CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 23-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2020 |
23-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1202 |
1.1283 |
0.0081 |
0.7% |
1.1267 |
| High |
1.1293 |
1.1371 |
0.0079 |
0.7% |
1.1378 |
| Low |
1.1190 |
1.1255 |
0.0065 |
0.6% |
1.1190 |
| Close |
1.1282 |
1.1333 |
0.0051 |
0.5% |
1.1208 |
| Range |
0.0103 |
0.0117 |
0.0014 |
13.1% |
0.0188 |
| ATR |
0.0097 |
0.0098 |
0.0001 |
1.5% |
0.0000 |
| Volume |
117,766 |
161,289 |
43,523 |
37.0% |
821,657 |
|
| Daily Pivots for day following 23-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1669 |
1.1618 |
1.1397 |
|
| R3 |
1.1553 |
1.1501 |
1.1365 |
|
| R2 |
1.1436 |
1.1436 |
1.1354 |
|
| R1 |
1.1385 |
1.1385 |
1.1344 |
1.1410 |
| PP |
1.1320 |
1.1320 |
1.1320 |
1.1332 |
| S1 |
1.1268 |
1.1268 |
1.1322 |
1.1294 |
| S2 |
1.1203 |
1.1203 |
1.1312 |
|
| S3 |
1.1087 |
1.1152 |
1.1301 |
|
| S4 |
1.0970 |
1.1035 |
1.1269 |
|
|
| Weekly Pivots for week ending 19-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1822 |
1.1703 |
1.1311 |
|
| R3 |
1.1634 |
1.1515 |
1.1259 |
|
| R2 |
1.1446 |
1.1446 |
1.1242 |
|
| R1 |
1.1327 |
1.1327 |
1.1225 |
1.1293 |
| PP |
1.1258 |
1.1258 |
1.1258 |
1.1241 |
| S1 |
1.1139 |
1.1139 |
1.1190 |
1.1105 |
| S2 |
1.1070 |
1.1070 |
1.1173 |
|
| S3 |
1.0882 |
1.0951 |
1.1156 |
|
| S4 |
1.0694 |
1.0763 |
1.1104 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1371 |
1.1190 |
0.0182 |
1.6% |
0.0094 |
0.8% |
79% |
True |
False |
148,002 |
| 10 |
1.1447 |
1.1190 |
0.0258 |
2.3% |
0.0105 |
0.9% |
56% |
False |
False |
195,154 |
| 20 |
1.1447 |
1.0959 |
0.0488 |
4.3% |
0.0100 |
0.9% |
77% |
False |
False |
112,969 |
| 40 |
1.1447 |
1.0797 |
0.0650 |
5.7% |
0.0090 |
0.8% |
82% |
False |
False |
56,943 |
| 60 |
1.1447 |
1.0763 |
0.0684 |
6.0% |
0.0091 |
0.8% |
83% |
False |
False |
38,088 |
| 80 |
1.1572 |
1.0701 |
0.0871 |
7.7% |
0.0110 |
1.0% |
73% |
False |
False |
28,735 |
| 100 |
1.1572 |
1.0701 |
0.0871 |
7.7% |
0.0098 |
0.9% |
73% |
False |
False |
23,041 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1866 |
|
2.618 |
1.1676 |
|
1.618 |
1.1559 |
|
1.000 |
1.1488 |
|
0.618 |
1.1443 |
|
HIGH |
1.1371 |
|
0.618 |
1.1326 |
|
0.500 |
1.1313 |
|
0.382 |
1.1299 |
|
LOW |
1.1255 |
|
0.618 |
1.1183 |
|
1.000 |
1.1138 |
|
1.618 |
1.1066 |
|
2.618 |
1.0950 |
|
4.250 |
1.0759 |
|
|
| Fisher Pivots for day following 23-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1326 |
1.1315 |
| PP |
1.1320 |
1.1298 |
| S1 |
1.1313 |
1.1280 |
|