CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 15-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2020 |
15-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1320 |
1.1267 |
-0.0054 |
-0.5% |
1.1319 |
| High |
1.1365 |
1.1357 |
-0.0009 |
-0.1% |
1.1447 |
| Low |
1.1237 |
1.1250 |
0.0014 |
0.1% |
1.1237 |
| Close |
1.1255 |
1.1341 |
0.0086 |
0.8% |
1.1255 |
| Range |
0.0129 |
0.0107 |
-0.0022 |
-17.1% |
0.0211 |
| ATR |
0.0097 |
0.0097 |
0.0001 |
0.7% |
0.0000 |
| Volume |
301,427 |
176,721 |
-124,706 |
-41.4% |
1,044,893 |
|
| Daily Pivots for day following 15-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1635 |
1.1594 |
1.1399 |
|
| R3 |
1.1529 |
1.1488 |
1.1370 |
|
| R2 |
1.1422 |
1.1422 |
1.1360 |
|
| R1 |
1.1381 |
1.1381 |
1.1350 |
1.1402 |
| PP |
1.1316 |
1.1316 |
1.1316 |
1.1326 |
| S1 |
1.1275 |
1.1275 |
1.1331 |
1.1295 |
| S2 |
1.1209 |
1.1209 |
1.1321 |
|
| S3 |
1.1103 |
1.1168 |
1.1311 |
|
| S4 |
1.0996 |
1.1062 |
1.1282 |
|
|
| Weekly Pivots for week ending 12-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1944 |
1.1810 |
1.1371 |
|
| R3 |
1.1734 |
1.1600 |
1.1313 |
|
| R2 |
1.1523 |
1.1523 |
1.1294 |
|
| R1 |
1.1389 |
1.1389 |
1.1274 |
1.1351 |
| PP |
1.1313 |
1.1313 |
1.1313 |
1.1294 |
| S1 |
1.1179 |
1.1179 |
1.1236 |
1.1141 |
| S2 |
1.1102 |
1.1102 |
1.1216 |
|
| S3 |
1.0892 |
1.0968 |
1.1197 |
|
| S4 |
1.0681 |
1.0758 |
1.1139 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1447 |
1.1237 |
0.0211 |
1.9% |
0.0115 |
1.0% |
49% |
False |
False |
234,279 |
| 10 |
1.1447 |
1.1141 |
0.0307 |
2.7% |
0.0107 |
0.9% |
65% |
False |
False |
131,570 |
| 20 |
1.1447 |
1.0827 |
0.0621 |
5.5% |
0.0097 |
0.9% |
83% |
False |
False |
67,189 |
| 40 |
1.1447 |
1.0763 |
0.0684 |
6.0% |
0.0086 |
0.8% |
84% |
False |
False |
33,901 |
| 60 |
1.1447 |
1.0701 |
0.0747 |
6.6% |
0.0099 |
0.9% |
86% |
False |
False |
22,771 |
| 80 |
1.1572 |
1.0701 |
0.0871 |
7.7% |
0.0108 |
0.9% |
73% |
False |
False |
17,223 |
| 100 |
1.1572 |
1.0701 |
0.0871 |
7.7% |
0.0094 |
0.8% |
73% |
False |
False |
13,803 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1809 |
|
2.618 |
1.1635 |
|
1.618 |
1.1529 |
|
1.000 |
1.1463 |
|
0.618 |
1.1422 |
|
HIGH |
1.1357 |
|
0.618 |
1.1316 |
|
0.500 |
1.1303 |
|
0.382 |
1.1291 |
|
LOW |
1.1250 |
|
0.618 |
1.1184 |
|
1.000 |
1.1144 |
|
1.618 |
1.1078 |
|
2.618 |
1.0971 |
|
4.250 |
1.0797 |
|
|
| Fisher Pivots for day following 15-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1328 |
1.1338 |
| PP |
1.1316 |
1.1335 |
| S1 |
1.1303 |
1.1332 |
|