CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 13-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2020 |
13-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1321 |
1.1345 |
0.0025 |
0.2% |
1.1294 |
| High |
1.1363 |
1.1413 |
0.0051 |
0.4% |
1.1409 |
| Low |
1.1293 |
1.1342 |
0.0049 |
0.4% |
1.1260 |
| Close |
1.1338 |
1.1392 |
0.0055 |
0.5% |
1.1338 |
| Range |
0.0070 |
0.0072 |
0.0002 |
2.9% |
0.0149 |
| ATR |
0.0086 |
0.0086 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
292 |
322 |
30 |
10.3% |
4,197 |
|
| Daily Pivots for day following 13-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1597 |
1.1566 |
1.1431 |
|
| R3 |
1.1525 |
1.1494 |
1.1412 |
|
| R2 |
1.1454 |
1.1454 |
1.1405 |
|
| R1 |
1.1423 |
1.1423 |
1.1399 |
1.1438 |
| PP |
1.1382 |
1.1382 |
1.1382 |
1.1390 |
| S1 |
1.1351 |
1.1351 |
1.1385 |
1.1367 |
| S2 |
1.1311 |
1.1311 |
1.1379 |
|
| S3 |
1.1239 |
1.1280 |
1.1372 |
|
| S4 |
1.1168 |
1.1208 |
1.1353 |
|
|
| 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 |
1.1413 |
1.1293 |
0.0120 |
1.1% |
0.0078 |
0.7% |
83% |
True |
False |
812 |
| 10 |
1.1413 |
1.1226 |
0.0187 |
1.6% |
0.0082 |
0.7% |
89% |
True |
False |
700 |
| 20 |
1.1413 |
1.1214 |
0.0199 |
1.7% |
0.0085 |
0.7% |
89% |
True |
False |
525 |
| 40 |
1.1466 |
1.0850 |
0.0616 |
5.4% |
0.0087 |
0.8% |
88% |
False |
False |
354 |
| 60 |
1.1466 |
1.0789 |
0.0677 |
5.9% |
0.0081 |
0.7% |
89% |
False |
False |
286 |
| 80 |
1.1466 |
1.0730 |
0.0736 |
6.5% |
0.0089 |
0.8% |
90% |
False |
False |
236 |
| 100 |
1.1601 |
1.0730 |
0.0871 |
7.6% |
0.0092 |
0.8% |
76% |
False |
False |
215 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1717 |
|
2.618 |
1.1600 |
|
1.618 |
1.1529 |
|
1.000 |
1.1485 |
|
0.618 |
1.1457 |
|
HIGH |
1.1413 |
|
0.618 |
1.1386 |
|
0.500 |
1.1377 |
|
0.382 |
1.1369 |
|
LOW |
1.1342 |
|
0.618 |
1.1297 |
|
1.000 |
1.1270 |
|
1.618 |
1.1226 |
|
2.618 |
1.1154 |
|
4.250 |
1.1038 |
|
|
| Fisher Pivots for day following 13-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1387 |
1.1379 |
| PP |
1.1382 |
1.1366 |
| S1 |
1.1377 |
1.1353 |
|