CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 17-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2020 |
17-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1376 |
1.1303 |
-0.0074 |
-0.6% |
1.1351 |
| High |
1.1401 |
1.1340 |
-0.0061 |
-0.5% |
1.1466 |
| Low |
1.1276 |
1.1253 |
-0.0024 |
-0.2% |
1.1261 |
| Close |
1.1320 |
1.1278 |
-0.0042 |
-0.4% |
1.1279 |
| Range |
0.0125 |
0.0088 |
-0.0038 |
-30.0% |
0.0205 |
| ATR |
0.0096 |
0.0095 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
709 |
185 |
-524 |
-73.9% |
1,881 |
|
| Daily Pivots for day following 17-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1553 |
1.1503 |
1.1326 |
|
| R3 |
1.1465 |
1.1415 |
1.1302 |
|
| R2 |
1.1378 |
1.1378 |
1.1294 |
|
| R1 |
1.1328 |
1.1328 |
1.1286 |
1.1309 |
| PP |
1.1290 |
1.1290 |
1.1290 |
1.1281 |
| S1 |
1.1240 |
1.1240 |
1.1270 |
1.1222 |
| S2 |
1.1203 |
1.1203 |
1.1262 |
|
| S3 |
1.1115 |
1.1153 |
1.1254 |
|
| S4 |
1.1028 |
1.1065 |
1.1230 |
|
|
| 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 |
1.1449 |
1.1253 |
0.0196 |
1.7% |
0.0110 |
1.0% |
13% |
False |
True |
539 |
| 10 |
1.1466 |
1.1245 |
0.0221 |
2.0% |
0.0108 |
1.0% |
15% |
False |
False |
394 |
| 20 |
1.1466 |
1.0920 |
0.0546 |
4.8% |
0.0092 |
0.8% |
66% |
False |
False |
244 |
| 40 |
1.1466 |
1.0789 |
0.0677 |
6.0% |
0.0082 |
0.7% |
72% |
False |
False |
199 |
| 60 |
1.1466 |
1.0789 |
0.0677 |
6.0% |
0.0084 |
0.7% |
72% |
False |
False |
155 |
| 80 |
1.1601 |
1.0730 |
0.0871 |
7.7% |
0.0097 |
0.9% |
63% |
False |
False |
153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1712 |
|
2.618 |
1.1569 |
|
1.618 |
1.1482 |
|
1.000 |
1.1428 |
|
0.618 |
1.1394 |
|
HIGH |
1.1340 |
|
0.618 |
1.1307 |
|
0.500 |
1.1296 |
|
0.382 |
1.1286 |
|
LOW |
1.1253 |
|
0.618 |
1.1198 |
|
1.000 |
1.1165 |
|
1.618 |
1.1111 |
|
2.618 |
1.1023 |
|
4.250 |
1.0881 |
|
|
| Fisher Pivots for day following 17-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1296 |
1.1327 |
| PP |
1.1290 |
1.1311 |
| S1 |
1.1284 |
1.1294 |
|