CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 14-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2020 |
14-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1321 |
1.1367 |
0.0046 |
0.4% |
1.1260 |
| High |
1.1392 |
1.1425 |
0.0033 |
0.3% |
1.1387 |
| Low |
1.1318 |
1.1341 |
0.0023 |
0.2% |
1.1237 |
| Close |
1.1370 |
1.1410 |
0.0040 |
0.4% |
1.1316 |
| Range |
0.0074 |
0.0084 |
0.0010 |
13.5% |
0.0150 |
| ATR |
0.0088 |
0.0087 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
192,221 |
193,601 |
1,380 |
0.7% |
960,250 |
|
| Daily Pivots for day following 14-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1644 |
1.1611 |
1.1456 |
|
| R3 |
1.1560 |
1.1527 |
1.1433 |
|
| R2 |
1.1476 |
1.1476 |
1.1425 |
|
| R1 |
1.1443 |
1.1443 |
1.1418 |
1.1459 |
| PP |
1.1392 |
1.1392 |
1.1392 |
1.1400 |
| S1 |
1.1359 |
1.1359 |
1.1402 |
1.1375 |
| S2 |
1.1308 |
1.1308 |
1.1395 |
|
| S3 |
1.1224 |
1.1275 |
1.1387 |
|
| S4 |
1.1140 |
1.1191 |
1.1364 |
|
|
| Weekly Pivots for week ending 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1763 |
1.1689 |
1.1398 |
|
| R3 |
1.1613 |
1.1539 |
1.1357 |
|
| R2 |
1.1463 |
1.1463 |
1.1343 |
|
| R1 |
1.1389 |
1.1389 |
1.1329 |
1.1426 |
| PP |
1.1313 |
1.1313 |
1.1313 |
1.1331 |
| S1 |
1.1239 |
1.1239 |
1.1302 |
1.1276 |
| S2 |
1.1163 |
1.1163 |
1.1288 |
|
| S3 |
1.1013 |
1.1089 |
1.1274 |
|
| S4 |
1.0863 |
1.0939 |
1.1233 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1425 |
1.1270 |
0.0155 |
1.4% |
0.0082 |
0.7% |
91% |
True |
False |
185,586 |
| 10 |
1.1425 |
1.1202 |
0.0223 |
2.0% |
0.0086 |
0.7% |
93% |
True |
False |
188,859 |
| 20 |
1.1425 |
1.1190 |
0.0235 |
2.1% |
0.0086 |
0.8% |
94% |
True |
False |
171,236 |
| 40 |
1.1447 |
1.0827 |
0.0621 |
5.4% |
0.0091 |
0.8% |
94% |
False |
False |
119,213 |
| 60 |
1.1447 |
1.0763 |
0.0684 |
6.0% |
0.0086 |
0.8% |
95% |
False |
False |
79,679 |
| 80 |
1.1447 |
1.0701 |
0.0747 |
6.5% |
0.0095 |
0.8% |
95% |
False |
False |
59,887 |
| 100 |
1.1572 |
1.0701 |
0.0871 |
7.6% |
0.0103 |
0.9% |
81% |
False |
False |
48,026 |
| 120 |
1.1572 |
1.0701 |
0.0871 |
7.6% |
0.0092 |
0.8% |
81% |
False |
False |
40,042 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1782 |
|
2.618 |
1.1644 |
|
1.618 |
1.1560 |
|
1.000 |
1.1509 |
|
0.618 |
1.1476 |
|
HIGH |
1.1425 |
|
0.618 |
1.1392 |
|
0.500 |
1.1383 |
|
0.382 |
1.1373 |
|
LOW |
1.1341 |
|
0.618 |
1.1289 |
|
1.000 |
1.1257 |
|
1.618 |
1.1205 |
|
2.618 |
1.1121 |
|
4.250 |
1.0984 |
|
|
| Fisher Pivots for day following 14-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1401 |
1.1389 |
| PP |
1.1392 |
1.1368 |
| S1 |
1.1383 |
1.1347 |
|