CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 08-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2020 |
08-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1327 |
1.1292 |
-0.0035 |
-0.3% |
1.1240 |
| High |
1.1350 |
1.1369 |
0.0019 |
0.2% |
1.1321 |
| Low |
1.1276 |
1.1279 |
0.0004 |
0.0% |
1.1202 |
| Close |
1.1304 |
1.1353 |
0.0050 |
0.4% |
1.1246 |
| Range |
0.0075 |
0.0090 |
0.0015 |
20.1% |
0.0119 |
| ATR |
0.0090 |
0.0090 |
0.0000 |
0.0% |
0.0000 |
| Volume |
172,637 |
180,863 |
8,226 |
4.8% |
695,932 |
|
| Daily Pivots for day following 08-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1602 |
1.1567 |
1.1402 |
|
| R3 |
1.1513 |
1.1478 |
1.1378 |
|
| R2 |
1.1423 |
1.1423 |
1.1369 |
|
| R1 |
1.1388 |
1.1388 |
1.1361 |
1.1406 |
| PP |
1.1334 |
1.1334 |
1.1334 |
1.1342 |
| S1 |
1.1299 |
1.1299 |
1.1345 |
1.1316 |
| S2 |
1.1244 |
1.1244 |
1.1337 |
|
| S3 |
1.1155 |
1.1209 |
1.1328 |
|
| S4 |
1.1065 |
1.1120 |
1.1304 |
|
|
| 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 |
1.1369 |
1.1202 |
0.0167 |
1.5% |
0.0093 |
0.8% |
91% |
True |
False |
188,730 |
| 10 |
1.1369 |
1.1202 |
0.0167 |
1.5% |
0.0080 |
0.7% |
91% |
True |
False |
175,367 |
| 20 |
1.1447 |
1.1190 |
0.0258 |
2.3% |
0.0092 |
0.8% |
63% |
False |
False |
185,261 |
| 40 |
1.1447 |
1.0803 |
0.0645 |
5.7% |
0.0091 |
0.8% |
85% |
False |
False |
100,631 |
| 60 |
1.1447 |
1.0763 |
0.0684 |
6.0% |
0.0087 |
0.8% |
86% |
False |
False |
67,258 |
| 80 |
1.1447 |
1.0701 |
0.0747 |
6.6% |
0.0103 |
0.9% |
87% |
False |
False |
50,602 |
| 100 |
1.1572 |
1.0701 |
0.0871 |
7.7% |
0.0102 |
0.9% |
75% |
False |
False |
40,561 |
| 120 |
1.1572 |
1.0701 |
0.0871 |
7.7% |
0.0091 |
0.8% |
75% |
False |
False |
33,818 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1749 |
|
2.618 |
1.1603 |
|
1.618 |
1.1513 |
|
1.000 |
1.1458 |
|
0.618 |
1.1424 |
|
HIGH |
1.1369 |
|
0.618 |
1.1334 |
|
0.500 |
1.1324 |
|
0.382 |
1.1313 |
|
LOW |
1.1279 |
|
0.618 |
1.1224 |
|
1.000 |
1.1190 |
|
1.618 |
1.1134 |
|
2.618 |
1.1045 |
|
4.250 |
1.0899 |
|
|
| Fisher Pivots for day following 08-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1343 |
1.1336 |
| PP |
1.1334 |
1.1319 |
| S1 |
1.1324 |
1.1303 |
|