CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 24-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2020 |
24-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1312 |
1.1356 |
0.0044 |
0.4% |
1.1285 |
| High |
1.1394 |
1.1371 |
-0.0023 |
-0.2% |
1.1401 |
| Low |
1.1280 |
1.1293 |
0.0014 |
0.1% |
1.1214 |
| Close |
1.1357 |
1.1304 |
-0.0054 |
-0.5% |
1.1232 |
| Range |
0.0114 |
0.0078 |
-0.0037 |
-32.0% |
0.0187 |
| ATR |
0.0095 |
0.0094 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
342 |
357 |
15 |
4.4% |
2,015 |
|
| Daily Pivots for day following 24-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1555 |
1.1507 |
1.1346 |
|
| R3 |
1.1477 |
1.1429 |
1.1325 |
|
| R2 |
1.1400 |
1.1400 |
1.1318 |
|
| R1 |
1.1352 |
1.1352 |
1.1311 |
1.1337 |
| PP |
1.1322 |
1.1322 |
1.1322 |
1.1315 |
| S1 |
1.1274 |
1.1274 |
1.1296 |
1.1260 |
| S2 |
1.1245 |
1.1245 |
1.1289 |
|
| S3 |
1.1167 |
1.1197 |
1.1282 |
|
| S4 |
1.1090 |
1.1119 |
1.1261 |
|
|
| 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 |
1.1394 |
1.1214 |
0.0180 |
1.6% |
0.0090 |
0.8% |
50% |
False |
False |
295 |
| 10 |
1.1449 |
1.1214 |
0.0235 |
2.1% |
0.0100 |
0.9% |
38% |
False |
False |
417 |
| 20 |
1.1466 |
1.1041 |
0.0425 |
3.8% |
0.0096 |
0.8% |
62% |
False |
False |
289 |
| 40 |
1.1466 |
1.0824 |
0.0642 |
5.7% |
0.0084 |
0.7% |
75% |
False |
False |
227 |
| 60 |
1.1466 |
1.0789 |
0.0677 |
6.0% |
0.0082 |
0.7% |
76% |
False |
False |
169 |
| 80 |
1.1601 |
1.0730 |
0.0871 |
7.7% |
0.0098 |
0.9% |
66% |
False |
False |
162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1700 |
|
2.618 |
1.1573 |
|
1.618 |
1.1496 |
|
1.000 |
1.1448 |
|
0.618 |
1.1418 |
|
HIGH |
1.1371 |
|
0.618 |
1.1341 |
|
0.500 |
1.1332 |
|
0.382 |
1.1323 |
|
LOW |
1.1293 |
|
0.618 |
1.1245 |
|
1.000 |
1.1216 |
|
1.618 |
1.1168 |
|
2.618 |
1.1090 |
|
4.250 |
1.0964 |
|
|
| Fisher Pivots for day following 24-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1332 |
1.1304 |
| PP |
1.1322 |
1.1304 |
| S1 |
1.1313 |
1.1304 |
|