CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 19-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2020 |
19-May-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0844 |
1.0944 |
0.0101 |
0.9% |
1.0860 |
| High |
1.0954 |
1.1003 |
0.0049 |
0.4% |
1.0922 |
| Low |
1.0827 |
1.0929 |
0.0103 |
0.9% |
1.0803 |
| Close |
1.0942 |
1.0973 |
0.0032 |
0.3% |
1.0841 |
| Range |
0.0128 |
0.0074 |
-0.0054 |
-42.4% |
0.0120 |
| ATR |
0.0088 |
0.0087 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
972 |
1,092 |
120 |
12.3% |
4,131 |
|
| Daily Pivots for day following 19-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1189 |
1.1154 |
1.1013 |
|
| R3 |
1.1115 |
1.1081 |
1.0993 |
|
| R2 |
1.1042 |
1.1042 |
1.0986 |
|
| R1 |
1.1007 |
1.1007 |
1.0980 |
1.1025 |
| PP |
1.0968 |
1.0968 |
1.0968 |
1.0977 |
| S1 |
1.0934 |
1.0934 |
1.0966 |
1.0951 |
| S2 |
1.0895 |
1.0895 |
1.0960 |
|
| S3 |
1.0821 |
1.0860 |
1.0953 |
|
| S4 |
1.0748 |
1.0787 |
1.0933 |
|
|
| Weekly Pivots for week ending 15-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1214 |
1.1147 |
1.0907 |
|
| R3 |
1.1094 |
1.1027 |
1.0874 |
|
| R2 |
1.0975 |
1.0975 |
1.0863 |
|
| R1 |
1.0908 |
1.0908 |
1.0852 |
1.0882 |
| PP |
1.0855 |
1.0855 |
1.0855 |
1.0842 |
| S1 |
1.0788 |
1.0788 |
1.0830 |
1.0762 |
| S2 |
1.0736 |
1.0736 |
1.0819 |
|
| S3 |
1.0616 |
1.0669 |
1.0808 |
|
| S4 |
1.0497 |
1.0549 |
1.0775 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1003 |
1.0803 |
0.0200 |
1.8% |
0.0079 |
0.7% |
85% |
True |
False |
980 |
| 10 |
1.1003 |
1.0797 |
0.0206 |
1.9% |
0.0073 |
0.7% |
86% |
True |
False |
792 |
| 20 |
1.1049 |
1.0763 |
0.0286 |
2.6% |
0.0079 |
0.7% |
74% |
False |
False |
686 |
| 40 |
1.1219 |
1.0763 |
0.0456 |
4.2% |
0.0095 |
0.9% |
46% |
False |
False |
567 |
| 60 |
1.1572 |
1.0701 |
0.0871 |
7.9% |
0.0112 |
1.0% |
31% |
False |
False |
596 |
| 80 |
1.1572 |
1.0701 |
0.0871 |
7.9% |
0.0095 |
0.9% |
31% |
False |
False |
482 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1315 |
|
2.618 |
1.1195 |
|
1.618 |
1.1121 |
|
1.000 |
1.1076 |
|
0.618 |
1.1048 |
|
HIGH |
1.1003 |
|
0.618 |
1.0974 |
|
0.500 |
1.0966 |
|
0.382 |
1.0957 |
|
LOW |
1.0929 |
|
0.618 |
1.0884 |
|
1.000 |
1.0856 |
|
1.618 |
1.0810 |
|
2.618 |
1.0737 |
|
4.250 |
1.0617 |
|
|
| Fisher Pivots for day following 19-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0971 |
1.0952 |
| PP |
1.0968 |
1.0931 |
| S1 |
1.0966 |
1.0910 |
|