CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 28-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2020 |
28-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1681 |
1.1796 |
0.0115 |
1.0% |
1.1458 |
| High |
1.1816 |
1.1808 |
-0.0008 |
-0.1% |
1.1693 |
| Low |
1.1678 |
1.1735 |
0.0057 |
0.5% |
1.1439 |
| Close |
1.1786 |
1.1759 |
-0.0028 |
-0.2% |
1.1673 |
| Range |
0.0139 |
0.0074 |
-0.0065 |
-46.9% |
0.0254 |
| ATR |
0.0087 |
0.0086 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
1,232 |
662 |
-570 |
-46.3% |
3,914 |
|
| Daily Pivots for day following 28-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1988 |
1.1947 |
1.1799 |
|
| R3 |
1.1914 |
1.1873 |
1.1779 |
|
| R2 |
1.1841 |
1.1841 |
1.1772 |
|
| R1 |
1.1800 |
1.1800 |
1.1765 |
1.1783 |
| PP |
1.1767 |
1.1767 |
1.1767 |
1.1759 |
| S1 |
1.1726 |
1.1726 |
1.1752 |
1.1710 |
| S2 |
1.1694 |
1.1694 |
1.1745 |
|
| S3 |
1.1620 |
1.1653 |
1.1738 |
|
| S4 |
1.1547 |
1.1579 |
1.1718 |
|
|
| 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 |
1.1543 |
0.0273 |
2.3% |
0.0093 |
0.8% |
79% |
False |
False |
962 |
| 10 |
1.1816 |
1.1408 |
0.0409 |
3.5% |
0.0084 |
0.7% |
86% |
False |
False |
819 |
| 20 |
1.1816 |
1.1226 |
0.0590 |
5.0% |
0.0084 |
0.7% |
90% |
False |
False |
759 |
| 40 |
1.1816 |
1.1164 |
0.0652 |
5.5% |
0.0089 |
0.8% |
91% |
False |
False |
545 |
| 60 |
1.1816 |
1.0824 |
0.0993 |
8.4% |
0.0082 |
0.7% |
94% |
False |
False |
412 |
| 80 |
1.1816 |
1.0789 |
0.1028 |
8.7% |
0.0080 |
0.7% |
94% |
False |
False |
328 |
| 100 |
1.1816 |
1.0730 |
0.1086 |
9.2% |
0.0095 |
0.8% |
95% |
False |
False |
289 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2120 |
|
2.618 |
1.2000 |
|
1.618 |
1.1927 |
|
1.000 |
1.1882 |
|
0.618 |
1.1853 |
|
HIGH |
1.1808 |
|
0.618 |
1.1780 |
|
0.500 |
1.1771 |
|
0.382 |
1.1763 |
|
LOW |
1.1735 |
|
0.618 |
1.1689 |
|
1.000 |
1.1661 |
|
1.618 |
1.1616 |
|
2.618 |
1.1542 |
|
4.250 |
1.1422 |
|
|
| Fisher Pivots for day following 28-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1771 |
1.1745 |
| PP |
1.1767 |
1.1731 |
| S1 |
1.1763 |
1.1717 |
|