CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 07-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2020 |
07-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1260 |
1.1327 |
0.0067 |
0.6% |
1.1240 |
| High |
1.1364 |
1.1350 |
-0.0014 |
-0.1% |
1.1321 |
| Low |
1.1237 |
1.1276 |
0.0039 |
0.3% |
1.1202 |
| Close |
1.1334 |
1.1304 |
-0.0030 |
-0.3% |
1.1246 |
| Range |
0.0128 |
0.0075 |
-0.0053 |
-41.6% |
0.0119 |
| ATR |
0.0091 |
0.0090 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
245,504 |
172,637 |
-72,867 |
-29.7% |
695,932 |
|
| Daily Pivots for day following 07-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1533 |
1.1493 |
1.1344 |
|
| R3 |
1.1459 |
1.1418 |
1.1324 |
|
| R2 |
1.1384 |
1.1384 |
1.1317 |
|
| R1 |
1.1344 |
1.1344 |
1.1310 |
1.1327 |
| PP |
1.1310 |
1.1310 |
1.1310 |
1.1301 |
| S1 |
1.1269 |
1.1269 |
1.1297 |
1.1252 |
| S2 |
1.1235 |
1.1235 |
1.1290 |
|
| S3 |
1.1161 |
1.1195 |
1.1283 |
|
| S4 |
1.1086 |
1.1120 |
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% |
63% |
False |
False |
192,132 |
| 10 |
1.1371 |
1.1202 |
0.0169 |
1.5% |
0.0083 |
0.7% |
60% |
False |
False |
173,410 |
| 20 |
1.1447 |
1.1190 |
0.0258 |
2.3% |
0.0094 |
0.8% |
44% |
False |
False |
183,410 |
| 40 |
1.1447 |
1.0803 |
0.0645 |
5.7% |
0.0090 |
0.8% |
78% |
False |
False |
96,118 |
| 60 |
1.1447 |
1.0763 |
0.0684 |
6.1% |
0.0086 |
0.8% |
79% |
False |
False |
64,245 |
| 80 |
1.1447 |
1.0701 |
0.0747 |
6.6% |
0.0104 |
0.9% |
81% |
False |
False |
48,348 |
| 100 |
1.1572 |
1.0701 |
0.0871 |
7.7% |
0.0101 |
0.9% |
69% |
False |
False |
38,754 |
| 120 |
1.1572 |
1.0701 |
0.0871 |
7.7% |
0.0090 |
0.8% |
69% |
False |
False |
32,311 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1667 |
|
2.618 |
1.1545 |
|
1.618 |
1.1471 |
|
1.000 |
1.1425 |
|
0.618 |
1.1396 |
|
HIGH |
1.1350 |
|
0.618 |
1.1322 |
|
0.500 |
1.1313 |
|
0.382 |
1.1304 |
|
LOW |
1.1276 |
|
0.618 |
1.1229 |
|
1.000 |
1.1201 |
|
1.618 |
1.1155 |
|
2.618 |
1.1080 |
|
4.250 |
1.0959 |
|
|
| Fisher Pivots for day following 07-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1313 |
1.1302 |
| PP |
1.1310 |
1.1301 |
| S1 |
1.1307 |
1.1300 |
|