CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 05-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2020 |
05-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1262 |
1.1360 |
0.0098 |
0.9% |
1.1137 |
| High |
1.1388 |
1.1408 |
0.0021 |
0.2% |
1.1408 |
| Low |
1.1221 |
1.1304 |
0.0084 |
0.7% |
1.1126 |
| Close |
1.1375 |
1.1319 |
-0.0056 |
-0.5% |
1.1319 |
| Range |
0.0167 |
0.0104 |
-0.0063 |
-37.7% |
0.0282 |
| ATR |
0.0092 |
0.0093 |
0.0001 |
1.0% |
0.0000 |
| Volume |
36,444 |
33,478 |
-2,966 |
-8.1% |
99,035 |
|
| Daily Pivots for day following 05-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1656 |
1.1591 |
1.1376 |
|
| R3 |
1.1552 |
1.1487 |
1.1348 |
|
| R2 |
1.1448 |
1.1448 |
1.1338 |
|
| R1 |
1.1383 |
1.1383 |
1.1329 |
1.1364 |
| PP |
1.1344 |
1.1344 |
1.1344 |
1.1334 |
| S1 |
1.1279 |
1.1279 |
1.1309 |
1.1260 |
| S2 |
1.1240 |
1.1240 |
1.1300 |
|
| S3 |
1.1136 |
1.1175 |
1.1290 |
|
| S4 |
1.1032 |
1.1071 |
1.1262 |
|
|
| Weekly Pivots for week ending 05-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2130 |
1.2007 |
1.1474 |
|
| R3 |
1.1848 |
1.1725 |
1.1397 |
|
| R2 |
1.1566 |
1.1566 |
1.1371 |
|
| R1 |
1.1443 |
1.1443 |
1.1345 |
1.1505 |
| PP |
1.1284 |
1.1284 |
1.1284 |
1.1315 |
| S1 |
1.1161 |
1.1161 |
1.1293 |
1.1223 |
| S2 |
1.1002 |
1.1002 |
1.1267 |
|
| S3 |
1.0720 |
1.0879 |
1.1241 |
|
| S4 |
1.0438 |
1.0597 |
1.1164 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1408 |
1.1126 |
0.0282 |
2.5% |
0.0099 |
0.9% |
68% |
True |
False |
19,807 |
| 10 |
1.1408 |
1.0896 |
0.0513 |
4.5% |
0.0096 |
0.8% |
83% |
True |
False |
11,809 |
| 20 |
1.1408 |
1.0803 |
0.0606 |
5.3% |
0.0086 |
0.8% |
85% |
True |
False |
6,335 |
| 40 |
1.1408 |
1.0763 |
0.0645 |
5.7% |
0.0084 |
0.7% |
86% |
True |
False |
3,415 |
| 60 |
1.1408 |
1.0701 |
0.0708 |
6.3% |
0.0111 |
1.0% |
87% |
True |
False |
2,497 |
| 80 |
1.1572 |
1.0701 |
0.0871 |
7.7% |
0.0103 |
0.9% |
71% |
False |
False |
1,967 |
| 100 |
1.1572 |
1.0701 |
0.0871 |
7.7% |
0.0089 |
0.8% |
71% |
False |
False |
1,589 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1850 |
|
2.618 |
1.1680 |
|
1.618 |
1.1576 |
|
1.000 |
1.1512 |
|
0.618 |
1.1472 |
|
HIGH |
1.1408 |
|
0.618 |
1.1368 |
|
0.500 |
1.1356 |
|
0.382 |
1.1344 |
|
LOW |
1.1304 |
|
0.618 |
1.1240 |
|
1.000 |
1.1200 |
|
1.618 |
1.1136 |
|
2.618 |
1.1032 |
|
4.250 |
1.0862 |
|
|
| Fisher Pivots for day following 05-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1356 |
1.1313 |
| PP |
1.1344 |
1.1307 |
| S1 |
1.1331 |
1.1300 |
|