CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 28-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2020 |
28-May-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1005 |
1.1033 |
0.0028 |
0.3% |
1.0844 |
| High |
1.1056 |
1.1119 |
0.0063 |
0.6% |
1.1033 |
| Low |
1.0959 |
1.1018 |
0.0059 |
0.5% |
1.0827 |
| Close |
1.1016 |
1.1115 |
0.0099 |
0.9% |
1.0913 |
| Range |
0.0097 |
0.0101 |
0.0005 |
4.7% |
0.0207 |
| ATR |
0.0088 |
0.0089 |
0.0001 |
1.2% |
0.0000 |
| Volume |
3,010 |
3,929 |
919 |
30.5% |
4,519 |
|
| Daily Pivots for day following 28-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1387 |
1.1352 |
1.1170 |
|
| R3 |
1.1286 |
1.1251 |
1.1142 |
|
| R2 |
1.1185 |
1.1185 |
1.1133 |
|
| R1 |
1.1150 |
1.1150 |
1.1124 |
1.1167 |
| PP |
1.1084 |
1.1084 |
1.1084 |
1.1092 |
| S1 |
1.1049 |
1.1049 |
1.1105 |
1.1066 |
| S2 |
1.0983 |
1.0983 |
1.1096 |
|
| S3 |
1.0882 |
1.0948 |
1.1087 |
|
| S4 |
1.0781 |
1.0847 |
1.1059 |
|
|
| 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 |
1.1119 |
1.0896 |
0.0223 |
2.0% |
0.0092 |
0.8% |
98% |
True |
False |
2,455 |
| 10 |
1.1119 |
1.0803 |
0.0316 |
2.8% |
0.0085 |
0.8% |
99% |
True |
False |
1,767 |
| 20 |
1.1119 |
1.0797 |
0.0322 |
2.9% |
0.0083 |
0.7% |
99% |
True |
False |
1,217 |
| 40 |
1.1119 |
1.0763 |
0.0356 |
3.2% |
0.0085 |
0.8% |
99% |
True |
False |
792 |
| 60 |
1.1572 |
1.0701 |
0.0871 |
7.8% |
0.0112 |
1.0% |
48% |
False |
False |
755 |
| 80 |
1.1572 |
1.0701 |
0.0871 |
7.8% |
0.0099 |
0.9% |
48% |
False |
False |
641 |
| 100 |
1.1572 |
1.0701 |
0.0871 |
7.8% |
0.0085 |
0.8% |
48% |
False |
False |
525 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1548 |
|
2.618 |
1.1383 |
|
1.618 |
1.1282 |
|
1.000 |
1.1220 |
|
0.618 |
1.1181 |
|
HIGH |
1.1119 |
|
0.618 |
1.1080 |
|
0.500 |
1.1068 |
|
0.382 |
1.1056 |
|
LOW |
1.1018 |
|
0.618 |
1.0955 |
|
1.000 |
1.0917 |
|
1.618 |
1.0854 |
|
2.618 |
1.0753 |
|
4.250 |
1.0588 |
|
|
| Fisher Pivots for day following 28-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1099 |
1.1079 |
| PP |
1.1084 |
1.1043 |
| S1 |
1.1068 |
1.1007 |
|