CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 30-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2020 |
30-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1754 |
1.1827 |
0.0073 |
0.6% |
1.1458 |
| High |
1.1840 |
1.1881 |
0.0041 |
0.3% |
1.1693 |
| Low |
1.1749 |
1.1765 |
0.0016 |
0.1% |
1.1439 |
| Close |
1.1800 |
1.1869 |
0.0069 |
0.6% |
1.1673 |
| Range |
0.0091 |
0.0116 |
0.0025 |
27.5% |
0.0254 |
| ATR |
0.0087 |
0.0089 |
0.0002 |
2.4% |
0.0000 |
| Volume |
710 |
1,869 |
1,159 |
163.2% |
3,914 |
|
| Daily Pivots for day following 30-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2186 |
1.2144 |
1.1933 |
|
| R3 |
1.2070 |
1.2028 |
1.1901 |
|
| R2 |
1.1954 |
1.1954 |
1.1890 |
|
| R1 |
1.1912 |
1.1912 |
1.1880 |
1.1933 |
| PP |
1.1838 |
1.1838 |
1.1838 |
1.1849 |
| S1 |
1.1796 |
1.1796 |
1.1858 |
1.1817 |
| S2 |
1.1722 |
1.1722 |
1.1848 |
|
| S3 |
1.1606 |
1.1680 |
1.1837 |
|
| S4 |
1.1490 |
1.1564 |
1.1805 |
|
|
| 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 |
1.1881 |
1.1617 |
0.0264 |
2.2% |
0.0099 |
0.8% |
95% |
True |
False |
1,095 |
| 10 |
1.1881 |
1.1415 |
0.0467 |
3.9% |
0.0092 |
0.8% |
97% |
True |
False |
886 |
| 20 |
1.1881 |
1.1260 |
0.0621 |
5.2% |
0.0086 |
0.7% |
98% |
True |
False |
821 |
| 40 |
1.1881 |
1.1214 |
0.0667 |
5.6% |
0.0090 |
0.8% |
98% |
True |
False |
604 |
| 60 |
1.1881 |
1.0824 |
0.1058 |
8.9% |
0.0083 |
0.7% |
99% |
True |
False |
453 |
| 80 |
1.1881 |
1.0789 |
0.1093 |
9.2% |
0.0081 |
0.7% |
99% |
True |
False |
359 |
| 100 |
1.1881 |
1.0730 |
0.1151 |
9.7% |
0.0095 |
0.8% |
99% |
True |
False |
312 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2374 |
|
2.618 |
1.2185 |
|
1.618 |
1.2069 |
|
1.000 |
1.1997 |
|
0.618 |
1.1953 |
|
HIGH |
1.1881 |
|
0.618 |
1.1837 |
|
0.500 |
1.1823 |
|
0.382 |
1.1809 |
|
LOW |
1.1765 |
|
0.618 |
1.1693 |
|
1.000 |
1.1649 |
|
1.618 |
1.1577 |
|
2.618 |
1.1461 |
|
4.250 |
1.1272 |
|
|
| Fisher Pivots for day following 30-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1854 |
1.1849 |
| PP |
1.1838 |
1.1828 |
| S1 |
1.1823 |
1.1808 |
|