CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 29-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2020 |
29-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1236 |
1.1240 |
0.0004 |
0.0% |
1.1202 |
| High |
1.1259 |
1.1308 |
0.0049 |
0.4% |
1.1371 |
| Low |
1.1215 |
1.1237 |
0.0022 |
0.2% |
1.1190 |
| Close |
1.1247 |
1.1254 |
0.0008 |
0.1% |
1.1247 |
| Range |
0.0045 |
0.0071 |
0.0027 |
59.6% |
0.0182 |
| ATR |
0.0091 |
0.0090 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
128,145 |
153,410 |
25,265 |
19.7% |
737,796 |
|
| Daily Pivots for day following 29-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1479 |
1.1438 |
1.1293 |
|
| R3 |
1.1408 |
1.1367 |
1.1274 |
|
| R2 |
1.1337 |
1.1337 |
1.1267 |
|
| R1 |
1.1296 |
1.1296 |
1.1261 |
1.1316 |
| PP |
1.1266 |
1.1266 |
1.1266 |
1.1276 |
| S1 |
1.1225 |
1.1225 |
1.1247 |
1.1245 |
| S2 |
1.1195 |
1.1195 |
1.1241 |
|
| S3 |
1.1124 |
1.1154 |
1.1234 |
|
| S4 |
1.1053 |
1.1083 |
1.1215 |
|
|
| 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 |
1.1210 |
0.0161 |
1.4% |
0.0076 |
0.7% |
27% |
False |
False |
154,688 |
| 10 |
1.1378 |
1.1190 |
0.0188 |
1.7% |
0.0086 |
0.8% |
34% |
False |
False |
153,614 |
| 20 |
1.1447 |
1.1141 |
0.0307 |
2.7% |
0.0096 |
0.9% |
37% |
False |
False |
142,592 |
| 40 |
1.1447 |
1.0797 |
0.0650 |
5.8% |
0.0087 |
0.8% |
70% |
False |
False |
72,162 |
| 60 |
1.1447 |
1.0763 |
0.0684 |
6.1% |
0.0086 |
0.8% |
72% |
False |
False |
48,260 |
| 80 |
1.1572 |
1.0701 |
0.0871 |
7.7% |
0.0108 |
1.0% |
64% |
False |
False |
36,364 |
| 100 |
1.1572 |
1.0701 |
0.0871 |
7.7% |
0.0099 |
0.9% |
64% |
False |
False |
29,154 |
| 120 |
1.1572 |
1.0701 |
0.0871 |
7.7% |
0.0088 |
0.8% |
64% |
False |
False |
24,307 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1609 |
|
2.618 |
1.1493 |
|
1.618 |
1.1422 |
|
1.000 |
1.1379 |
|
0.618 |
1.1351 |
|
HIGH |
1.1308 |
|
0.618 |
1.1280 |
|
0.500 |
1.1272 |
|
0.382 |
1.1264 |
|
LOW |
1.1237 |
|
0.618 |
1.1193 |
|
1.000 |
1.1166 |
|
1.618 |
1.1122 |
|
2.618 |
1.1051 |
|
4.250 |
1.0935 |
|
|
| Fisher Pivots for day following 29-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1272 |
1.1259 |
| PP |
1.1266 |
1.1257 |
| S1 |
1.1260 |
1.1256 |
|