CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 22-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2020 |
22-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1244 |
1.1215 |
-0.0029 |
-0.3% |
1.1285 |
| High |
1.1299 |
1.1315 |
0.0016 |
0.1% |
1.1401 |
| Low |
1.1214 |
1.1214 |
0.0000 |
0.0% |
1.1214 |
| Close |
1.1232 |
1.1306 |
0.0075 |
0.7% |
1.1232 |
| Range |
0.0085 |
0.0101 |
0.0016 |
18.8% |
0.0187 |
| ATR |
0.0093 |
0.0094 |
0.0001 |
0.6% |
0.0000 |
| Volume |
320 |
168 |
-152 |
-47.5% |
2,015 |
|
| Daily Pivots for day following 22-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1581 |
1.1545 |
1.1362 |
|
| R3 |
1.1480 |
1.1444 |
1.1334 |
|
| R2 |
1.1379 |
1.1379 |
1.1325 |
|
| R1 |
1.1343 |
1.1343 |
1.1315 |
1.1361 |
| PP |
1.1278 |
1.1278 |
1.1278 |
1.1288 |
| S1 |
1.1242 |
1.1242 |
1.1297 |
1.1260 |
| S2 |
1.1177 |
1.1177 |
1.1287 |
|
| S3 |
1.1076 |
1.1141 |
1.1278 |
|
| S4 |
1.0975 |
1.1040 |
1.1250 |
|
|
| 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% |
49% |
False |
True |
334 |
| 10 |
1.1466 |
1.1214 |
0.0252 |
2.2% |
0.0102 |
0.9% |
37% |
False |
True |
393 |
| 20 |
1.1466 |
1.0920 |
0.0546 |
4.8% |
0.0097 |
0.9% |
71% |
False |
False |
262 |
| 40 |
1.1466 |
1.0824 |
0.0642 |
5.7% |
0.0082 |
0.7% |
75% |
False |
False |
212 |
| 60 |
1.1466 |
1.0789 |
0.0677 |
6.0% |
0.0084 |
0.7% |
76% |
False |
False |
166 |
| 80 |
1.1601 |
1.0730 |
0.0871 |
7.7% |
0.0098 |
0.9% |
66% |
False |
False |
158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1744 |
|
2.618 |
1.1579 |
|
1.618 |
1.1478 |
|
1.000 |
1.1416 |
|
0.618 |
1.1377 |
|
HIGH |
1.1315 |
|
0.618 |
1.1276 |
|
0.500 |
1.1265 |
|
0.382 |
1.1253 |
|
LOW |
1.1214 |
|
0.618 |
1.1152 |
|
1.000 |
1.1113 |
|
1.618 |
1.1051 |
|
2.618 |
1.0950 |
|
4.250 |
1.0785 |
|
|
| Fisher Pivots for day following 22-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1292 |
1.1292 |
| PP |
1.1278 |
1.1278 |
| S1 |
1.1265 |
1.1265 |
|