CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 08-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2020 |
08-May-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0827 |
1.0866 |
0.0039 |
0.4% |
1.0993 |
| High |
1.0863 |
1.0904 |
0.0041 |
0.4% |
1.0995 |
| Low |
1.0797 |
1.0845 |
0.0048 |
0.4% |
1.0797 |
| Close |
1.0857 |
1.0871 |
0.0015 |
0.1% |
1.0871 |
| Range |
0.0066 |
0.0060 |
-0.0007 |
-9.8% |
0.0198 |
| ATR |
0.0095 |
0.0093 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
684 |
394 |
-290 |
-42.4% |
2,421 |
|
| Daily Pivots for day following 08-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1052 |
1.1021 |
1.0904 |
|
| R3 |
1.0992 |
1.0961 |
1.0887 |
|
| R2 |
1.0933 |
1.0933 |
1.0882 |
|
| R1 |
1.0902 |
1.0902 |
1.0876 |
1.0917 |
| PP |
1.0873 |
1.0873 |
1.0873 |
1.0881 |
| S1 |
1.0842 |
1.0842 |
1.0866 |
1.0858 |
| S2 |
1.0814 |
1.0814 |
1.0860 |
|
| S3 |
1.0754 |
1.0783 |
1.0855 |
|
| S4 |
1.0695 |
1.0723 |
1.0838 |
|
|
| Weekly Pivots for week ending 08-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1480 |
1.1373 |
1.0980 |
|
| R3 |
1.1283 |
1.1176 |
1.0925 |
|
| R2 |
1.1085 |
1.1085 |
1.0907 |
|
| R1 |
1.0978 |
1.0978 |
1.0889 |
1.0933 |
| PP |
1.0888 |
1.0888 |
1.0888 |
1.0865 |
| S1 |
1.0781 |
1.0781 |
1.0853 |
1.0735 |
| S2 |
1.0690 |
1.0690 |
1.0835 |
|
| S3 |
1.0493 |
1.0583 |
1.0817 |
|
| S4 |
1.0295 |
1.0386 |
1.0762 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0995 |
1.0797 |
0.0198 |
1.8% |
0.0071 |
0.7% |
37% |
False |
False |
484 |
| 10 |
1.1049 |
1.0797 |
0.0252 |
2.3% |
0.0076 |
0.7% |
29% |
False |
False |
631 |
| 20 |
1.1049 |
1.0763 |
0.0286 |
2.6% |
0.0080 |
0.7% |
38% |
False |
False |
501 |
| 40 |
1.1304 |
1.0701 |
0.0604 |
5.6% |
0.0118 |
1.1% |
28% |
False |
False |
578 |
| 60 |
1.1572 |
1.0701 |
0.0871 |
8.0% |
0.0109 |
1.0% |
20% |
False |
False |
511 |
| 80 |
1.1572 |
1.0701 |
0.0871 |
8.0% |
0.0091 |
0.8% |
20% |
False |
False |
407 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1157 |
|
2.618 |
1.1060 |
|
1.618 |
1.1000 |
|
1.000 |
1.0964 |
|
0.618 |
1.0941 |
|
HIGH |
1.0904 |
|
0.618 |
1.0881 |
|
0.500 |
1.0874 |
|
0.382 |
1.0867 |
|
LOW |
1.0845 |
|
0.618 |
1.0808 |
|
1.000 |
1.0785 |
|
1.618 |
1.0748 |
|
2.618 |
1.0689 |
|
4.250 |
1.0592 |
|
|
| Fisher Pivots for day following 08-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0874 |
1.0864 |
| PP |
1.0873 |
1.0857 |
| S1 |
1.0872 |
1.0851 |
|