CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 09-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2020 |
09-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1319 |
1.1318 |
-0.0002 |
0.0% |
1.1137 |
| High |
1.1345 |
1.1390 |
0.0045 |
0.4% |
1.1408 |
| Low |
1.1294 |
1.1266 |
-0.0028 |
-0.2% |
1.1126 |
| Close |
1.1330 |
1.1371 |
0.0041 |
0.4% |
1.1319 |
| Range |
0.0051 |
0.0124 |
0.0073 |
142.2% |
0.0282 |
| ATR |
0.0090 |
0.0092 |
0.0002 |
2.7% |
0.0000 |
| Volume |
50,217 |
143,844 |
93,627 |
186.4% |
99,035 |
|
| Daily Pivots for day following 09-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1713 |
1.1665 |
1.1438 |
|
| R3 |
1.1589 |
1.1542 |
1.1404 |
|
| R2 |
1.1466 |
1.1466 |
1.1393 |
|
| R1 |
1.1418 |
1.1418 |
1.1382 |
1.1442 |
| PP |
1.1342 |
1.1342 |
1.1342 |
1.1354 |
| S1 |
1.1295 |
1.1295 |
1.1359 |
1.1318 |
| S2 |
1.1219 |
1.1219 |
1.1348 |
|
| S3 |
1.1095 |
1.1171 |
1.1337 |
|
| S4 |
1.0972 |
1.1048 |
1.1303 |
|
|
| 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 |
1.1193 |
0.0216 |
1.9% |
0.0107 |
0.9% |
83% |
False |
False |
55,848 |
| 10 |
1.1408 |
1.0959 |
0.0449 |
3.9% |
0.0094 |
0.8% |
92% |
False |
False |
30,784 |
| 20 |
1.1408 |
1.0803 |
0.0606 |
5.3% |
0.0089 |
0.8% |
94% |
False |
False |
16,000 |
| 40 |
1.1408 |
1.0763 |
0.0645 |
5.7% |
0.0084 |
0.7% |
94% |
False |
False |
8,257 |
| 60 |
1.1408 |
1.0701 |
0.0708 |
6.2% |
0.0107 |
0.9% |
95% |
False |
False |
5,716 |
| 80 |
1.1572 |
1.0701 |
0.0871 |
7.7% |
0.0104 |
0.9% |
77% |
False |
False |
4,386 |
| 100 |
1.1572 |
1.0701 |
0.0871 |
7.7% |
0.0091 |
0.8% |
77% |
False |
False |
3,529 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1914 |
|
2.618 |
1.1713 |
|
1.618 |
1.1589 |
|
1.000 |
1.1513 |
|
0.618 |
1.1466 |
|
HIGH |
1.1390 |
|
0.618 |
1.1342 |
|
0.500 |
1.1328 |
|
0.382 |
1.1313 |
|
LOW |
1.1266 |
|
0.618 |
1.1190 |
|
1.000 |
1.1143 |
|
1.618 |
1.1066 |
|
2.618 |
1.0943 |
|
4.250 |
1.0741 |
|
|
| Fisher Pivots for day following 09-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1356 |
1.1359 |
| PP |
1.1342 |
1.1348 |
| S1 |
1.1328 |
1.1337 |
|