CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 16-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2020 |
16-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1285 |
1.1376 |
0.0091 |
0.8% |
1.1351 |
| High |
1.1380 |
1.1401 |
0.0022 |
0.2% |
1.1466 |
| Low |
1.1276 |
1.1276 |
0.0001 |
0.0% |
1.1261 |
| Close |
1.1365 |
1.1320 |
-0.0045 |
-0.4% |
1.1279 |
| Range |
0.0104 |
0.0125 |
0.0021 |
20.2% |
0.0205 |
| ATR |
0.0093 |
0.0096 |
0.0002 |
2.4% |
0.0000 |
| Volume |
513 |
709 |
196 |
38.2% |
1,881 |
|
| Daily Pivots for day following 16-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1707 |
1.1638 |
1.1388 |
|
| R3 |
1.1582 |
1.1513 |
1.1354 |
|
| R2 |
1.1457 |
1.1457 |
1.1342 |
|
| R1 |
1.1388 |
1.1388 |
1.1331 |
1.1360 |
| PP |
1.1332 |
1.1332 |
1.1332 |
1.1318 |
| S1 |
1.1263 |
1.1263 |
1.1308 |
1.1235 |
| S2 |
1.1207 |
1.1207 |
1.1297 |
|
| S3 |
1.1082 |
1.1138 |
1.1285 |
|
| S4 |
1.0957 |
1.1013 |
1.1251 |
|
|
| 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% |
0.0110 |
1.0% |
29% |
False |
False |
565 |
| 10 |
1.1466 |
1.1220 |
0.0246 |
2.2% |
0.0107 |
0.9% |
41% |
False |
False |
389 |
| 20 |
1.1466 |
1.0920 |
0.0546 |
4.8% |
0.0091 |
0.8% |
73% |
False |
False |
235 |
| 40 |
1.1466 |
1.0789 |
0.0677 |
6.0% |
0.0081 |
0.7% |
78% |
False |
False |
195 |
| 60 |
1.1466 |
1.0730 |
0.0736 |
6.5% |
0.0086 |
0.8% |
80% |
False |
False |
154 |
| 80 |
1.1601 |
1.0730 |
0.0871 |
7.7% |
0.0096 |
0.9% |
68% |
False |
False |
152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1932 |
|
2.618 |
1.1728 |
|
1.618 |
1.1603 |
|
1.000 |
1.1526 |
|
0.618 |
1.1478 |
|
HIGH |
1.1401 |
|
0.618 |
1.1353 |
|
0.500 |
1.1339 |
|
0.382 |
1.1324 |
|
LOW |
1.1276 |
|
0.618 |
1.1199 |
|
1.000 |
1.1151 |
|
1.618 |
1.1074 |
|
2.618 |
1.0949 |
|
4.250 |
1.0745 |
|
|
| Fisher Pivots for day following 16-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1339 |
1.1331 |
| PP |
1.1332 |
1.1327 |
| S1 |
1.1326 |
1.1323 |
|