CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 17-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2020 |
17-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1452 |
1.1423 |
-0.0030 |
-0.3% |
1.1345 |
| High |
1.1478 |
1.1480 |
0.0003 |
0.0% |
1.1489 |
| Low |
1.1408 |
1.1415 |
0.0007 |
0.1% |
1.1342 |
| Close |
1.1415 |
1.1474 |
0.0060 |
0.5% |
1.1474 |
| Range |
0.0070 |
0.0066 |
-0.0005 |
-6.4% |
0.0148 |
| ATR |
0.0082 |
0.0081 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
476 |
477 |
1 |
0.2% |
3,064 |
|
| Daily Pivots for day following 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1653 |
1.1629 |
1.1510 |
|
| R3 |
1.1587 |
1.1563 |
1.1492 |
|
| R2 |
1.1522 |
1.1522 |
1.1486 |
|
| R1 |
1.1498 |
1.1498 |
1.1480 |
1.1510 |
| PP |
1.1456 |
1.1456 |
1.1456 |
1.1462 |
| S1 |
1.1432 |
1.1432 |
1.1468 |
1.1444 |
| S2 |
1.1391 |
1.1391 |
1.1462 |
|
| S3 |
1.1325 |
1.1367 |
1.1456 |
|
| S4 |
1.1260 |
1.1301 |
1.1438 |
|
|
| Weekly Pivots for week ending 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1877 |
1.1823 |
1.1555 |
|
| R3 |
1.1730 |
1.1676 |
1.1515 |
|
| R2 |
1.1582 |
1.1582 |
1.1501 |
|
| R1 |
1.1528 |
1.1528 |
1.1488 |
1.1555 |
| PP |
1.1435 |
1.1435 |
1.1435 |
1.1448 |
| S1 |
1.1381 |
1.1381 |
1.1460 |
1.1408 |
| S2 |
1.1287 |
1.1287 |
1.1447 |
|
| S3 |
1.1140 |
1.1233 |
1.1433 |
|
| S4 |
1.0992 |
1.1086 |
1.1393 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1489 |
1.1342 |
0.0148 |
1.3% |
0.0070 |
0.6% |
90% |
False |
False |
612 |
| 10 |
1.1489 |
1.1260 |
0.0229 |
2.0% |
0.0079 |
0.7% |
93% |
False |
False |
726 |
| 20 |
1.1489 |
1.1214 |
0.0275 |
2.4% |
0.0080 |
0.7% |
95% |
False |
False |
577 |
| 40 |
1.1489 |
1.0920 |
0.0570 |
5.0% |
0.0086 |
0.7% |
97% |
False |
False |
414 |
| 60 |
1.1489 |
1.0789 |
0.0701 |
6.1% |
0.0081 |
0.7% |
98% |
False |
False |
329 |
| 80 |
1.1489 |
1.0789 |
0.0701 |
6.1% |
0.0082 |
0.7% |
98% |
False |
False |
263 |
| 100 |
1.1601 |
1.0730 |
0.0871 |
7.6% |
0.0094 |
0.8% |
85% |
False |
False |
240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1758 |
|
2.618 |
1.1651 |
|
1.618 |
1.1586 |
|
1.000 |
1.1546 |
|
0.618 |
1.1520 |
|
HIGH |
1.1480 |
|
0.618 |
1.1455 |
|
0.500 |
1.1447 |
|
0.382 |
1.1440 |
|
LOW |
1.1415 |
|
0.618 |
1.1374 |
|
1.000 |
1.1349 |
|
1.618 |
1.1309 |
|
2.618 |
1.1243 |
|
4.250 |
1.1136 |
|
|
| Fisher Pivots for day following 17-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1465 |
1.1465 |
| PP |
1.1456 |
1.1457 |
| S1 |
1.1447 |
1.1448 |
|