CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 02-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2020 |
02-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1277 |
1.1292 |
0.0015 |
0.1% |
1.1215 |
| High |
1.1316 |
1.1343 |
0.0027 |
0.2% |
1.1394 |
| Low |
1.1226 |
1.1265 |
0.0039 |
0.3% |
1.1214 |
| Close |
1.1287 |
1.1268 |
-0.0019 |
-0.2% |
1.1270 |
| Range |
0.0090 |
0.0078 |
-0.0012 |
-13.4% |
0.0180 |
| ATR |
0.0086 |
0.0086 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
805 |
778 |
-27 |
-3.4% |
1,489 |
|
| Daily Pivots for day following 02-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1524 |
1.1474 |
1.1311 |
|
| R3 |
1.1447 |
1.1396 |
1.1289 |
|
| R2 |
1.1369 |
1.1369 |
1.1282 |
|
| R1 |
1.1319 |
1.1319 |
1.1275 |
1.1305 |
| PP |
1.1292 |
1.1292 |
1.1292 |
1.1285 |
| S1 |
1.1241 |
1.1241 |
1.1261 |
1.1228 |
| S2 |
1.1214 |
1.1214 |
1.1254 |
|
| S3 |
1.1137 |
1.1164 |
1.1247 |
|
| S4 |
1.1059 |
1.1086 |
1.1225 |
|
|
| 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 |
1.1343 |
1.1226 |
0.0117 |
1.0% |
0.0070 |
0.6% |
36% |
True |
False |
541 |
| 10 |
1.1394 |
1.1214 |
0.0180 |
1.6% |
0.0080 |
0.7% |
30% |
False |
False |
429 |
| 20 |
1.1466 |
1.1214 |
0.0252 |
2.2% |
0.0089 |
0.8% |
21% |
False |
False |
399 |
| 40 |
1.1466 |
1.0824 |
0.0642 |
5.7% |
0.0083 |
0.7% |
69% |
False |
False |
270 |
| 60 |
1.1466 |
1.0789 |
0.0677 |
6.0% |
0.0078 |
0.7% |
71% |
False |
False |
216 |
| 80 |
1.1468 |
1.0730 |
0.0738 |
6.5% |
0.0096 |
0.9% |
73% |
False |
False |
192 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1672 |
|
2.618 |
1.1545 |
|
1.618 |
1.1468 |
|
1.000 |
1.1420 |
|
0.618 |
1.1390 |
|
HIGH |
1.1343 |
|
0.618 |
1.1313 |
|
0.500 |
1.1304 |
|
0.382 |
1.1295 |
|
LOW |
1.1265 |
|
0.618 |
1.1217 |
|
1.000 |
1.1188 |
|
1.618 |
1.1140 |
|
2.618 |
1.1062 |
|
4.250 |
1.0936 |
|
|
| Fisher Pivots for day following 02-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1304 |
1.1284 |
| PP |
1.1292 |
1.1279 |
| S1 |
1.1280 |
1.1273 |
|