CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 15-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2020 |
15-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1330 |
1.1285 |
-0.0045 |
-0.4% |
1.1351 |
| High |
1.1384 |
1.1380 |
-0.0005 |
0.0% |
1.1466 |
| Low |
1.1261 |
1.1276 |
0.0015 |
0.1% |
1.1261 |
| Close |
1.1279 |
1.1365 |
0.0086 |
0.8% |
1.1279 |
| Range |
0.0123 |
0.0104 |
-0.0019 |
-15.4% |
0.0205 |
| ATR |
0.0093 |
0.0093 |
0.0001 |
0.9% |
0.0000 |
| Volume |
760 |
513 |
-247 |
-32.5% |
1,881 |
|
| Daily Pivots for day following 15-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1652 |
1.1612 |
1.1422 |
|
| R3 |
1.1548 |
1.1508 |
1.1393 |
|
| R2 |
1.1444 |
1.1444 |
1.1384 |
|
| R1 |
1.1404 |
1.1404 |
1.1374 |
1.1424 |
| PP |
1.1340 |
1.1340 |
1.1340 |
1.1350 |
| S1 |
1.1300 |
1.1300 |
1.1355 |
1.1320 |
| S2 |
1.1236 |
1.1236 |
1.1345 |
|
| S3 |
1.1132 |
1.1196 |
1.1336 |
|
| S4 |
1.1028 |
1.1092 |
1.1307 |
|
|
| Weekly Pivots for week ending 12-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1949 |
1.1818 |
1.1391 |
|
| R3 |
1.1744 |
1.1614 |
1.1335 |
|
| R2 |
1.1540 |
1.1540 |
1.1316 |
|
| R1 |
1.1409 |
1.1409 |
1.1298 |
1.1372 |
| PP |
1.1335 |
1.1335 |
1.1335 |
1.1317 |
| S1 |
1.1205 |
1.1205 |
1.1260 |
1.1168 |
| S2 |
1.1131 |
1.1131 |
1.1242 |
|
| S3 |
1.0926 |
1.1000 |
1.1223 |
|
| S4 |
1.0722 |
1.0796 |
1.1167 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1466 |
1.1261 |
0.0205 |
1.8% |
0.0109 |
1.0% |
51% |
False |
False |
452 |
| 10 |
1.1466 |
1.1164 |
0.0302 |
2.7% |
0.0103 |
0.9% |
67% |
False |
False |
326 |
| 20 |
1.1466 |
1.0850 |
0.0616 |
5.4% |
0.0091 |
0.8% |
84% |
False |
False |
204 |
| 40 |
1.1466 |
1.0789 |
0.0677 |
6.0% |
0.0079 |
0.7% |
85% |
False |
False |
179 |
| 60 |
1.1466 |
1.0730 |
0.0736 |
6.5% |
0.0087 |
0.8% |
86% |
False |
False |
144 |
| 80 |
1.1601 |
1.0730 |
0.0871 |
7.7% |
0.0095 |
0.8% |
73% |
False |
False |
144 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1822 |
|
2.618 |
1.1652 |
|
1.618 |
1.1548 |
|
1.000 |
1.1484 |
|
0.618 |
1.1444 |
|
HIGH |
1.1380 |
|
0.618 |
1.1340 |
|
0.500 |
1.1328 |
|
0.382 |
1.1315 |
|
LOW |
1.1276 |
|
0.618 |
1.1211 |
|
1.000 |
1.1172 |
|
1.618 |
1.1107 |
|
2.618 |
1.1003 |
|
4.250 |
1.0834 |
|
|
| Fisher Pivots for day following 15-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1352 |
1.1361 |
| PP |
1.1340 |
1.1358 |
| S1 |
1.1328 |
1.1355 |
|