CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 14-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2020 |
14-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1345 |
1.1385 |
0.0040 |
0.3% |
1.1294 |
| High |
1.1413 |
1.1446 |
0.0033 |
0.3% |
1.1409 |
| Low |
1.1342 |
1.1364 |
0.0022 |
0.2% |
1.1260 |
| Close |
1.1392 |
1.1432 |
0.0040 |
0.4% |
1.1338 |
| Range |
0.0072 |
0.0082 |
0.0011 |
14.7% |
0.0149 |
| ATR |
0.0086 |
0.0085 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
322 |
351 |
29 |
9.0% |
4,197 |
|
| Daily Pivots for day following 14-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1660 |
1.1628 |
1.1477 |
|
| R3 |
1.1578 |
1.1546 |
1.1455 |
|
| R2 |
1.1496 |
1.1496 |
1.1447 |
|
| R1 |
1.1464 |
1.1464 |
1.1440 |
1.1480 |
| PP |
1.1414 |
1.1414 |
1.1414 |
1.1422 |
| S1 |
1.1382 |
1.1382 |
1.1424 |
1.1398 |
| S2 |
1.1332 |
1.1332 |
1.1417 |
|
| S3 |
1.1250 |
1.1300 |
1.1409 |
|
| S4 |
1.1168 |
1.1218 |
1.1387 |
|
|
| 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 |
1.1446 |
1.1293 |
0.0153 |
1.3% |
0.0080 |
0.7% |
91% |
True |
False |
853 |
| 10 |
1.1446 |
1.1226 |
0.0220 |
1.9% |
0.0084 |
0.7% |
94% |
True |
False |
699 |
| 20 |
1.1446 |
1.1214 |
0.0232 |
2.0% |
0.0084 |
0.7% |
94% |
True |
False |
517 |
| 40 |
1.1466 |
1.0850 |
0.0616 |
5.4% |
0.0088 |
0.8% |
95% |
False |
False |
361 |
| 60 |
1.1466 |
1.0789 |
0.0677 |
5.9% |
0.0081 |
0.7% |
95% |
False |
False |
291 |
| 80 |
1.1466 |
1.0730 |
0.0736 |
6.4% |
0.0086 |
0.8% |
95% |
False |
False |
238 |
| 100 |
1.1601 |
1.0730 |
0.0871 |
7.6% |
0.0093 |
0.8% |
81% |
False |
False |
218 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1794 |
|
2.618 |
1.1660 |
|
1.618 |
1.1578 |
|
1.000 |
1.1528 |
|
0.618 |
1.1496 |
|
HIGH |
1.1446 |
|
0.618 |
1.1414 |
|
0.500 |
1.1405 |
|
0.382 |
1.1395 |
|
LOW |
1.1364 |
|
0.618 |
1.1313 |
|
1.000 |
1.1282 |
|
1.618 |
1.1231 |
|
2.618 |
1.1149 |
|
4.250 |
1.1015 |
|
|
| Fisher Pivots for day following 14-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1423 |
1.1411 |
| PP |
1.1414 |
1.1390 |
| S1 |
1.1405 |
1.1369 |
|