CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 01-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2020 |
01-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1289 |
1.1277 |
-0.0012 |
-0.1% |
1.1215 |
| High |
1.1304 |
1.1316 |
0.0012 |
0.1% |
1.1394 |
| Low |
1.1233 |
1.1226 |
-0.0007 |
-0.1% |
1.1214 |
| Close |
1.1277 |
1.1287 |
0.0010 |
0.1% |
1.1270 |
| Range |
0.0071 |
0.0090 |
0.0019 |
26.1% |
0.0180 |
| ATR |
0.0086 |
0.0086 |
0.0000 |
0.3% |
0.0000 |
| Volume |
544 |
805 |
261 |
48.0% |
1,489 |
|
| Daily Pivots for day following 01-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1545 |
1.1505 |
1.1336 |
|
| R3 |
1.1455 |
1.1416 |
1.1311 |
|
| R2 |
1.1366 |
1.1366 |
1.1303 |
|
| R1 |
1.1326 |
1.1326 |
1.1295 |
1.1346 |
| PP |
1.1276 |
1.1276 |
1.1276 |
1.1286 |
| S1 |
1.1237 |
1.1237 |
1.1278 |
1.1256 |
| S2 |
1.1187 |
1.1187 |
1.1270 |
|
| S3 |
1.1097 |
1.1147 |
1.1262 |
|
| S4 |
1.1008 |
1.1058 |
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 |
1.1330 |
1.1226 |
0.0104 |
0.9% |
0.0068 |
0.6% |
58% |
False |
True |
465 |
| 10 |
1.1394 |
1.1214 |
0.0180 |
1.6% |
0.0079 |
0.7% |
40% |
False |
False |
380 |
| 20 |
1.1466 |
1.1214 |
0.0252 |
2.2% |
0.0093 |
0.8% |
29% |
False |
False |
387 |
| 40 |
1.1466 |
1.0824 |
0.0642 |
5.7% |
0.0082 |
0.7% |
72% |
False |
False |
268 |
| 60 |
1.1466 |
1.0789 |
0.0677 |
6.0% |
0.0079 |
0.7% |
74% |
False |
False |
205 |
| 80 |
1.1521 |
1.0730 |
0.0791 |
7.0% |
0.0097 |
0.9% |
70% |
False |
False |
185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1696 |
|
2.618 |
1.1550 |
|
1.618 |
1.1460 |
|
1.000 |
1.1405 |
|
0.618 |
1.1371 |
|
HIGH |
1.1316 |
|
0.618 |
1.1281 |
|
0.500 |
1.1271 |
|
0.382 |
1.1260 |
|
LOW |
1.1226 |
|
0.618 |
1.1171 |
|
1.000 |
1.1137 |
|
1.618 |
1.1081 |
|
2.618 |
1.0992 |
|
4.250 |
1.0846 |
|
|
| Fisher Pivots for day following 01-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1281 |
1.1284 |
| PP |
1.1276 |
1.1281 |
| S1 |
1.1271 |
1.1278 |
|