CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 26-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2020 |
26-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1274 |
1.1236 |
-0.0038 |
-0.3% |
1.1202 |
| High |
1.1280 |
1.1259 |
-0.0021 |
-0.2% |
1.1371 |
| Low |
1.1210 |
1.1215 |
0.0005 |
0.0% |
1.1190 |
| Close |
1.1236 |
1.1247 |
0.0011 |
0.1% |
1.1247 |
| Range |
0.0070 |
0.0045 |
-0.0025 |
-36.0% |
0.0182 |
| ATR |
0.0095 |
0.0091 |
-0.0004 |
-3.8% |
0.0000 |
| Volume |
156,984 |
128,145 |
-28,839 |
-18.4% |
737,796 |
|
| Daily Pivots for day following 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1374 |
1.1355 |
1.1271 |
|
| R3 |
1.1329 |
1.1310 |
1.1259 |
|
| R2 |
1.1285 |
1.1285 |
1.1255 |
|
| R1 |
1.1266 |
1.1266 |
1.1251 |
1.1275 |
| PP |
1.1240 |
1.1240 |
1.1240 |
1.1245 |
| S1 |
1.1221 |
1.1221 |
1.1242 |
1.1231 |
| S2 |
1.1196 |
1.1196 |
1.1238 |
|
| S3 |
1.1151 |
1.1177 |
1.1234 |
|
| S4 |
1.1107 |
1.1132 |
1.1222 |
|
|
| Weekly Pivots for week ending 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1814 |
1.1712 |
1.1346 |
|
| R3 |
1.1632 |
1.1530 |
1.1296 |
|
| R2 |
1.1451 |
1.1451 |
1.1280 |
|
| R1 |
1.1349 |
1.1349 |
1.1263 |
1.1400 |
| PP |
1.1269 |
1.1269 |
1.1269 |
1.1295 |
| S1 |
1.1167 |
1.1167 |
1.1230 |
1.1218 |
| S2 |
1.1088 |
1.1088 |
1.1213 |
|
| S3 |
1.0906 |
1.0986 |
1.1197 |
|
| S4 |
1.0725 |
1.0804 |
1.1147 |
|
|
| 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% |
0.0082 |
0.7% |
31% |
False |
False |
147,559 |
| 10 |
1.1378 |
1.1190 |
0.0188 |
1.7% |
0.0090 |
0.8% |
30% |
False |
False |
155,945 |
| 20 |
1.1447 |
1.1126 |
0.0321 |
2.9% |
0.0096 |
0.8% |
38% |
False |
False |
135,169 |
| 40 |
1.1447 |
1.0797 |
0.0650 |
5.8% |
0.0088 |
0.8% |
69% |
False |
False |
68,332 |
| 60 |
1.1447 |
1.0763 |
0.0684 |
6.1% |
0.0088 |
0.8% |
71% |
False |
False |
45,709 |
| 80 |
1.1572 |
1.0701 |
0.0871 |
7.7% |
0.0108 |
1.0% |
63% |
False |
False |
34,451 |
| 100 |
1.1572 |
1.0701 |
0.0871 |
7.7% |
0.0099 |
0.9% |
63% |
False |
False |
27,623 |
| 120 |
1.1572 |
1.0701 |
0.0871 |
7.7% |
0.0087 |
0.8% |
63% |
False |
False |
23,030 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1448 |
|
2.618 |
1.1376 |
|
1.618 |
1.1331 |
|
1.000 |
1.1304 |
|
0.618 |
1.1287 |
|
HIGH |
1.1259 |
|
0.618 |
1.1242 |
|
0.500 |
1.1237 |
|
0.382 |
1.1231 |
|
LOW |
1.1215 |
|
0.618 |
1.1187 |
|
1.000 |
1.1170 |
|
1.618 |
1.1142 |
|
2.618 |
1.1098 |
|
4.250 |
1.1025 |
|
|
| Fisher Pivots for day following 26-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1243 |
1.1279 |
| PP |
1.1240 |
1.1268 |
| S1 |
1.1237 |
1.1257 |
|