CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 24-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2020 |
24-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1283 |
1.1330 |
0.0047 |
0.4% |
1.1267 |
| High |
1.1371 |
1.1347 |
-0.0024 |
-0.2% |
1.1378 |
| Low |
1.1255 |
1.1269 |
0.0015 |
0.1% |
1.1190 |
| Close |
1.1333 |
1.1280 |
-0.0053 |
-0.5% |
1.1208 |
| Range |
0.0117 |
0.0078 |
-0.0039 |
-33.0% |
0.0188 |
| ATR |
0.0098 |
0.0097 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
161,289 |
173,612 |
12,323 |
7.6% |
821,657 |
|
| Daily Pivots for day following 24-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1533 |
1.1484 |
1.1323 |
|
| R3 |
1.1455 |
1.1406 |
1.1301 |
|
| R2 |
1.1377 |
1.1377 |
1.1294 |
|
| R1 |
1.1328 |
1.1328 |
1.1287 |
1.1314 |
| PP |
1.1299 |
1.1299 |
1.1299 |
1.1291 |
| S1 |
1.1250 |
1.1250 |
1.1273 |
1.1236 |
| S2 |
1.1221 |
1.1221 |
1.1266 |
|
| S3 |
1.1143 |
1.1172 |
1.1259 |
|
| S4 |
1.1065 |
1.1094 |
1.1237 |
|
|
| 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% |
0.0092 |
0.8% |
50% |
False |
False |
152,797 |
| 10 |
1.1428 |
1.1190 |
0.0238 |
2.1% |
0.0102 |
0.9% |
38% |
False |
False |
178,284 |
| 20 |
1.1447 |
1.1018 |
0.0430 |
3.8% |
0.0099 |
0.9% |
61% |
False |
False |
121,499 |
| 40 |
1.1447 |
1.0797 |
0.0650 |
5.8% |
0.0090 |
0.8% |
74% |
False |
False |
61,274 |
| 60 |
1.1447 |
1.0763 |
0.0684 |
6.1% |
0.0090 |
0.8% |
76% |
False |
False |
40,972 |
| 80 |
1.1572 |
1.0701 |
0.0871 |
7.7% |
0.0109 |
1.0% |
67% |
False |
False |
30,897 |
| 100 |
1.1572 |
1.0701 |
0.0871 |
7.7% |
0.0098 |
0.9% |
67% |
False |
False |
24,775 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1679 |
|
2.618 |
1.1551 |
|
1.618 |
1.1473 |
|
1.000 |
1.1425 |
|
0.618 |
1.1395 |
|
HIGH |
1.1347 |
|
0.618 |
1.1317 |
|
0.500 |
1.1308 |
|
0.382 |
1.1299 |
|
LOW |
1.1269 |
|
0.618 |
1.1221 |
|
1.000 |
1.1191 |
|
1.618 |
1.1143 |
|
2.618 |
1.1065 |
|
4.250 |
1.0938 |
|
|
| Fisher Pivots for day following 24-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1308 |
1.1280 |
| PP |
1.1299 |
1.1280 |
| S1 |
1.1289 |
1.1280 |
|