CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 27-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2020 |
27-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1635 |
1.1681 |
0.0046 |
0.4% |
1.1458 |
| High |
1.1693 |
1.1816 |
0.0123 |
1.1% |
1.1693 |
| Low |
1.1617 |
1.1678 |
0.0061 |
0.5% |
1.1439 |
| Close |
1.1673 |
1.1786 |
0.0114 |
1.0% |
1.1673 |
| Range |
0.0076 |
0.0139 |
0.0063 |
82.2% |
0.0254 |
| ATR |
0.0083 |
0.0087 |
0.0004 |
5.2% |
0.0000 |
| Volume |
1,003 |
1,232 |
229 |
22.8% |
3,914 |
|
| Daily Pivots for day following 27-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2175 |
1.2119 |
1.1862 |
|
| R3 |
1.2037 |
1.1981 |
1.1824 |
|
| R2 |
1.1898 |
1.1898 |
1.1811 |
|
| R1 |
1.1842 |
1.1842 |
1.1799 |
1.1870 |
| PP |
1.1760 |
1.1760 |
1.1760 |
1.1774 |
| S1 |
1.1704 |
1.1704 |
1.1773 |
1.1732 |
| S2 |
1.1621 |
1.1621 |
1.1761 |
|
| S3 |
1.1483 |
1.1565 |
1.1748 |
|
| S4 |
1.1344 |
1.1427 |
1.1710 |
|
|
| 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 |
1.1816 |
1.1460 |
0.0357 |
3.0% |
0.0102 |
0.9% |
92% |
True |
False |
961 |
| 10 |
1.1816 |
1.1364 |
0.0453 |
3.8% |
0.0085 |
0.7% |
93% |
True |
False |
788 |
| 20 |
1.1816 |
1.1226 |
0.0590 |
5.0% |
0.0084 |
0.7% |
95% |
True |
False |
744 |
| 40 |
1.1816 |
1.1150 |
0.0667 |
5.7% |
0.0088 |
0.7% |
95% |
True |
False |
528 |
| 60 |
1.1816 |
1.0824 |
0.0993 |
8.4% |
0.0082 |
0.7% |
97% |
True |
False |
401 |
| 80 |
1.1816 |
1.0789 |
0.1028 |
8.7% |
0.0081 |
0.7% |
97% |
True |
False |
320 |
| 100 |
1.1816 |
1.0730 |
0.1086 |
9.2% |
0.0095 |
0.8% |
97% |
True |
False |
284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2405 |
|
2.618 |
1.2179 |
|
1.618 |
1.2040 |
|
1.000 |
1.1955 |
|
0.618 |
1.1902 |
|
HIGH |
1.1816 |
|
0.618 |
1.1763 |
|
0.500 |
1.1747 |
|
0.382 |
1.1730 |
|
LOW |
1.1678 |
|
0.618 |
1.1592 |
|
1.000 |
1.1539 |
|
1.618 |
1.1453 |
|
2.618 |
1.1315 |
|
4.250 |
1.1089 |
|
|
| Fisher Pivots for day following 27-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1773 |
1.1756 |
| PP |
1.1760 |
1.1726 |
| S1 |
1.1747 |
1.1696 |
|