CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 13-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2020 |
13-May-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0837 |
1.0878 |
0.0041 |
0.4% |
1.0993 |
| High |
1.0914 |
1.0922 |
0.0009 |
0.1% |
1.0995 |
| Low |
1.0813 |
1.0840 |
0.0027 |
0.2% |
1.0797 |
| Close |
1.0882 |
1.0843 |
-0.0039 |
-0.4% |
1.0871 |
| Range |
0.0101 |
0.0082 |
-0.0019 |
-18.4% |
0.0198 |
| ATR |
0.0090 |
0.0090 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
941 |
500 |
-441 |
-46.9% |
2,421 |
|
| Daily Pivots for day following 13-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1114 |
1.1061 |
1.0888 |
|
| R3 |
1.1032 |
1.0979 |
1.0866 |
|
| R2 |
1.0950 |
1.0950 |
1.0858 |
|
| R1 |
1.0897 |
1.0897 |
1.0851 |
1.0883 |
| PP |
1.0868 |
1.0868 |
1.0868 |
1.0861 |
| S1 |
1.0815 |
1.0815 |
1.0835 |
1.0801 |
| S2 |
1.0786 |
1.0786 |
1.0828 |
|
| S3 |
1.0704 |
1.0733 |
1.0820 |
|
| S4 |
1.0622 |
1.0651 |
1.0798 |
|
|
| 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 |
1.0922 |
1.0797 |
0.0125 |
1.2% |
0.0072 |
0.7% |
37% |
True |
False |
573 |
| 10 |
1.1049 |
1.0797 |
0.0252 |
2.3% |
0.0081 |
0.7% |
18% |
False |
False |
667 |
| 20 |
1.1049 |
1.0763 |
0.0286 |
2.6% |
0.0078 |
0.7% |
28% |
False |
False |
547 |
| 40 |
1.1219 |
1.0701 |
0.0519 |
4.8% |
0.0111 |
1.0% |
27% |
False |
False |
566 |
| 60 |
1.1572 |
1.0701 |
0.0871 |
8.0% |
0.0110 |
1.0% |
16% |
False |
False |
532 |
| 80 |
1.1572 |
1.0701 |
0.0871 |
8.0% |
0.0092 |
0.9% |
16% |
False |
False |
428 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1271 |
|
2.618 |
1.1137 |
|
1.618 |
1.1055 |
|
1.000 |
1.1004 |
|
0.618 |
1.0973 |
|
HIGH |
1.0922 |
|
0.618 |
1.0891 |
|
0.500 |
1.0881 |
|
0.382 |
1.0871 |
|
LOW |
1.0840 |
|
0.618 |
1.0789 |
|
1.000 |
1.0758 |
|
1.618 |
1.0707 |
|
2.618 |
1.0625 |
|
4.250 |
1.0492 |
|
|
| Fisher Pivots for day following 13-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0881 |
1.0868 |
| PP |
1.0868 |
1.0859 |
| S1 |
1.0856 |
1.0851 |
|