CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 30-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2020 |
30-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1262 |
1.1289 |
0.0028 |
0.2% |
1.1215 |
| High |
1.1330 |
1.1304 |
-0.0027 |
-0.2% |
1.1394 |
| Low |
1.1261 |
1.1233 |
-0.0028 |
-0.2% |
1.1214 |
| Close |
1.1277 |
1.1277 |
-0.0001 |
0.0% |
1.1270 |
| Range |
0.0070 |
0.0071 |
0.0002 |
2.2% |
0.0180 |
| ATR |
0.0087 |
0.0086 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
357 |
544 |
187 |
52.4% |
1,489 |
|
| Daily Pivots for day following 30-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1484 |
1.1451 |
1.1316 |
|
| R3 |
1.1413 |
1.1380 |
1.1296 |
|
| R2 |
1.1342 |
1.1342 |
1.1290 |
|
| R1 |
1.1309 |
1.1309 |
1.1283 |
1.1290 |
| PP |
1.1271 |
1.1271 |
1.1271 |
1.1261 |
| S1 |
1.1238 |
1.1238 |
1.1270 |
1.1219 |
| S2 |
1.1200 |
1.1200 |
1.1263 |
|
| S3 |
1.1129 |
1.1167 |
1.1257 |
|
| S4 |
1.1058 |
1.1096 |
1.1237 |
|
|
| 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 |
1.1371 |
1.1233 |
0.0138 |
1.2% |
0.0066 |
0.6% |
32% |
False |
True |
376 |
| 10 |
1.1394 |
1.1214 |
0.0180 |
1.6% |
0.0079 |
0.7% |
35% |
False |
False |
318 |
| 20 |
1.1466 |
1.1214 |
0.0252 |
2.2% |
0.0093 |
0.8% |
25% |
False |
False |
353 |
| 40 |
1.1466 |
1.0824 |
0.0642 |
5.7% |
0.0082 |
0.7% |
71% |
False |
False |
249 |
| 60 |
1.1466 |
1.0789 |
0.0677 |
6.0% |
0.0078 |
0.7% |
72% |
False |
False |
192 |
| 80 |
1.1601 |
1.0730 |
0.0871 |
7.7% |
0.0097 |
0.9% |
63% |
False |
False |
177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1605 |
|
2.618 |
1.1489 |
|
1.618 |
1.1418 |
|
1.000 |
1.1375 |
|
0.618 |
1.1347 |
|
HIGH |
1.1304 |
|
0.618 |
1.1276 |
|
0.500 |
1.1268 |
|
0.382 |
1.1260 |
|
LOW |
1.1233 |
|
0.618 |
1.1189 |
|
1.000 |
1.1162 |
|
1.618 |
1.1118 |
|
2.618 |
1.1047 |
|
4.250 |
1.0931 |
|
|
| Fisher Pivots for day following 30-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1274 |
1.1281 |
| PP |
1.1271 |
1.1280 |
| S1 |
1.1268 |
1.1278 |
|