CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 18-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2020 |
18-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1303 |
1.1292 |
-0.0011 |
-0.1% |
1.1351 |
| High |
1.1340 |
1.1307 |
-0.0033 |
-0.3% |
1.1466 |
| Low |
1.1253 |
1.1233 |
-0.0020 |
-0.2% |
1.1261 |
| Close |
1.1278 |
1.1255 |
-0.0024 |
-0.2% |
1.1279 |
| Range |
0.0088 |
0.0075 |
-0.0013 |
-14.9% |
0.0205 |
| ATR |
0.0095 |
0.0094 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
185 |
288 |
103 |
55.7% |
1,881 |
|
| Daily Pivots for day following 18-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1488 |
1.1446 |
1.1295 |
|
| R3 |
1.1414 |
1.1371 |
1.1275 |
|
| R2 |
1.1339 |
1.1339 |
1.1268 |
|
| R1 |
1.1297 |
1.1297 |
1.1261 |
1.1281 |
| PP |
1.1265 |
1.1265 |
1.1265 |
1.1257 |
| S1 |
1.1222 |
1.1222 |
1.1248 |
1.1206 |
| S2 |
1.1190 |
1.1190 |
1.1241 |
|
| S3 |
1.1116 |
1.1148 |
1.1234 |
|
| S4 |
1.1041 |
1.1073 |
1.1214 |
|
|
| 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 |
1.1401 |
1.1233 |
0.0169 |
1.5% |
0.0103 |
0.9% |
13% |
False |
True |
491 |
| 10 |
1.1466 |
1.1233 |
0.0233 |
2.1% |
0.0098 |
0.9% |
9% |
False |
True |
369 |
| 20 |
1.1466 |
1.0920 |
0.0546 |
4.9% |
0.0092 |
0.8% |
61% |
False |
False |
252 |
| 40 |
1.1466 |
1.0789 |
0.0677 |
6.0% |
0.0082 |
0.7% |
69% |
False |
False |
206 |
| 60 |
1.1466 |
1.0789 |
0.0677 |
6.0% |
0.0083 |
0.7% |
69% |
False |
False |
159 |
| 80 |
1.1601 |
1.0730 |
0.0871 |
7.7% |
0.0097 |
0.9% |
60% |
False |
False |
156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1624 |
|
2.618 |
1.1502 |
|
1.618 |
1.1428 |
|
1.000 |
1.1382 |
|
0.618 |
1.1353 |
|
HIGH |
1.1307 |
|
0.618 |
1.1279 |
|
0.500 |
1.1270 |
|
0.382 |
1.1261 |
|
LOW |
1.1233 |
|
0.618 |
1.1186 |
|
1.000 |
1.1158 |
|
1.618 |
1.1112 |
|
2.618 |
1.1037 |
|
4.250 |
1.0916 |
|
|
| Fisher Pivots for day following 18-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1270 |
1.1317 |
| PP |
1.1265 |
1.1296 |
| S1 |
1.1260 |
1.1275 |
|