CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 08-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2020 |
08-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1367 |
1.1314 |
-0.0053 |
-0.5% |
1.1262 |
| High |
1.1372 |
1.1391 |
0.0019 |
0.2% |
1.1343 |
| Low |
1.1300 |
1.1303 |
0.0003 |
0.0% |
1.1226 |
| Close |
1.1327 |
1.1376 |
0.0050 |
0.4% |
1.1268 |
| Range |
0.0073 |
0.0088 |
0.0016 |
21.4% |
0.0117 |
| ATR |
0.0087 |
0.0087 |
0.0000 |
0.1% |
0.0000 |
| Volume |
147 |
508 |
361 |
245.6% |
2,484 |
|
| Daily Pivots for day following 08-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1620 |
1.1586 |
1.1424 |
|
| R3 |
1.1532 |
1.1498 |
1.1400 |
|
| R2 |
1.1444 |
1.1444 |
1.1392 |
|
| R1 |
1.1410 |
1.1410 |
1.1384 |
1.1427 |
| PP |
1.1356 |
1.1356 |
1.1356 |
1.1365 |
| S1 |
1.1322 |
1.1322 |
1.1368 |
1.1339 |
| S2 |
1.1268 |
1.1268 |
1.1360 |
|
| S3 |
1.1180 |
1.1234 |
1.1352 |
|
| S4 |
1.1092 |
1.1146 |
1.1328 |
|
|
| 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 |
1.1391 |
1.1226 |
0.0165 |
1.4% |
0.0091 |
0.8% |
91% |
True |
False |
539 |
| 10 |
1.1391 |
1.1226 |
0.0165 |
1.4% |
0.0078 |
0.7% |
91% |
True |
False |
457 |
| 20 |
1.1466 |
1.1214 |
0.0252 |
2.2% |
0.0090 |
0.8% |
64% |
False |
False |
435 |
| 40 |
1.1466 |
1.0826 |
0.0640 |
5.6% |
0.0086 |
0.8% |
86% |
False |
False |
273 |
| 60 |
1.1466 |
1.0789 |
0.0677 |
6.0% |
0.0079 |
0.7% |
87% |
False |
False |
233 |
| 80 |
1.1466 |
1.0730 |
0.0736 |
6.5% |
0.0094 |
0.8% |
88% |
False |
False |
203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1765 |
|
2.618 |
1.1621 |
|
1.618 |
1.1533 |
|
1.000 |
1.1479 |
|
0.618 |
1.1445 |
|
HIGH |
1.1391 |
|
0.618 |
1.1357 |
|
0.500 |
1.1347 |
|
0.382 |
1.1336 |
|
LOW |
1.1303 |
|
0.618 |
1.1248 |
|
1.000 |
1.1215 |
|
1.618 |
1.1160 |
|
2.618 |
1.1072 |
|
4.250 |
1.0929 |
|
|
| Fisher Pivots for day following 08-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1366 |
1.1359 |
| PP |
1.1356 |
1.1342 |
| S1 |
1.1347 |
1.1325 |
|