CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 11-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2020 |
11-May-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0866 |
1.0860 |
-0.0006 |
-0.1% |
1.0993 |
| High |
1.0904 |
1.0879 |
-0.0026 |
-0.2% |
1.0995 |
| Low |
1.0845 |
1.0829 |
-0.0016 |
-0.1% |
1.0797 |
| Close |
1.0871 |
1.0838 |
-0.0034 |
-0.3% |
1.0871 |
| Range |
0.0060 |
0.0050 |
-0.0010 |
-16.0% |
0.0198 |
| ATR |
0.0093 |
0.0089 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
394 |
350 |
-44 |
-11.2% |
2,421 |
|
| Daily Pivots for day following 11-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0998 |
1.0968 |
1.0865 |
|
| R3 |
1.0948 |
1.0918 |
1.0851 |
|
| R2 |
1.0898 |
1.0898 |
1.0847 |
|
| R1 |
1.0868 |
1.0868 |
1.0842 |
1.0858 |
| PP |
1.0848 |
1.0848 |
1.0848 |
1.0843 |
| S1 |
1.0818 |
1.0818 |
1.0833 |
1.0808 |
| S2 |
1.0798 |
1.0798 |
1.0828 |
|
| S3 |
1.0748 |
1.0768 |
1.0824 |
|
| S4 |
1.0698 |
1.0718 |
1.0810 |
|
|
| 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 |
1.0955 |
1.0797 |
0.0158 |
1.5% |
0.0067 |
0.6% |
26% |
False |
False |
488 |
| 10 |
1.1049 |
1.0797 |
0.0252 |
2.3% |
0.0077 |
0.7% |
16% |
False |
False |
618 |
| 20 |
1.1049 |
1.0763 |
0.0286 |
2.6% |
0.0079 |
0.7% |
26% |
False |
False |
514 |
| 40 |
1.1304 |
1.0701 |
0.0604 |
5.6% |
0.0116 |
1.1% |
23% |
False |
False |
574 |
| 60 |
1.1572 |
1.0701 |
0.0871 |
8.0% |
0.0109 |
1.0% |
16% |
False |
False |
515 |
| 80 |
1.1572 |
1.0701 |
0.0871 |
8.0% |
0.0091 |
0.8% |
16% |
False |
False |
411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1091 |
|
2.618 |
1.1009 |
|
1.618 |
1.0959 |
|
1.000 |
1.0929 |
|
0.618 |
1.0909 |
|
HIGH |
1.0879 |
|
0.618 |
1.0859 |
|
0.500 |
1.0854 |
|
0.382 |
1.0848 |
|
LOW |
1.0829 |
|
0.618 |
1.0798 |
|
1.000 |
1.0779 |
|
1.618 |
1.0748 |
|
2.618 |
1.0698 |
|
4.250 |
1.0616 |
|
|
| Fisher Pivots for day following 11-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0854 |
1.0851 |
| PP |
1.0848 |
1.0846 |
| S1 |
1.0843 |
1.0842 |
|