CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 20-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2020 |
20-May-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0944 |
1.0949 |
0.0005 |
0.0% |
1.0860 |
| High |
1.1003 |
1.1025 |
0.0023 |
0.2% |
1.0922 |
| Low |
1.0929 |
1.0946 |
0.0017 |
0.2% |
1.0803 |
| Close |
1.0973 |
1.1012 |
0.0039 |
0.4% |
1.0841 |
| Range |
0.0074 |
0.0079 |
0.0006 |
7.5% |
0.0120 |
| ATR |
0.0087 |
0.0087 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
1,092 |
990 |
-102 |
-9.3% |
4,131 |
|
| Daily Pivots for day following 20-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1231 |
1.1201 |
1.1055 |
|
| R3 |
1.1152 |
1.1122 |
1.1034 |
|
| R2 |
1.1073 |
1.1073 |
1.1026 |
|
| R1 |
1.1043 |
1.1043 |
1.1019 |
1.1058 |
| PP |
1.0994 |
1.0994 |
1.0994 |
1.1002 |
| S1 |
1.0964 |
1.0964 |
1.1005 |
1.0979 |
| S2 |
1.0915 |
1.0915 |
1.0998 |
|
| S3 |
1.0836 |
1.0885 |
1.0990 |
|
| S4 |
1.0757 |
1.0806 |
1.0969 |
|
|
| 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 |
1.1025 |
1.0803 |
0.0223 |
2.0% |
0.0078 |
0.7% |
94% |
True |
False |
1,078 |
| 10 |
1.1025 |
1.0797 |
0.0228 |
2.1% |
0.0075 |
0.7% |
94% |
True |
False |
826 |
| 20 |
1.1049 |
1.0763 |
0.0286 |
2.6% |
0.0079 |
0.7% |
87% |
False |
False |
717 |
| 40 |
1.1219 |
1.0763 |
0.0456 |
4.1% |
0.0093 |
0.8% |
55% |
False |
False |
575 |
| 60 |
1.1572 |
1.0701 |
0.0871 |
7.9% |
0.0113 |
1.0% |
36% |
False |
False |
602 |
| 80 |
1.1572 |
1.0701 |
0.0871 |
7.9% |
0.0095 |
0.9% |
36% |
False |
False |
494 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1361 |
|
2.618 |
1.1232 |
|
1.618 |
1.1153 |
|
1.000 |
1.1104 |
|
0.618 |
1.1074 |
|
HIGH |
1.1025 |
|
0.618 |
1.0995 |
|
0.500 |
1.0986 |
|
0.382 |
1.0976 |
|
LOW |
1.0946 |
|
0.618 |
1.0897 |
|
1.000 |
1.0867 |
|
1.618 |
1.0818 |
|
2.618 |
1.0739 |
|
4.250 |
1.0610 |
|
|
| Fisher Pivots for day following 20-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1003 |
1.0983 |
| PP |
1.0994 |
1.0955 |
| S1 |
1.0986 |
1.0926 |
|