CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 24-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2020 |
24-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1604 |
1.1635 |
0.0031 |
0.3% |
1.1458 |
| High |
1.1661 |
1.1693 |
0.0032 |
0.3% |
1.1693 |
| Low |
1.1577 |
1.1617 |
0.0041 |
0.3% |
1.1439 |
| Close |
1.1644 |
1.1673 |
0.0029 |
0.2% |
1.1673 |
| Range |
0.0085 |
0.0076 |
-0.0009 |
-10.1% |
0.0254 |
| ATR |
0.0084 |
0.0083 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
759 |
1,003 |
244 |
32.1% |
3,914 |
|
| Daily Pivots for day following 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1889 |
1.1857 |
1.1714 |
|
| R3 |
1.1813 |
1.1781 |
1.1693 |
|
| R2 |
1.1737 |
1.1737 |
1.1686 |
|
| R1 |
1.1705 |
1.1705 |
1.1679 |
1.1721 |
| PP |
1.1661 |
1.1661 |
1.1661 |
1.1669 |
| S1 |
1.1629 |
1.1629 |
1.1666 |
1.1645 |
| S2 |
1.1585 |
1.1585 |
1.1659 |
|
| S3 |
1.1509 |
1.1553 |
1.1652 |
|
| S4 |
1.1433 |
1.1477 |
1.1631 |
|
|
| Weekly Pivots for week ending 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2364 |
1.2272 |
1.1812 |
|
| R3 |
1.2110 |
1.2018 |
1.1742 |
|
| R2 |
1.1856 |
1.1856 |
1.1719 |
|
| R1 |
1.1764 |
1.1764 |
1.1696 |
1.1810 |
| PP |
1.1602 |
1.1602 |
1.1602 |
1.1624 |
| S1 |
1.1510 |
1.1510 |
1.1649 |
1.1556 |
| S2 |
1.1348 |
1.1348 |
1.1626 |
|
| S3 |
1.1094 |
1.1256 |
1.1603 |
|
| S4 |
1.0840 |
1.1002 |
1.1533 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1693 |
1.1439 |
0.0254 |
2.2% |
0.0087 |
0.7% |
92% |
True |
False |
782 |
| 10 |
1.1693 |
1.1342 |
0.0352 |
3.0% |
0.0078 |
0.7% |
94% |
True |
False |
697 |
| 20 |
1.1693 |
1.1226 |
0.0467 |
4.0% |
0.0079 |
0.7% |
96% |
True |
False |
694 |
| 40 |
1.1693 |
1.1119 |
0.0574 |
4.9% |
0.0087 |
0.7% |
96% |
True |
False |
499 |
| 60 |
1.1693 |
1.0824 |
0.0870 |
7.4% |
0.0082 |
0.7% |
98% |
True |
False |
386 |
| 80 |
1.1693 |
1.0789 |
0.0905 |
7.7% |
0.0081 |
0.7% |
98% |
True |
False |
305 |
| 100 |
1.1693 |
1.0730 |
0.0963 |
8.3% |
0.0094 |
0.8% |
98% |
True |
False |
272 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2016 |
|
2.618 |
1.1892 |
|
1.618 |
1.1816 |
|
1.000 |
1.1769 |
|
0.618 |
1.1740 |
|
HIGH |
1.1693 |
|
0.618 |
1.1664 |
|
0.500 |
1.1655 |
|
0.382 |
1.1646 |
|
LOW |
1.1617 |
|
0.618 |
1.1570 |
|
1.000 |
1.1541 |
|
1.618 |
1.1494 |
|
2.618 |
1.1418 |
|
4.250 |
1.1294 |
|
|
| Fisher Pivots for day following 24-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1667 |
1.1654 |
| PP |
1.1661 |
1.1636 |
| S1 |
1.1655 |
1.1618 |
|