CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 08-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2020 |
08-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1385 |
1.1351 |
-0.0034 |
-0.3% |
1.1193 |
| High |
1.1428 |
1.1367 |
-0.0061 |
-0.5% |
1.1428 |
| Low |
1.1328 |
1.1318 |
-0.0010 |
-0.1% |
1.1150 |
| Close |
1.1343 |
1.1353 |
0.0011 |
0.1% |
1.1343 |
| Range |
0.0100 |
0.0049 |
-0.0051 |
-50.8% |
0.0278 |
| ATR |
0.0089 |
0.0086 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
118 |
130 |
12 |
10.2% |
882 |
|
| Daily Pivots for day following 08-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1493 |
1.1472 |
1.1380 |
|
| R3 |
1.1444 |
1.1423 |
1.1366 |
|
| R2 |
1.1395 |
1.1395 |
1.1362 |
|
| R1 |
1.1374 |
1.1374 |
1.1357 |
1.1385 |
| PP |
1.1346 |
1.1346 |
1.1346 |
1.1351 |
| S1 |
1.1325 |
1.1325 |
1.1349 |
1.1336 |
| S2 |
1.1297 |
1.1297 |
1.1344 |
|
| S3 |
1.1248 |
1.1276 |
1.1340 |
|
| S4 |
1.1199 |
1.1227 |
1.1326 |
|
|
| 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 |
1.1164 |
0.0264 |
2.3% |
0.0096 |
0.8% |
72% |
False |
False |
200 |
| 10 |
1.1428 |
1.0920 |
0.0508 |
4.5% |
0.0092 |
0.8% |
85% |
False |
False |
131 |
| 20 |
1.1428 |
1.0826 |
0.0602 |
5.3% |
0.0079 |
0.7% |
88% |
False |
False |
118 |
| 40 |
1.1428 |
1.0789 |
0.0639 |
5.6% |
0.0073 |
0.6% |
88% |
False |
False |
128 |
| 60 |
1.1428 |
1.0730 |
0.0698 |
6.1% |
0.0095 |
0.8% |
89% |
False |
False |
125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1575 |
|
2.618 |
1.1495 |
|
1.618 |
1.1446 |
|
1.000 |
1.1416 |
|
0.618 |
1.1397 |
|
HIGH |
1.1367 |
|
0.618 |
1.1348 |
|
0.500 |
1.1343 |
|
0.382 |
1.1337 |
|
LOW |
1.1318 |
|
0.618 |
1.1288 |
|
1.000 |
1.1269 |
|
1.618 |
1.1239 |
|
2.618 |
1.1190 |
|
4.250 |
1.1110 |
|
|
| Fisher Pivots for day following 08-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1350 |
1.1347 |
| PP |
1.1346 |
1.1342 |
| S1 |
1.1343 |
1.1336 |
|