CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 11-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2020 |
11-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1383 |
1.1400 |
0.0017 |
0.1% |
1.1193 |
| High |
1.1466 |
1.1449 |
-0.0017 |
-0.1% |
1.1428 |
| Low |
1.1376 |
1.1338 |
-0.0038 |
-0.3% |
1.1150 |
| Close |
1.1441 |
1.1347 |
-0.0094 |
-0.8% |
1.1343 |
| Range |
0.0090 |
0.0111 |
0.0021 |
23.5% |
0.0278 |
| ATR |
0.0089 |
0.0090 |
0.0002 |
1.8% |
0.0000 |
| Volume |
317 |
528 |
211 |
66.6% |
882 |
|
| Daily Pivots for day following 11-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1709 |
1.1639 |
1.1408 |
|
| R3 |
1.1599 |
1.1528 |
1.1377 |
|
| R2 |
1.1488 |
1.1488 |
1.1367 |
|
| R1 |
1.1418 |
1.1418 |
1.1357 |
1.1398 |
| PP |
1.1378 |
1.1378 |
1.1378 |
1.1368 |
| S1 |
1.1307 |
1.1307 |
1.1337 |
1.1287 |
| S2 |
1.1267 |
1.1267 |
1.1327 |
|
| S3 |
1.1157 |
1.1197 |
1.1317 |
|
| S4 |
1.1046 |
1.1086 |
1.1286 |
|
|
| 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 |
1.1466 |
1.1291 |
0.0175 |
1.5% |
0.0094 |
0.8% |
32% |
False |
False |
247 |
| 10 |
1.1466 |
1.1119 |
0.0347 |
3.1% |
0.0092 |
0.8% |
66% |
False |
False |
204 |
| 20 |
1.1466 |
1.0826 |
0.0640 |
5.6% |
0.0084 |
0.7% |
81% |
False |
False |
146 |
| 40 |
1.1466 |
1.0789 |
0.0677 |
6.0% |
0.0076 |
0.7% |
82% |
False |
False |
150 |
| 60 |
1.1466 |
1.0730 |
0.0736 |
6.5% |
0.0092 |
0.8% |
84% |
False |
False |
134 |
| 80 |
1.1601 |
1.0730 |
0.0871 |
7.7% |
0.0093 |
0.8% |
71% |
False |
False |
128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1918 |
|
2.618 |
1.1738 |
|
1.618 |
1.1627 |
|
1.000 |
1.1559 |
|
0.618 |
1.1517 |
|
HIGH |
1.1449 |
|
0.618 |
1.1406 |
|
0.500 |
1.1393 |
|
0.382 |
1.1380 |
|
LOW |
1.1338 |
|
0.618 |
1.1270 |
|
1.000 |
1.1228 |
|
1.618 |
1.1159 |
|
2.618 |
1.1049 |
|
4.250 |
1.0868 |
|
|
| Fisher Pivots for day following 11-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1393 |
1.1378 |
| PP |
1.1378 |
1.1368 |
| S1 |
1.1362 |
1.1357 |
|