CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 11-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2020 |
11-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1365 |
1.1403 |
0.0038 |
0.3% |
1.1137 |
| High |
1.1447 |
1.1428 |
-0.0020 |
-0.2% |
1.1408 |
| Low |
1.1346 |
1.1314 |
-0.0032 |
-0.3% |
1.1126 |
| Close |
1.1418 |
1.1325 |
-0.0094 |
-0.8% |
1.1319 |
| Range |
0.0102 |
0.0114 |
0.0013 |
12.3% |
0.0282 |
| ATR |
0.0093 |
0.0094 |
0.0002 |
1.6% |
0.0000 |
| Volume |
342,311 |
207,094 |
-135,217 |
-39.5% |
99,035 |
|
| Daily Pivots for day following 11-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1697 |
1.1625 |
1.1387 |
|
| R3 |
1.1583 |
1.1511 |
1.1356 |
|
| R2 |
1.1469 |
1.1469 |
1.1345 |
|
| R1 |
1.1397 |
1.1397 |
1.1335 |
1.1376 |
| PP |
1.1355 |
1.1355 |
1.1355 |
1.1345 |
| S1 |
1.1283 |
1.1283 |
1.1314 |
1.1262 |
| S2 |
1.1241 |
1.1241 |
1.1304 |
|
| S3 |
1.1127 |
1.1169 |
1.1293 |
|
| S4 |
1.1013 |
1.1055 |
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 |
1.1447 |
1.1266 |
0.0181 |
1.6% |
0.0099 |
0.9% |
32% |
False |
False |
155,388 |
| 10 |
1.1447 |
1.1095 |
0.0353 |
3.1% |
0.0096 |
0.8% |
65% |
False |
False |
85,031 |
| 20 |
1.1447 |
1.0803 |
0.0645 |
5.7% |
0.0091 |
0.8% |
81% |
False |
False |
43,399 |
| 40 |
1.1447 |
1.0763 |
0.0684 |
6.0% |
0.0084 |
0.7% |
82% |
False |
False |
21,973 |
| 60 |
1.1447 |
1.0701 |
0.0747 |
6.6% |
0.0104 |
0.9% |
84% |
False |
False |
14,843 |
| 80 |
1.1572 |
1.0701 |
0.0871 |
7.7% |
0.0105 |
0.9% |
72% |
False |
False |
11,249 |
| 100 |
1.1572 |
1.0701 |
0.0871 |
7.7% |
0.0092 |
0.8% |
72% |
False |
False |
9,022 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1912 |
|
2.618 |
1.1726 |
|
1.618 |
1.1612 |
|
1.000 |
1.1542 |
|
0.618 |
1.1498 |
|
HIGH |
1.1428 |
|
0.618 |
1.1384 |
|
0.500 |
1.1371 |
|
0.382 |
1.1357 |
|
LOW |
1.1314 |
|
0.618 |
1.1243 |
|
1.000 |
1.1200 |
|
1.618 |
1.1129 |
|
2.618 |
1.1015 |
|
4.250 |
1.0829 |
|
|
| Fisher Pivots for day following 11-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1371 |
1.1357 |
| PP |
1.1355 |
1.1346 |
| S1 |
1.1340 |
1.1335 |
|