CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 05-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2020 |
05-May-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0993 |
1.0932 |
-0.0061 |
-0.6% |
1.0852 |
| High |
1.0995 |
1.0955 |
-0.0040 |
-0.4% |
1.1049 |
| Low |
1.0926 |
1.0856 |
-0.0070 |
-0.6% |
1.0845 |
| Close |
1.0937 |
1.0882 |
-0.0055 |
-0.5% |
1.1008 |
| Range |
0.0069 |
0.0099 |
0.0031 |
44.5% |
0.0204 |
| ATR |
0.0099 |
0.0099 |
0.0000 |
0.0% |
0.0000 |
| Volume |
331 |
362 |
31 |
9.4% |
3,895 |
|
| Daily Pivots for day following 05-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1195 |
1.1137 |
1.0936 |
|
| R3 |
1.1096 |
1.1038 |
1.0909 |
|
| R2 |
1.0997 |
1.0997 |
1.0900 |
|
| R1 |
1.0939 |
1.0939 |
1.0891 |
1.0919 |
| PP |
1.0898 |
1.0898 |
1.0898 |
1.0887 |
| S1 |
1.0840 |
1.0840 |
1.0873 |
1.0820 |
| S2 |
1.0799 |
1.0799 |
1.0864 |
|
| S3 |
1.0700 |
1.0741 |
1.0855 |
|
| S4 |
1.0601 |
1.0642 |
1.0828 |
|
|
| Weekly Pivots for week ending 01-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1579 |
1.1498 |
1.1120 |
|
| R3 |
1.1375 |
1.1294 |
1.1064 |
|
| R2 |
1.1171 |
1.1171 |
1.1045 |
|
| R1 |
1.1090 |
1.1090 |
1.1027 |
1.1130 |
| PP |
1.0967 |
1.0967 |
1.0967 |
1.0987 |
| S1 |
1.0886 |
1.0886 |
1.0989 |
1.0926 |
| S2 |
1.0763 |
1.0763 |
1.0971 |
|
| S3 |
1.0559 |
1.0682 |
1.0952 |
|
| S4 |
1.0355 |
1.0478 |
1.0896 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1049 |
1.0855 |
0.0194 |
1.8% |
0.0090 |
0.8% |
14% |
False |
False |
743 |
| 10 |
1.1049 |
1.0763 |
0.0286 |
2.6% |
0.0085 |
0.8% |
42% |
False |
False |
580 |
| 20 |
1.1049 |
1.0763 |
0.0286 |
2.6% |
0.0086 |
0.8% |
42% |
False |
False |
458 |
| 40 |
1.1487 |
1.0701 |
0.0786 |
7.2% |
0.0126 |
1.2% |
23% |
False |
False |
559 |
| 60 |
1.1572 |
1.0701 |
0.0871 |
8.0% |
0.0108 |
1.0% |
21% |
False |
False |
493 |
| 80 |
1.1572 |
1.0701 |
0.0871 |
8.0% |
0.0089 |
0.8% |
21% |
False |
False |
386 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1376 |
|
2.618 |
1.1214 |
|
1.618 |
1.1115 |
|
1.000 |
1.1054 |
|
0.618 |
1.1016 |
|
HIGH |
1.0955 |
|
0.618 |
1.0917 |
|
0.500 |
1.0906 |
|
0.382 |
1.0894 |
|
LOW |
1.0856 |
|
0.618 |
1.0795 |
|
1.000 |
1.0757 |
|
1.618 |
1.0696 |
|
2.618 |
1.0597 |
|
4.250 |
1.0435 |
|
|
| Fisher Pivots for day following 05-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0906 |
1.0952 |
| PP |
1.0898 |
1.0929 |
| S1 |
1.0890 |
1.0905 |
|