CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 22-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2020 |
22-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1483 |
1.1569 |
0.0087 |
0.8% |
1.1345 |
| High |
1.1576 |
1.1638 |
0.0062 |
0.5% |
1.1489 |
| Low |
1.1460 |
1.1543 |
0.0084 |
0.7% |
1.1342 |
| Close |
1.1567 |
1.1605 |
0.0039 |
0.3% |
1.1474 |
| Range |
0.0116 |
0.0095 |
-0.0022 |
-18.5% |
0.0148 |
| ATR |
0.0083 |
0.0083 |
0.0001 |
1.0% |
0.0000 |
| Volume |
659 |
1,156 |
497 |
75.4% |
3,064 |
|
| Daily Pivots for day following 22-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1879 |
1.1836 |
1.1657 |
|
| R3 |
1.1784 |
1.1742 |
1.1631 |
|
| R2 |
1.1690 |
1.1690 |
1.1622 |
|
| R1 |
1.1647 |
1.1647 |
1.1614 |
1.1669 |
| PP |
1.1595 |
1.1595 |
1.1595 |
1.1606 |
| S1 |
1.1553 |
1.1553 |
1.1596 |
1.1574 |
| S2 |
1.1501 |
1.1501 |
1.1588 |
|
| S3 |
1.1406 |
1.1458 |
1.1579 |
|
| S4 |
1.1312 |
1.1364 |
1.1553 |
|
|
| 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 |
1.1638 |
1.1408 |
0.0230 |
2.0% |
0.0082 |
0.7% |
86% |
True |
False |
621 |
| 10 |
1.1638 |
1.1293 |
0.0345 |
3.0% |
0.0078 |
0.7% |
91% |
True |
False |
830 |
| 20 |
1.1638 |
1.1226 |
0.0412 |
3.5% |
0.0078 |
0.7% |
92% |
True |
False |
643 |
| 40 |
1.1638 |
1.0984 |
0.0654 |
5.6% |
0.0087 |
0.8% |
95% |
True |
False |
459 |
| 60 |
1.1638 |
1.0824 |
0.0814 |
7.0% |
0.0082 |
0.7% |
96% |
True |
False |
361 |
| 80 |
1.1638 |
1.0789 |
0.0849 |
7.3% |
0.0082 |
0.7% |
96% |
True |
False |
286 |
| 100 |
1.1638 |
1.0730 |
0.0908 |
7.8% |
0.0094 |
0.8% |
96% |
True |
False |
257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2039 |
|
2.618 |
1.1885 |
|
1.618 |
1.1790 |
|
1.000 |
1.1732 |
|
0.618 |
1.1696 |
|
HIGH |
1.1638 |
|
0.618 |
1.1601 |
|
0.500 |
1.1590 |
|
0.382 |
1.1579 |
|
LOW |
1.1543 |
|
0.618 |
1.1485 |
|
1.000 |
1.1449 |
|
1.618 |
1.1390 |
|
2.618 |
1.1296 |
|
4.250 |
1.1141 |
|
|
| Fisher Pivots for day following 22-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1600 |
1.1583 |
| PP |
1.1595 |
1.1561 |
| S1 |
1.1590 |
1.1538 |
|