CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 15-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2020 |
15-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1367 |
1.1420 |
0.0053 |
0.5% |
1.1260 |
| High |
1.1425 |
1.1468 |
0.0043 |
0.4% |
1.1387 |
| Low |
1.1341 |
1.1407 |
0.0066 |
0.6% |
1.1237 |
| Close |
1.1410 |
1.1422 |
0.0012 |
0.1% |
1.1316 |
| Range |
0.0084 |
0.0061 |
-0.0023 |
-27.4% |
0.0150 |
| ATR |
0.0087 |
0.0085 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
193,601 |
188,870 |
-4,731 |
-2.4% |
960,250 |
|
| Daily Pivots for day following 15-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1615 |
1.1579 |
1.1455 |
|
| R3 |
1.1554 |
1.1518 |
1.1438 |
|
| R2 |
1.1493 |
1.1493 |
1.1433 |
|
| R1 |
1.1457 |
1.1457 |
1.1427 |
1.1475 |
| PP |
1.1432 |
1.1432 |
1.1432 |
1.1441 |
| S1 |
1.1396 |
1.1396 |
1.1416 |
1.1414 |
| S2 |
1.1371 |
1.1371 |
1.1410 |
|
| S3 |
1.1310 |
1.1335 |
1.1405 |
|
| S4 |
1.1249 |
1.1274 |
1.1388 |
|
|
| 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 |
1.1468 |
1.1270 |
0.0198 |
1.7% |
0.0076 |
0.7% |
77% |
True |
False |
187,187 |
| 10 |
1.1468 |
1.1202 |
0.0266 |
2.3% |
0.0084 |
0.7% |
83% |
True |
False |
187,959 |
| 20 |
1.1468 |
1.1190 |
0.0278 |
2.4% |
0.0082 |
0.7% |
83% |
True |
False |
171,481 |
| 40 |
1.1468 |
1.0896 |
0.0572 |
5.0% |
0.0090 |
0.8% |
92% |
True |
False |
123,910 |
| 60 |
1.1468 |
1.0763 |
0.0705 |
6.2% |
0.0086 |
0.8% |
93% |
True |
False |
82,824 |
| 80 |
1.1468 |
1.0701 |
0.0767 |
6.7% |
0.0094 |
0.8% |
94% |
True |
False |
62,239 |
| 100 |
1.1572 |
1.0701 |
0.0871 |
7.6% |
0.0103 |
0.9% |
83% |
False |
False |
49,913 |
| 120 |
1.1572 |
1.0701 |
0.0871 |
7.6% |
0.0092 |
0.8% |
83% |
False |
False |
41,616 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1727 |
|
2.618 |
1.1627 |
|
1.618 |
1.1566 |
|
1.000 |
1.1529 |
|
0.618 |
1.1505 |
|
HIGH |
1.1468 |
|
0.618 |
1.1444 |
|
0.500 |
1.1437 |
|
0.382 |
1.1430 |
|
LOW |
1.1407 |
|
0.618 |
1.1369 |
|
1.000 |
1.1346 |
|
1.618 |
1.1308 |
|
2.618 |
1.1247 |
|
4.250 |
1.1147 |
|
|
| Fisher Pivots for day following 15-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1437 |
1.1412 |
| PP |
1.1432 |
1.1402 |
| S1 |
1.1427 |
1.1393 |
|