CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 25-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2020 |
25-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1356 |
1.1295 |
-0.0061 |
-0.5% |
1.1285 |
| High |
1.1371 |
1.1303 |
-0.0068 |
-0.6% |
1.1401 |
| Low |
1.1293 |
1.1234 |
-0.0059 |
-0.5% |
1.1214 |
| Close |
1.1304 |
1.1260 |
-0.0044 |
-0.4% |
1.1232 |
| Range |
0.0078 |
0.0069 |
-0.0009 |
-11.6% |
0.0187 |
| ATR |
0.0094 |
0.0092 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
357 |
398 |
41 |
11.5% |
2,015 |
|
| Daily Pivots for day following 25-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1471 |
1.1434 |
1.1297 |
|
| R3 |
1.1402 |
1.1365 |
1.1278 |
|
| R2 |
1.1334 |
1.1334 |
1.1272 |
|
| R1 |
1.1297 |
1.1297 |
1.1266 |
1.1281 |
| PP |
1.1265 |
1.1265 |
1.1265 |
1.1258 |
| S1 |
1.1228 |
1.1228 |
1.1253 |
1.1213 |
| S2 |
1.1197 |
1.1197 |
1.1247 |
|
| S3 |
1.1128 |
1.1160 |
1.1241 |
|
| S4 |
1.1060 |
1.1091 |
1.1222 |
|
|
| 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% |
0.0089 |
0.8% |
25% |
False |
False |
317 |
| 10 |
1.1401 |
1.1214 |
0.0187 |
1.7% |
0.0096 |
0.9% |
24% |
False |
False |
404 |
| 20 |
1.1466 |
1.1119 |
0.0347 |
3.1% |
0.0094 |
0.8% |
41% |
False |
False |
304 |
| 40 |
1.1466 |
1.0824 |
0.0642 |
5.7% |
0.0084 |
0.7% |
68% |
False |
False |
232 |
| 60 |
1.1466 |
1.0789 |
0.0677 |
6.0% |
0.0081 |
0.7% |
70% |
False |
False |
175 |
| 80 |
1.1601 |
1.0730 |
0.0871 |
7.7% |
0.0098 |
0.9% |
61% |
False |
False |
167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1594 |
|
2.618 |
1.1482 |
|
1.618 |
1.1413 |
|
1.000 |
1.1371 |
|
0.618 |
1.1345 |
|
HIGH |
1.1303 |
|
0.618 |
1.1276 |
|
0.500 |
1.1268 |
|
0.382 |
1.1260 |
|
LOW |
1.1234 |
|
0.618 |
1.1192 |
|
1.000 |
1.1166 |
|
1.618 |
1.1123 |
|
2.618 |
1.1055 |
|
4.250 |
1.0943 |
|
|
| Fisher Pivots for day following 25-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1268 |
1.1314 |
| PP |
1.1265 |
1.1296 |
| S1 |
1.1262 |
1.1278 |
|