CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 10-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2020 |
10-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1380 |
1.1321 |
-0.0059 |
-0.5% |
1.1294 |
| High |
1.1409 |
1.1363 |
-0.0047 |
-0.4% |
1.1409 |
| Low |
1.1320 |
1.1293 |
-0.0027 |
-0.2% |
1.1260 |
| Close |
1.1335 |
1.1338 |
0.0003 |
0.0% |
1.1338 |
| Range |
0.0090 |
0.0070 |
-0.0020 |
-22.3% |
0.0149 |
| ATR |
0.0088 |
0.0086 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
2,792 |
292 |
-2,500 |
-89.5% |
4,197 |
|
| Daily Pivots for day following 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1540 |
1.1508 |
1.1376 |
|
| R3 |
1.1470 |
1.1439 |
1.1357 |
|
| R2 |
1.1401 |
1.1401 |
1.1350 |
|
| R1 |
1.1369 |
1.1369 |
1.1344 |
1.1385 |
| PP |
1.1331 |
1.1331 |
1.1331 |
1.1339 |
| S1 |
1.1300 |
1.1300 |
1.1331 |
1.1315 |
| S2 |
1.1262 |
1.1262 |
1.1325 |
|
| S3 |
1.1192 |
1.1230 |
1.1318 |
|
| S4 |
1.1123 |
1.1161 |
1.1299 |
|
|
| Weekly Pivots for week ending 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1783 |
1.1709 |
1.1419 |
|
| R3 |
1.1634 |
1.1560 |
1.1378 |
|
| R2 |
1.1485 |
1.1485 |
1.1365 |
|
| R1 |
1.1411 |
1.1411 |
1.1351 |
1.1448 |
| PP |
1.1336 |
1.1336 |
1.1336 |
1.1354 |
| S1 |
1.1262 |
1.1262 |
1.1324 |
1.1299 |
| S2 |
1.1187 |
1.1187 |
1.1310 |
|
| S3 |
1.1038 |
1.1113 |
1.1297 |
|
| S4 |
1.0889 |
1.0964 |
1.1256 |
|
|
| 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% |
0.0089 |
0.8% |
52% |
False |
False |
839 |
| 10 |
1.1409 |
1.1226 |
0.0183 |
1.6% |
0.0080 |
0.7% |
61% |
False |
False |
690 |
| 20 |
1.1409 |
1.1214 |
0.0195 |
1.7% |
0.0088 |
0.8% |
63% |
False |
False |
547 |
| 40 |
1.1466 |
1.0826 |
0.0640 |
5.6% |
0.0086 |
0.8% |
80% |
False |
False |
346 |
| 60 |
1.1466 |
1.0789 |
0.0677 |
6.0% |
0.0080 |
0.7% |
81% |
False |
False |
282 |
| 80 |
1.1466 |
1.0730 |
0.0736 |
6.5% |
0.0091 |
0.8% |
83% |
False |
False |
237 |
| 100 |
1.1601 |
1.0730 |
0.0871 |
7.7% |
0.0092 |
0.8% |
70% |
False |
False |
212 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1658 |
|
2.618 |
1.1544 |
|
1.618 |
1.1475 |
|
1.000 |
1.1432 |
|
0.618 |
1.1405 |
|
HIGH |
1.1363 |
|
0.618 |
1.1336 |
|
0.500 |
1.1328 |
|
0.382 |
1.1320 |
|
LOW |
1.1293 |
|
0.618 |
1.1250 |
|
1.000 |
1.1224 |
|
1.618 |
1.1181 |
|
2.618 |
1.1111 |
|
4.250 |
1.0998 |
|
|
| Fisher Pivots for day following 10-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1334 |
1.1351 |
| PP |
1.1331 |
1.1347 |
| S1 |
1.1328 |
1.1342 |
|