CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 07-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2020 |
07-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1294 |
1.1367 |
0.0073 |
0.6% |
1.1262 |
| High |
1.1386 |
1.1372 |
-0.0014 |
-0.1% |
1.1343 |
| Low |
1.1260 |
1.1300 |
0.0040 |
0.4% |
1.1226 |
| Close |
1.1357 |
1.1327 |
-0.0030 |
-0.3% |
1.1268 |
| Range |
0.0126 |
0.0073 |
-0.0054 |
-42.5% |
0.0117 |
| ATR |
0.0089 |
0.0087 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
458 |
147 |
-311 |
-67.9% |
2,484 |
|
| Daily Pivots for day following 07-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1550 |
1.1511 |
1.1366 |
|
| R3 |
1.1478 |
1.1438 |
1.1346 |
|
| R2 |
1.1405 |
1.1405 |
1.1340 |
|
| R1 |
1.1366 |
1.1366 |
1.1333 |
1.1349 |
| PP |
1.1333 |
1.1333 |
1.1333 |
1.1324 |
| S1 |
1.1293 |
1.1293 |
1.1320 |
1.1277 |
| S2 |
1.1260 |
1.1260 |
1.1313 |
|
| S3 |
1.1188 |
1.1221 |
1.1307 |
|
| S4 |
1.1115 |
1.1148 |
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% |
63% |
False |
False |
546 |
| 10 |
1.1394 |
1.1226 |
0.0168 |
1.5% |
0.0081 |
0.7% |
60% |
False |
False |
441 |
| 20 |
1.1466 |
1.1214 |
0.0252 |
2.2% |
0.0091 |
0.8% |
45% |
False |
False |
417 |
| 40 |
1.1466 |
1.0826 |
0.0640 |
5.6% |
0.0085 |
0.8% |
78% |
False |
False |
268 |
| 60 |
1.1466 |
1.0789 |
0.0677 |
6.0% |
0.0079 |
0.7% |
79% |
False |
False |
224 |
| 80 |
1.1466 |
1.0730 |
0.0736 |
6.5% |
0.0094 |
0.8% |
81% |
False |
False |
198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1680 |
|
2.618 |
1.1562 |
|
1.618 |
1.1489 |
|
1.000 |
1.1445 |
|
0.618 |
1.1417 |
|
HIGH |
1.1372 |
|
0.618 |
1.1344 |
|
0.500 |
1.1336 |
|
0.382 |
1.1327 |
|
LOW |
1.1300 |
|
0.618 |
1.1255 |
|
1.000 |
1.1227 |
|
1.618 |
1.1182 |
|
2.618 |
1.1110 |
|
4.250 |
1.0991 |
|
|
| Fisher Pivots for day following 07-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1336 |
1.1325 |
| PP |
1.1333 |
1.1324 |
| S1 |
1.1330 |
1.1323 |
|