CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 07-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2020 |
07-May-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0868 |
1.0827 |
-0.0042 |
-0.4% |
1.0852 |
| High |
1.0874 |
1.0863 |
-0.0011 |
-0.1% |
1.1049 |
| Low |
1.0813 |
1.0797 |
-0.0016 |
-0.1% |
1.0845 |
| Close |
1.0835 |
1.0857 |
0.0022 |
0.2% |
1.1008 |
| Range |
0.0061 |
0.0066 |
0.0005 |
8.2% |
0.0204 |
| ATR |
0.0097 |
0.0095 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
650 |
684 |
34 |
5.2% |
3,895 |
|
| Daily Pivots for day following 07-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1037 |
1.1013 |
1.0893 |
|
| R3 |
1.0971 |
1.0947 |
1.0875 |
|
| R2 |
1.0905 |
1.0905 |
1.0869 |
|
| R1 |
1.0881 |
1.0881 |
1.0863 |
1.0893 |
| PP |
1.0839 |
1.0839 |
1.0839 |
1.0845 |
| S1 |
1.0815 |
1.0815 |
1.0850 |
1.0827 |
| S2 |
1.0773 |
1.0773 |
1.0844 |
|
| S3 |
1.0707 |
1.0749 |
1.0838 |
|
| S4 |
1.0641 |
1.0683 |
1.0820 |
|
|
| 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 |
1.0797 |
0.0252 |
2.3% |
0.0076 |
0.7% |
24% |
False |
True |
451 |
| 10 |
1.1049 |
1.0763 |
0.0286 |
2.6% |
0.0081 |
0.7% |
33% |
False |
False |
639 |
| 20 |
1.1049 |
1.0763 |
0.0286 |
2.6% |
0.0082 |
0.8% |
33% |
False |
False |
496 |
| 40 |
1.1403 |
1.0701 |
0.0702 |
6.5% |
0.0123 |
1.1% |
22% |
False |
False |
579 |
| 60 |
1.1572 |
1.0701 |
0.0871 |
8.0% |
0.0109 |
1.0% |
18% |
False |
False |
511 |
| 80 |
1.1572 |
1.0701 |
0.0871 |
8.0% |
0.0090 |
0.8% |
18% |
False |
False |
402 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1144 |
|
2.618 |
1.1036 |
|
1.618 |
1.0970 |
|
1.000 |
1.0929 |
|
0.618 |
1.0904 |
|
HIGH |
1.0863 |
|
0.618 |
1.0838 |
|
0.500 |
1.0830 |
|
0.382 |
1.0822 |
|
LOW |
1.0797 |
|
0.618 |
1.0756 |
|
1.000 |
1.0731 |
|
1.618 |
1.0690 |
|
2.618 |
1.0624 |
|
4.250 |
1.0517 |
|
|
| Fisher Pivots for day following 07-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0848 |
1.0876 |
| PP |
1.0839 |
1.0870 |
| S1 |
1.0830 |
1.0863 |
|