CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 26-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2020 |
26-May-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0973 |
1.0926 |
-0.0047 |
-0.4% |
1.0844 |
| High |
1.0979 |
1.1021 |
0.0043 |
0.4% |
1.1033 |
| Low |
1.0911 |
1.0896 |
-0.0016 |
-0.1% |
1.0827 |
| Close |
1.0913 |
1.1019 |
0.0106 |
1.0% |
1.0913 |
| Range |
0.0068 |
0.0126 |
0.0058 |
85.9% |
0.0207 |
| ATR |
0.0085 |
0.0087 |
0.0003 |
3.5% |
0.0000 |
| Volume |
441 |
3,872 |
3,431 |
778.0% |
4,519 |
|
| Daily Pivots for day following 26-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1355 |
1.1313 |
1.1088 |
|
| R3 |
1.1230 |
1.1187 |
1.1054 |
|
| R2 |
1.1104 |
1.1104 |
1.1042 |
|
| R1 |
1.1062 |
1.1062 |
1.1031 |
1.1083 |
| PP |
1.0979 |
1.0979 |
1.0979 |
1.0989 |
| S1 |
1.0936 |
1.0936 |
1.1007 |
1.0957 |
| S2 |
1.0853 |
1.0853 |
1.0996 |
|
| S3 |
1.0728 |
1.0811 |
1.0984 |
|
| S4 |
1.0602 |
1.0685 |
1.0950 |
|
|
| Weekly Pivots for week ending 22-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1544 |
1.1435 |
1.1027 |
|
| R3 |
1.1337 |
1.1228 |
1.0970 |
|
| R2 |
1.1131 |
1.1131 |
1.0951 |
|
| R1 |
1.1022 |
1.1022 |
1.0932 |
1.1076 |
| PP |
1.0924 |
1.0924 |
1.0924 |
1.0951 |
| S1 |
1.0815 |
1.0815 |
1.0894 |
1.0870 |
| S2 |
1.0718 |
1.0718 |
1.0875 |
|
| S3 |
1.0511 |
1.0609 |
1.0856 |
|
| S4 |
1.0305 |
1.0402 |
1.0799 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1033 |
1.0896 |
0.0138 |
1.2% |
0.0083 |
0.8% |
90% |
False |
True |
1,483 |
| 10 |
1.1033 |
1.0803 |
0.0231 |
2.1% |
0.0084 |
0.8% |
94% |
False |
False |
1,217 |
| 20 |
1.1049 |
1.0797 |
0.0252 |
2.3% |
0.0080 |
0.7% |
88% |
False |
False |
917 |
| 40 |
1.1215 |
1.0763 |
0.0452 |
4.1% |
0.0087 |
0.8% |
57% |
False |
False |
647 |
| 60 |
1.1572 |
1.0701 |
0.0871 |
7.9% |
0.0113 |
1.0% |
37% |
False |
False |
656 |
| 80 |
1.1572 |
1.0701 |
0.0871 |
7.9% |
0.0098 |
0.9% |
37% |
False |
False |
559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1554 |
|
2.618 |
1.1350 |
|
1.618 |
1.1224 |
|
1.000 |
1.1147 |
|
0.618 |
1.1099 |
|
HIGH |
1.1021 |
|
0.618 |
1.0973 |
|
0.500 |
1.0958 |
|
0.382 |
1.0943 |
|
LOW |
1.0896 |
|
0.618 |
1.0818 |
|
1.000 |
1.0770 |
|
1.618 |
1.0692 |
|
2.618 |
1.0567 |
|
4.250 |
1.0362 |
|
|
| Fisher Pivots for day following 26-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0999 |
1.1001 |
| PP |
1.0979 |
1.0983 |
| S1 |
1.0958 |
1.0964 |
|