CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 15-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2020 |
15-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1385 |
1.1445 |
0.0060 |
0.5% |
1.1294 |
| High |
1.1446 |
1.1489 |
0.0044 |
0.4% |
1.1409 |
| Low |
1.1364 |
1.1429 |
0.0066 |
0.6% |
1.1260 |
| Close |
1.1432 |
1.1444 |
0.0012 |
0.1% |
1.1338 |
| Range |
0.0082 |
0.0060 |
-0.0022 |
-26.8% |
0.0149 |
| ATR |
0.0085 |
0.0083 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
351 |
1,438 |
1,087 |
309.7% |
4,197 |
|
| Daily Pivots for day following 15-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1634 |
1.1599 |
1.1477 |
|
| R3 |
1.1574 |
1.1539 |
1.1460 |
|
| R2 |
1.1514 |
1.1514 |
1.1455 |
|
| R1 |
1.1479 |
1.1479 |
1.1449 |
1.1466 |
| PP |
1.1454 |
1.1454 |
1.1454 |
1.1448 |
| S1 |
1.1419 |
1.1419 |
1.1438 |
1.1406 |
| S2 |
1.1394 |
1.1394 |
1.1433 |
|
| S3 |
1.1334 |
1.1359 |
1.1427 |
|
| S4 |
1.1274 |
1.1299 |
1.1411 |
|
|
| 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 |
1.1489 |
1.1293 |
0.0196 |
1.7% |
0.0075 |
0.7% |
77% |
True |
False |
1,039 |
| 10 |
1.1489 |
1.1226 |
0.0263 |
2.3% |
0.0083 |
0.7% |
83% |
True |
False |
789 |
| 20 |
1.1489 |
1.1214 |
0.0275 |
2.4% |
0.0081 |
0.7% |
83% |
True |
False |
553 |
| 40 |
1.1489 |
1.0920 |
0.0570 |
5.0% |
0.0086 |
0.8% |
92% |
True |
False |
394 |
| 60 |
1.1489 |
1.0789 |
0.0701 |
6.1% |
0.0081 |
0.7% |
94% |
True |
False |
314 |
| 80 |
1.1489 |
1.0730 |
0.0759 |
6.6% |
0.0085 |
0.7% |
94% |
True |
False |
253 |
| 100 |
1.1601 |
1.0730 |
0.0871 |
7.6% |
0.0093 |
0.8% |
82% |
False |
False |
232 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1744 |
|
2.618 |
1.1646 |
|
1.618 |
1.1586 |
|
1.000 |
1.1549 |
|
0.618 |
1.1526 |
|
HIGH |
1.1489 |
|
0.618 |
1.1466 |
|
0.500 |
1.1459 |
|
0.382 |
1.1452 |
|
LOW |
1.1429 |
|
0.618 |
1.1392 |
|
1.000 |
1.1369 |
|
1.618 |
1.1332 |
|
2.618 |
1.1272 |
|
4.250 |
1.1174 |
|
|
| Fisher Pivots for day following 15-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1459 |
1.1434 |
| PP |
1.1454 |
1.1425 |
| S1 |
1.1449 |
1.1415 |
|