.1385 |
0.0131 |
1.2% |
1.1193 |
| High |
1.1412 |
1.1428 |
0.0016 |
0.1% |
1.1428 |
| Low |
1.1245 |
1.1328 |
0.0084 |
0.7% |
1.1150 |
| Close |
1.1399 |
1.1343 |
-0.0057 |
-0.5% |
1.1343 |
| Range |
0.0168 |
0.0100 |
-0.0068 |
-40.6% |
0.0278 |
| ATR |
0.0088 |
0.0089 |
0.0001 |
0.9% |
0.0000 |
| Volume |
542 |
118 |
-424 |
-78.2% |
882 |
|
| Daily Pivots for day following 05-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1665 |
1.1603 |
1.1397 |
|
| R3 |
1.1565 |
1.1504 |
1.1370 |
|
| R2 |
1.1466 |
1.1466 |
1.1361 |
|
| R1 |
1.1404 |
1.1404 |
1.1352 |
1.1385 |
| PP |
1.1366 |
1.1366 |
1.1366 |
1.1357 |
| S1 |
1.1305 |
1.1305 |
1.1333 |
1.1286 |
| S2 |
1.1267 |
1.1267 |
1.1324 |
|
| S3 |
1.1167 |
1.1205 |
1.1315 |
|
| S4 |
1.1068 |
1.1106 |
1.1288 |
|
|
| Weekly Pivots for week ending 05-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2141 |
1.2020 |
1.1495 |
|
| R3 |
1.1863 |
1.1742 |
1.1419 |
|
| R2 |
1.1585 |
1.1585 |
1.1393 |
|
| R1 |
1.1464 |
1.1464 |
1.1368 |
1.1524 |
| PP |
1.1307 |
1.1307 |
1.1307 |
1.1337 |
| S1 |
1.1186 |
1.1186 |
1.1317 |
1.1246 |
| S2 |
1.1029 |
1.1029 |
1.1292 |
|
| S3 |
1.0751 |
1.0908 |
1.1266 |
|
| S4 |
1.0473 |
1.0630 |
1.1190 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1428 |
1.1150 |
0.0278 |
2.5% |
0.0096 |
0.8% |
69% |
True |
False |
176 |
| 10 |
1.1428 |
1.0920 |
0.0508 |
4.5% |
0.0089 |
0.8% |
83% |
True |
False |
118 |
| 20 |
1.1428 |
1.0826 |
0.0602 |
5.3% |
0.0079 |
0.7% |
86% |
True |
False |
116 |
| 40 |
1.1428 |
1.0789 |
0.0639 |
5.6% |
0.0074 |
0.7% |
87% |
True |
False |
125 |
| 60 |
1.1428 |
1.0730 |
0.0698 |
6.1% |
0.0098 |
0.9% |
88% |
True |
False |
124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1850 |
|
2.618 |
1.1688 |
|
1.618 |
1.1588 |
|
1.000 |
1.1527 |
|
0.618 |
1.1489 |
|
HIGH |
1.1428 |
|
0.618 |
1.1389 |
|
0.500 |
1.1378 |
|
0.382 |
1.1366 |
|
LOW |
1.1328 |
|
0.618 |
1.1267 |
|
1.000 |
1.1229 |
|
1.618 |
1.1167 |
|
2.618 |
1.1068 |
|
4.250 |
1.0905 |
|
|
| Fisher Pivots for day following 05-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1378 |
1.1336 |
| PP |
1.1366 |
1.1330 |
| S1 |
1.1354 |
1.1324 |
|