CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 26-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2020 |
26-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1295 |
1.1263 |
-0.0032 |
-0.3% |
1.1215 |
| High |
1.1303 |
1.1282 |
-0.0021 |
-0.2% |
1.1394 |
| Low |
1.1234 |
1.1239 |
0.0005 |
0.0% |
1.1214 |
| Close |
1.1260 |
1.1270 |
0.0011 |
0.1% |
1.1270 |
| Range |
0.0069 |
0.0043 |
-0.0026 |
-37.2% |
0.0180 |
| ATR |
0.0092 |
0.0089 |
-0.0004 |
-3.8% |
0.0000 |
| Volume |
398 |
224 |
-174 |
-43.7% |
1,489 |
|
| Daily Pivots for day following 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1392 |
1.1374 |
1.1294 |
|
| R3 |
1.1349 |
1.1331 |
1.1282 |
|
| R2 |
1.1306 |
1.1306 |
1.1278 |
|
| R1 |
1.1288 |
1.1288 |
1.1274 |
1.1297 |
| PP |
1.1263 |
1.1263 |
1.1263 |
1.1268 |
| S1 |
1.1245 |
1.1245 |
1.1266 |
1.1254 |
| S2 |
1.1220 |
1.1220 |
1.1262 |
|
| S3 |
1.1177 |
1.1202 |
1.1258 |
|
| S4 |
1.1134 |
1.1159 |
1.1246 |
|
|
| Weekly Pivots for week ending 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1831 |
1.1730 |
1.1369 |
|
| R3 |
1.1652 |
1.1551 |
1.1319 |
|
| R2 |
1.1472 |
1.1472 |
1.1303 |
|
| R1 |
1.1371 |
1.1371 |
1.1286 |
1.1422 |
| PP |
1.1293 |
1.1293 |
1.1293 |
1.1318 |
| S1 |
1.1192 |
1.1192 |
1.1254 |
1.1242 |
| S2 |
1.1113 |
1.1113 |
1.1237 |
|
| S3 |
1.0934 |
1.1012 |
1.1221 |
|
| S4 |
1.0754 |
1.0833 |
1.1171 |
|
|
| 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% |
0.0081 |
0.7% |
31% |
False |
False |
297 |
| 10 |
1.1401 |
1.1214 |
0.0187 |
1.7% |
0.0088 |
0.8% |
30% |
False |
False |
350 |
| 20 |
1.1466 |
1.1150 |
0.0316 |
2.8% |
0.0093 |
0.8% |
38% |
False |
False |
313 |
| 40 |
1.1466 |
1.0824 |
0.0642 |
5.7% |
0.0082 |
0.7% |
70% |
False |
False |
230 |
| 60 |
1.1466 |
1.0789 |
0.0677 |
6.0% |
0.0080 |
0.7% |
71% |
False |
False |
179 |
| 80 |
1.1601 |
1.0730 |
0.0871 |
7.7% |
0.0097 |
0.9% |
62% |
False |
False |
169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1464 |
|
2.618 |
1.1394 |
|
1.618 |
1.1351 |
|
1.000 |
1.1325 |
|
0.618 |
1.1308 |
|
HIGH |
1.1282 |
|
0.618 |
1.1265 |
|
0.500 |
1.1260 |
|
0.382 |
1.1255 |
|
LOW |
1.1239 |
|
0.618 |
1.1212 |
|
1.000 |
1.1196 |
|
1.618 |
1.1169 |
|
2.618 |
1.1126 |
|
4.250 |
1.1056 |
|
|
| Fisher Pivots for day following 26-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1267 |
1.1302 |
| PP |
1.1263 |
1.1292 |
| S1 |
1.1260 |
1.1281 |
|