CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 06-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2020 |
06-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1268 |
1.1260 |
-0.0008 |
-0.1% |
1.1240 |
| High |
1.1321 |
1.1364 |
0.0044 |
0.4% |
1.1321 |
| Low |
1.1241 |
1.1237 |
-0.0005 |
0.0% |
1.1202 |
| Close |
1.1246 |
1.1334 |
0.0088 |
0.8% |
1.1246 |
| Range |
0.0080 |
0.0128 |
0.0048 |
60.4% |
0.0119 |
| ATR |
0.0088 |
0.0091 |
0.0003 |
3.2% |
0.0000 |
| Volume |
168,215 |
245,504 |
77,289 |
45.9% |
695,932 |
|
| Daily Pivots for day following 06-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1694 |
1.1641 |
1.1404 |
|
| R3 |
1.1566 |
1.1514 |
1.1369 |
|
| R2 |
1.1439 |
1.1439 |
1.1357 |
|
| R1 |
1.1386 |
1.1386 |
1.1345 |
1.1413 |
| PP |
1.1311 |
1.1311 |
1.1311 |
1.1325 |
| S1 |
1.1259 |
1.1259 |
1.1322 |
1.1285 |
| S2 |
1.1184 |
1.1184 |
1.1310 |
|
| S3 |
1.1056 |
1.1131 |
1.1298 |
|
| S4 |
1.0929 |
1.1004 |
1.1263 |
|
|
| Weekly Pivots for week ending 03-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1612 |
1.1547 |
1.1311 |
|
| R3 |
1.1493 |
1.1429 |
1.1278 |
|
| R2 |
1.1375 |
1.1375 |
1.1267 |
|
| R1 |
1.1310 |
1.1310 |
1.1256 |
1.1342 |
| PP |
1.1256 |
1.1256 |
1.1256 |
1.1272 |
| S1 |
1.1192 |
1.1192 |
1.1235 |
1.1224 |
| S2 |
1.1138 |
1.1138 |
1.1224 |
|
| S3 |
1.1019 |
1.1073 |
1.1213 |
|
| S4 |
1.0901 |
1.0955 |
1.1180 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1364 |
1.1202 |
0.0162 |
1.4% |
0.0089 |
0.8% |
81% |
True |
False |
188,287 |
| 10 |
1.1371 |
1.1190 |
0.0182 |
1.6% |
0.0085 |
0.8% |
79% |
False |
False |
167,923 |
| 20 |
1.1447 |
1.1190 |
0.0258 |
2.3% |
0.0093 |
0.8% |
56% |
False |
False |
177,289 |
| 40 |
1.1447 |
1.0803 |
0.0645 |
5.7% |
0.0089 |
0.8% |
82% |
False |
False |
91,812 |
| 60 |
1.1447 |
1.0763 |
0.0684 |
6.0% |
0.0087 |
0.8% |
83% |
False |
False |
61,373 |
| 80 |
1.1447 |
1.0701 |
0.0747 |
6.6% |
0.0106 |
0.9% |
85% |
False |
False |
46,195 |
| 100 |
1.1572 |
1.0701 |
0.0871 |
7.7% |
0.0101 |
0.9% |
73% |
False |
False |
37,031 |
| 120 |
1.1572 |
1.0701 |
0.0871 |
7.7% |
0.0090 |
0.8% |
73% |
False |
False |
30,872 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1906 |
|
2.618 |
1.1698 |
|
1.618 |
1.1570 |
|
1.000 |
1.1492 |
|
0.618 |
1.1443 |
|
HIGH |
1.1364 |
|
0.618 |
1.1315 |
|
0.500 |
1.1300 |
|
0.382 |
1.1285 |
|
LOW |
1.1237 |
|
0.618 |
1.1158 |
|
1.000 |
1.1109 |
|
1.618 |
1.1030 |
|
2.618 |
1.0903 |
|
4.250 |
1.0695 |
|
|
| Fisher Pivots for day following 06-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1322 |
1.1317 |
| PP |
1.1311 |
1.1300 |
| S1 |
1.1300 |
1.1283 |
|