CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 16-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2020 |
16-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1267 |
1.1348 |
0.0082 |
0.7% |
1.1319 |
| High |
1.1357 |
1.1378 |
0.0021 |
0.2% |
1.1447 |
| Low |
1.1250 |
1.1251 |
0.0001 |
0.0% |
1.1237 |
| Close |
1.1341 |
1.1296 |
-0.0045 |
-0.4% |
1.1255 |
| Range |
0.0107 |
0.0127 |
0.0020 |
18.8% |
0.0211 |
| ATR |
0.0097 |
0.0099 |
0.0002 |
2.1% |
0.0000 |
| Volume |
176,721 |
183,980 |
7,259 |
4.1% |
1,044,893 |
|
| Daily Pivots for day following 16-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1688 |
1.1618 |
1.1365 |
|
| R3 |
1.1561 |
1.1492 |
1.1330 |
|
| R2 |
1.1435 |
1.1435 |
1.1319 |
|
| R1 |
1.1365 |
1.1365 |
1.1307 |
1.1337 |
| PP |
1.1308 |
1.1308 |
1.1308 |
1.1294 |
| S1 |
1.1239 |
1.1239 |
1.1284 |
1.1210 |
| S2 |
1.1182 |
1.1182 |
1.1272 |
|
| S3 |
1.1055 |
1.1112 |
1.1261 |
|
| S4 |
1.0929 |
1.0986 |
1.1226 |
|
|
| 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% |
28% |
False |
False |
242,306 |
| 10 |
1.1447 |
1.1193 |
0.0255 |
2.3% |
0.0111 |
1.0% |
40% |
False |
False |
149,077 |
| 20 |
1.1447 |
1.0896 |
0.0552 |
4.9% |
0.0097 |
0.9% |
73% |
False |
False |
76,339 |
| 40 |
1.1447 |
1.0763 |
0.0684 |
6.1% |
0.0088 |
0.8% |
78% |
False |
False |
38,495 |
| 60 |
1.1447 |
1.0701 |
0.0747 |
6.6% |
0.0097 |
0.9% |
80% |
False |
False |
25,825 |
| 80 |
1.1572 |
1.0701 |
0.0871 |
7.7% |
0.0108 |
1.0% |
68% |
False |
False |
19,521 |
| 100 |
1.1572 |
1.0701 |
0.0871 |
7.7% |
0.0094 |
0.8% |
68% |
False |
False |
15,643 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1915 |
|
2.618 |
1.1709 |
|
1.618 |
1.1582 |
|
1.000 |
1.1504 |
|
0.618 |
1.1456 |
|
HIGH |
1.1378 |
|
0.618 |
1.1329 |
|
0.500 |
1.1314 |
|
0.382 |
1.1299 |
|
LOW |
1.1251 |
|
0.618 |
1.1173 |
|
1.000 |
1.1125 |
|
1.618 |
1.1046 |
|
2.618 |
1.0920 |
|
4.250 |
1.0713 |
|
|
| Fisher Pivots for day following 16-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1314 |
1.1307 |
| PP |
1.1308 |
1.1303 |
| S1 |
1.1302 |
1.1299 |
|