CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 06-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2020 |
06-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1292 |
1.1294 |
0.0003 |
0.0% |
1.1262 |
| High |
1.1343 |
1.1386 |
0.0044 |
0.4% |
1.1343 |
| Low |
1.1265 |
1.1260 |
-0.0005 |
0.0% |
1.1226 |
| Close |
1.1268 |
1.1357 |
0.0089 |
0.8% |
1.1268 |
| Range |
0.0078 |
0.0126 |
0.0049 |
62.6% |
0.0117 |
| ATR |
0.0086 |
0.0089 |
0.0003 |
3.4% |
0.0000 |
| Volume |
778 |
458 |
-320 |
-41.1% |
2,484 |
|
| Daily Pivots for day following 06-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1712 |
1.1660 |
1.1426 |
|
| R3 |
1.1586 |
1.1534 |
1.1391 |
|
| R2 |
1.1460 |
1.1460 |
1.1380 |
|
| R1 |
1.1408 |
1.1408 |
1.1368 |
1.1434 |
| PP |
1.1334 |
1.1334 |
1.1334 |
1.1347 |
| S1 |
1.1282 |
1.1282 |
1.1345 |
1.1308 |
| S2 |
1.1208 |
1.1208 |
1.1333 |
|
| S3 |
1.1082 |
1.1156 |
1.1322 |
|
| S4 |
1.0956 |
1.1030 |
1.1287 |
|
|
| Weekly Pivots for week ending 03-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1628 |
1.1565 |
1.1332 |
|
| R3 |
1.1512 |
1.1448 |
1.1300 |
|
| R2 |
1.1395 |
1.1395 |
1.1289 |
|
| R1 |
1.1332 |
1.1332 |
1.1279 |
1.1364 |
| PP |
1.1279 |
1.1279 |
1.1279 |
1.1295 |
| S1 |
1.1215 |
1.1215 |
1.1257 |
1.1247 |
| S2 |
1.1162 |
1.1162 |
1.1247 |
|
| S3 |
1.1046 |
1.1099 |
1.1236 |
|
| S4 |
1.0929 |
1.0982 |
1.1204 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1386 |
1.1226 |
0.0160 |
1.4% |
0.0087 |
0.8% |
82% |
True |
False |
588 |
| 10 |
1.1394 |
1.1214 |
0.0180 |
1.6% |
0.0084 |
0.7% |
79% |
False |
False |
443 |
| 20 |
1.1466 |
1.1214 |
0.0252 |
2.2% |
0.0090 |
0.8% |
57% |
False |
False |
416 |
| 40 |
1.1466 |
1.0826 |
0.0640 |
5.6% |
0.0085 |
0.7% |
83% |
False |
False |
266 |
| 60 |
1.1466 |
1.0789 |
0.0677 |
6.0% |
0.0079 |
0.7% |
84% |
False |
False |
222 |
| 80 |
1.1466 |
1.0730 |
0.0736 |
6.5% |
0.0096 |
0.8% |
85% |
False |
False |
197 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1922 |
|
2.618 |
1.1716 |
|
1.618 |
1.1590 |
|
1.000 |
1.1512 |
|
0.618 |
1.1464 |
|
HIGH |
1.1386 |
|
0.618 |
1.1338 |
|
0.500 |
1.1323 |
|
0.382 |
1.1308 |
|
LOW |
1.1260 |
|
0.618 |
1.1182 |
|
1.000 |
1.1134 |
|
1.618 |
1.1056 |
|
2.618 |
1.0930 |
|
4.250 |
1.0725 |
|
|
| Fisher Pivots for day following 06-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1345 |
1.1340 |
| PP |
1.1334 |
1.1323 |
| S1 |
1.1323 |
1.1306 |
|