CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 21-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2020 |
21-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1433 |
1.1460 |
0.0028 |
0.2% |
1.1321 |
| High |
1.1482 |
1.1554 |
0.0073 |
0.6% |
1.1468 |
| Low |
1.1417 |
1.1437 |
0.0020 |
0.2% |
1.1318 |
| Close |
1.1456 |
1.1545 |
0.0089 |
0.8% |
1.1452 |
| Range |
0.0065 |
0.0118 |
0.0053 |
80.8% |
0.0150 |
| ATR |
0.0082 |
0.0084 |
0.0003 |
3.1% |
0.0000 |
| Volume |
201,493 |
252,875 |
51,382 |
25.5% |
932,112 |
|
| Daily Pivots for day following 21-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1864 |
1.1822 |
1.1609 |
|
| R3 |
1.1747 |
1.1704 |
1.1577 |
|
| R2 |
1.1629 |
1.1629 |
1.1566 |
|
| R1 |
1.1587 |
1.1587 |
1.1555 |
1.1608 |
| PP |
1.1512 |
1.1512 |
1.1512 |
1.1522 |
| S1 |
1.1469 |
1.1469 |
1.1534 |
1.1491 |
| S2 |
1.1394 |
1.1394 |
1.1523 |
|
| S3 |
1.1277 |
1.1352 |
1.1512 |
|
| S4 |
1.1159 |
1.1234 |
1.1480 |
|
|
| Weekly Pivots for week ending 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1861 |
1.1806 |
1.1534 |
|
| R3 |
1.1712 |
1.1657 |
1.1493 |
|
| R2 |
1.1562 |
1.1562 |
1.1479 |
|
| R1 |
1.1507 |
1.1507 |
1.1466 |
1.1535 |
| PP |
1.1413 |
1.1413 |
1.1413 |
1.1426 |
| S1 |
1.1358 |
1.1358 |
1.1438 |
1.1385 |
| S2 |
1.1263 |
1.1263 |
1.1425 |
|
| S3 |
1.1114 |
1.1208 |
1.1411 |
|
| S4 |
1.0964 |
1.1059 |
1.1370 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1554 |
1.1385 |
0.0170 |
1.5% |
0.0077 |
0.7% |
94% |
True |
False |
200,131 |
| 10 |
1.1554 |
1.1270 |
0.0284 |
2.5% |
0.0079 |
0.7% |
97% |
True |
False |
192,858 |
| 20 |
1.1554 |
1.1202 |
0.0352 |
3.0% |
0.0081 |
0.7% |
97% |
True |
False |
183,134 |
| 40 |
1.1554 |
1.0896 |
0.0659 |
5.7% |
0.0090 |
0.8% |
99% |
True |
False |
144,116 |
| 60 |
1.1554 |
1.0797 |
0.0757 |
6.6% |
0.0086 |
0.7% |
99% |
True |
False |
96,327 |
| 80 |
1.1554 |
1.0763 |
0.0791 |
6.9% |
0.0089 |
0.8% |
99% |
True |
False |
72,347 |
| 100 |
1.1572 |
1.0701 |
0.0871 |
7.5% |
0.0104 |
0.9% |
97% |
False |
False |
58,011 |
| 120 |
1.1572 |
1.0701 |
0.0871 |
7.5% |
0.0094 |
0.8% |
97% |
False |
False |
48,379 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2053 |
|
2.618 |
1.1862 |
|
1.618 |
1.1744 |
|
1.000 |
1.1672 |
|
0.618 |
1.1627 |
|
HIGH |
1.1554 |
|
0.618 |
1.1509 |
|
0.500 |
1.1495 |
|
0.382 |
1.1481 |
|
LOW |
1.1437 |
|
0.618 |
1.1364 |
|
1.000 |
1.1319 |
|
1.618 |
1.1246 |
|
2.618 |
1.1129 |
|
4.250 |
1.0937 |
|
|
| Fisher Pivots for day following 21-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1528 |
1.1521 |
| PP |
1.1512 |
1.1497 |
| S1 |
1.1495 |
1.1473 |
|