CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 29-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2020 |
29-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1263 |
1.1262 |
-0.0002 |
0.0% |
1.1215 |
| High |
1.1282 |
1.1330 |
0.0049 |
0.4% |
1.1394 |
| Low |
1.1239 |
1.1261 |
0.0022 |
0.2% |
1.1214 |
| Close |
1.1270 |
1.1277 |
0.0007 |
0.1% |
1.1270 |
| Range |
0.0043 |
0.0070 |
0.0027 |
61.6% |
0.0180 |
| ATR |
0.0089 |
0.0087 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
224 |
357 |
133 |
59.4% |
1,489 |
|
| Daily Pivots for day following 29-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1498 |
1.1457 |
1.1315 |
|
| R3 |
1.1428 |
1.1387 |
1.1296 |
|
| R2 |
1.1359 |
1.1359 |
1.1290 |
|
| R1 |
1.1318 |
1.1318 |
1.1283 |
1.1338 |
| PP |
1.1289 |
1.1289 |
1.1289 |
1.1299 |
| S1 |
1.1248 |
1.1248 |
1.1271 |
1.1269 |
| S2 |
1.1220 |
1.1220 |
1.1264 |
|
| S3 |
1.1150 |
1.1179 |
1.1258 |
|
| S4 |
1.1081 |
1.1109 |
1.1239 |
|
|
| 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 |
1.1234 |
0.0160 |
1.4% |
0.0075 |
0.7% |
27% |
False |
False |
335 |
| 10 |
1.1401 |
1.1214 |
0.0187 |
1.7% |
0.0085 |
0.7% |
34% |
False |
False |
334 |
| 20 |
1.1466 |
1.1164 |
0.0302 |
2.7% |
0.0094 |
0.8% |
37% |
False |
False |
330 |
| 40 |
1.1466 |
1.0824 |
0.0642 |
5.7% |
0.0082 |
0.7% |
71% |
False |
False |
238 |
| 60 |
1.1466 |
1.0789 |
0.0677 |
6.0% |
0.0079 |
0.7% |
72% |
False |
False |
184 |
| 80 |
1.1601 |
1.0730 |
0.0871 |
7.7% |
0.0097 |
0.9% |
63% |
False |
False |
171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1625 |
|
2.618 |
1.1512 |
|
1.618 |
1.1442 |
|
1.000 |
1.1400 |
|
0.618 |
1.1373 |
|
HIGH |
1.1330 |
|
0.618 |
1.1303 |
|
0.500 |
1.1295 |
|
0.382 |
1.1287 |
|
LOW |
1.1261 |
|
0.618 |
1.1218 |
|
1.000 |
1.1191 |
|
1.618 |
1.1148 |
|
2.618 |
1.1079 |
|
4.250 |
1.0965 |
|
|
| Fisher Pivots for day following 29-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1295 |
1.1282 |
| PP |
1.1289 |
1.1280 |
| S1 |
1.1283 |
1.1279 |
|