CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 25-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2020 |
25-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1330 |
1.1274 |
-0.0056 |
-0.5% |
1.1267 |
| High |
1.1347 |
1.1280 |
-0.0068 |
-0.6% |
1.1378 |
| Low |
1.1269 |
1.1210 |
-0.0059 |
-0.5% |
1.1190 |
| Close |
1.1280 |
1.1236 |
-0.0044 |
-0.4% |
1.1208 |
| Range |
0.0078 |
0.0070 |
-0.0009 |
-10.9% |
0.0188 |
| ATR |
0.0097 |
0.0095 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
173,612 |
156,984 |
-16,628 |
-9.6% |
821,657 |
|
| Daily Pivots for day following 25-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1450 |
1.1413 |
1.1274 |
|
| R3 |
1.1381 |
1.1343 |
1.1255 |
|
| R2 |
1.1311 |
1.1311 |
1.1249 |
|
| R1 |
1.1274 |
1.1274 |
1.1242 |
1.1258 |
| PP |
1.1242 |
1.1242 |
1.1242 |
1.1234 |
| S1 |
1.1204 |
1.1204 |
1.1230 |
1.1188 |
| S2 |
1.1172 |
1.1172 |
1.1223 |
|
| S3 |
1.1103 |
1.1135 |
1.1217 |
|
| S4 |
1.1033 |
1.1065 |
1.1198 |
|
|
| 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% |
0.0091 |
0.8% |
26% |
False |
False |
155,966 |
| 10 |
1.1378 |
1.1190 |
0.0188 |
1.7% |
0.0098 |
0.9% |
25% |
False |
False |
173,273 |
| 20 |
1.1447 |
1.1095 |
0.0353 |
3.1% |
0.0097 |
0.9% |
40% |
False |
False |
129,152 |
| 40 |
1.1447 |
1.0797 |
0.0650 |
5.8% |
0.0090 |
0.8% |
68% |
False |
False |
65,184 |
| 60 |
1.1447 |
1.0763 |
0.0684 |
6.1% |
0.0089 |
0.8% |
69% |
False |
False |
43,579 |
| 80 |
1.1572 |
1.0701 |
0.0871 |
7.8% |
0.0108 |
1.0% |
61% |
False |
False |
32,854 |
| 100 |
1.1572 |
1.0701 |
0.0871 |
7.8% |
0.0099 |
0.9% |
61% |
False |
False |
26,343 |
| 120 |
1.1572 |
1.0701 |
0.0871 |
7.8% |
0.0087 |
0.8% |
61% |
False |
False |
21,963 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1575 |
|
2.618 |
1.1461 |
|
1.618 |
1.1392 |
|
1.000 |
1.1349 |
|
0.618 |
1.1322 |
|
HIGH |
1.1280 |
|
0.618 |
1.1253 |
|
0.500 |
1.1245 |
|
0.382 |
1.1237 |
|
LOW |
1.1210 |
|
0.618 |
1.1167 |
|
1.000 |
1.1141 |
|
1.618 |
1.1098 |
|
2.618 |
1.1028 |
|
4.250 |
1.0915 |
|
|
| Fisher Pivots for day following 25-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1245 |
1.1291 |
| PP |
1.1242 |
1.1272 |
| S1 |
1.1239 |
1.1254 |
|