CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 09-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2020 |
09-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1292 |
1.1350 |
0.0058 |
0.5% |
1.1240 |
| High |
1.1369 |
1.1387 |
0.0018 |
0.2% |
1.1321 |
| Low |
1.1279 |
1.1296 |
0.0017 |
0.2% |
1.1202 |
| Close |
1.1353 |
1.1313 |
-0.0041 |
-0.4% |
1.1246 |
| Range |
0.0090 |
0.0091 |
0.0001 |
1.1% |
0.0119 |
| ATR |
0.0090 |
0.0090 |
0.0000 |
0.1% |
0.0000 |
| Volume |
180,863 |
208,374 |
27,511 |
15.2% |
695,932 |
|
| Daily Pivots for day following 09-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1603 |
1.1548 |
1.1362 |
|
| R3 |
1.1513 |
1.1458 |
1.1337 |
|
| R2 |
1.1422 |
1.1422 |
1.1329 |
|
| R1 |
1.1367 |
1.1367 |
1.1321 |
1.1350 |
| PP |
1.1332 |
1.1332 |
1.1332 |
1.1323 |
| S1 |
1.1277 |
1.1277 |
1.1304 |
1.1259 |
| S2 |
1.1241 |
1.1241 |
1.1296 |
|
| S3 |
1.1151 |
1.1186 |
1.1288 |
|
| S4 |
1.1060 |
1.1096 |
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 |
1.1387 |
1.1237 |
0.0150 |
1.3% |
0.0092 |
0.8% |
51% |
True |
False |
195,118 |
| 10 |
1.1387 |
1.1202 |
0.0185 |
1.6% |
0.0081 |
0.7% |
60% |
True |
False |
178,843 |
| 20 |
1.1428 |
1.1190 |
0.0238 |
2.1% |
0.0092 |
0.8% |
52% |
False |
False |
178,564 |
| 40 |
1.1447 |
1.0803 |
0.0645 |
5.7% |
0.0090 |
0.8% |
79% |
False |
False |
105,816 |
| 60 |
1.1447 |
1.0763 |
0.0684 |
6.0% |
0.0087 |
0.8% |
80% |
False |
False |
70,724 |
| 80 |
1.1447 |
1.0701 |
0.0747 |
6.6% |
0.0102 |
0.9% |
82% |
False |
False |
53,196 |
| 100 |
1.1572 |
1.0701 |
0.0871 |
7.7% |
0.0102 |
0.9% |
70% |
False |
False |
42,643 |
| 120 |
1.1572 |
1.0701 |
0.0871 |
7.7% |
0.0091 |
0.8% |
70% |
False |
False |
35,553 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1771 |
|
2.618 |
1.1623 |
|
1.618 |
1.1533 |
|
1.000 |
1.1477 |
|
0.618 |
1.1442 |
|
HIGH |
1.1387 |
|
0.618 |
1.1352 |
|
0.500 |
1.1341 |
|
0.382 |
1.1331 |
|
LOW |
1.1296 |
|
0.618 |
1.1240 |
|
1.000 |
1.1206 |
|
1.618 |
1.1150 |
|
2.618 |
1.1059 |
|
4.250 |
1.0911 |
|
|
| Fisher Pivots for day following 09-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1341 |
1.1331 |
| PP |
1.1332 |
1.1325 |
| S1 |
1.1322 |
1.1319 |
|