CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 09-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2020 |
09-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1314 |
1.1380 |
0.0066 |
0.6% |
1.1262 |
| High |
1.1391 |
1.1409 |
0.0019 |
0.2% |
1.1343 |
| Low |
1.1303 |
1.1320 |
0.0017 |
0.2% |
1.1226 |
| Close |
1.1376 |
1.1335 |
-0.0042 |
-0.4% |
1.1268 |
| Range |
0.0088 |
0.0090 |
0.0002 |
1.7% |
0.0117 |
| ATR |
0.0087 |
0.0088 |
0.0000 |
0.2% |
0.0000 |
| Volume |
508 |
2,792 |
2,284 |
449.6% |
2,484 |
|
| Daily Pivots for day following 09-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1623 |
1.1568 |
1.1384 |
|
| R3 |
1.1533 |
1.1479 |
1.1359 |
|
| R2 |
1.1444 |
1.1444 |
1.1351 |
|
| R1 |
1.1389 |
1.1389 |
1.1343 |
1.1372 |
| PP |
1.1354 |
1.1354 |
1.1354 |
1.1346 |
| S1 |
1.1300 |
1.1300 |
1.1326 |
1.1282 |
| S2 |
1.1265 |
1.1265 |
1.1318 |
|
| S3 |
1.1175 |
1.1210 |
1.1310 |
|
| S4 |
1.1086 |
1.1121 |
1.1285 |
|
|
| 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 |
1.1409 |
1.1260 |
0.0149 |
1.3% |
0.0091 |
0.8% |
50% |
True |
False |
936 |
| 10 |
1.1409 |
1.1226 |
0.0183 |
1.6% |
0.0080 |
0.7% |
59% |
True |
False |
701 |
| 20 |
1.1449 |
1.1214 |
0.0235 |
2.1% |
0.0090 |
0.8% |
51% |
False |
False |
559 |
| 40 |
1.1466 |
1.0826 |
0.0640 |
5.6% |
0.0086 |
0.8% |
80% |
False |
False |
339 |
| 60 |
1.1466 |
1.0789 |
0.0677 |
6.0% |
0.0080 |
0.7% |
81% |
False |
False |
279 |
| 80 |
1.1466 |
1.0730 |
0.0736 |
6.5% |
0.0093 |
0.8% |
82% |
False |
False |
236 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1789 |
|
2.618 |
1.1643 |
|
1.618 |
1.1554 |
|
1.000 |
1.1499 |
|
0.618 |
1.1464 |
|
HIGH |
1.1409 |
|
0.618 |
1.1375 |
|
0.500 |
1.1364 |
|
0.382 |
1.1354 |
|
LOW |
1.1320 |
|
0.618 |
1.1264 |
|
1.000 |
1.1230 |
|
1.618 |
1.1175 |
|
2.618 |
1.1085 |
|
4.250 |
1.0939 |
|
|
| Fisher Pivots for day following 09-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1364 |
1.1354 |
| PP |
1.1354 |
1.1348 |
| S1 |
1.1344 |
1.1341 |
|