CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 19-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2020 |
19-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1292 |
1.1244 |
-0.0048 |
-0.4% |
1.1285 |
| High |
1.1307 |
1.1299 |
-0.0008 |
-0.1% |
1.1401 |
| Low |
1.1233 |
1.1214 |
-0.0019 |
-0.2% |
1.1214 |
| Close |
1.1255 |
1.1232 |
-0.0023 |
-0.2% |
1.1232 |
| Range |
0.0075 |
0.0085 |
0.0011 |
14.1% |
0.0187 |
| ATR |
0.0094 |
0.0093 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
288 |
320 |
32 |
11.1% |
2,015 |
|
| Daily Pivots for day following 19-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1503 |
1.1452 |
1.1278 |
|
| R3 |
1.1418 |
1.1367 |
1.1255 |
|
| R2 |
1.1333 |
1.1333 |
1.1247 |
|
| R1 |
1.1282 |
1.1282 |
1.1239 |
1.1265 |
| PP |
1.1248 |
1.1248 |
1.1248 |
1.1240 |
| S1 |
1.1197 |
1.1197 |
1.1224 |
1.1180 |
| S2 |
1.1163 |
1.1163 |
1.1216 |
|
| S3 |
1.1078 |
1.1112 |
1.1208 |
|
| S4 |
1.0993 |
1.1027 |
1.1185 |
|
|
| Weekly Pivots for week ending 19-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1843 |
1.1724 |
1.1334 |
|
| R3 |
1.1656 |
1.1537 |
1.1283 |
|
| R2 |
1.1469 |
1.1469 |
1.1266 |
|
| R1 |
1.1350 |
1.1350 |
1.1249 |
1.1316 |
| PP |
1.1282 |
1.1282 |
1.1282 |
1.1265 |
| S1 |
1.1163 |
1.1163 |
1.1214 |
1.1129 |
| S2 |
1.1095 |
1.1095 |
1.1197 |
|
| S3 |
1.0908 |
1.0976 |
1.1180 |
|
| S4 |
1.0721 |
1.0789 |
1.1129 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1401 |
1.1214 |
0.0187 |
1.7% |
0.0095 |
0.8% |
9% |
False |
True |
403 |
| 10 |
1.1466 |
1.1214 |
0.0252 |
2.2% |
0.0097 |
0.9% |
7% |
False |
True |
389 |
| 20 |
1.1466 |
1.0920 |
0.0546 |
4.9% |
0.0093 |
0.8% |
57% |
False |
False |
254 |
| 40 |
1.1466 |
1.0789 |
0.0677 |
6.0% |
0.0082 |
0.7% |
65% |
False |
False |
210 |
| 60 |
1.1466 |
1.0789 |
0.0677 |
6.0% |
0.0084 |
0.8% |
65% |
False |
False |
164 |
| 80 |
1.1601 |
1.0730 |
0.0871 |
7.8% |
0.0098 |
0.9% |
58% |
False |
False |
159 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1660 |
|
2.618 |
1.1522 |
|
1.618 |
1.1437 |
|
1.000 |
1.1384 |
|
0.618 |
1.1352 |
|
HIGH |
1.1299 |
|
0.618 |
1.1267 |
|
0.500 |
1.1257 |
|
0.382 |
1.1246 |
|
LOW |
1.1214 |
|
0.618 |
1.1161 |
|
1.000 |
1.1129 |
|
1.618 |
1.1076 |
|
2.618 |
1.0991 |
|
4.250 |
1.0853 |
|
|
| Fisher Pivots for day following 19-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1257 |
1.1277 |
| PP |
1.1248 |
1.1262 |
| S1 |
1.1240 |
1.1247 |
|