CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 27-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2020 |
27-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1610 |
1.1659 |
0.0049 |
0.4% |
1.1433 |
| High |
1.1671 |
1.1794 |
0.0123 |
1.1% |
1.1671 |
| Low |
1.1595 |
1.1655 |
0.0061 |
0.5% |
1.1417 |
| Close |
1.1650 |
1.1764 |
0.0114 |
1.0% |
1.1650 |
| Range |
0.0077 |
0.0139 |
0.0063 |
81.7% |
0.0255 |
| ATR |
0.0085 |
0.0089 |
0.0004 |
5.0% |
0.0000 |
| Volume |
213,788 |
266,042 |
52,254 |
24.4% |
1,162,012 |
|
| Daily Pivots for day following 27-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2155 |
1.2098 |
1.1840 |
|
| R3 |
1.2016 |
1.1959 |
1.1802 |
|
| R2 |
1.1877 |
1.1877 |
1.1789 |
|
| R1 |
1.1820 |
1.1820 |
1.1776 |
1.1848 |
| PP |
1.1738 |
1.1738 |
1.1738 |
1.1752 |
| S1 |
1.1681 |
1.1681 |
1.1751 |
1.1709 |
| S2 |
1.1599 |
1.1599 |
1.1738 |
|
| S3 |
1.1460 |
1.1542 |
1.1725 |
|
| S4 |
1.1321 |
1.1403 |
1.1687 |
|
|
| Weekly Pivots for week ending 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2343 |
1.2251 |
1.1790 |
|
| R3 |
1.2088 |
1.1996 |
1.1720 |
|
| R2 |
1.1834 |
1.1834 |
1.1697 |
|
| R1 |
1.1742 |
1.1742 |
1.1673 |
1.1788 |
| PP |
1.1579 |
1.1579 |
1.1579 |
1.1602 |
| S1 |
1.1487 |
1.1487 |
1.1627 |
1.1533 |
| S2 |
1.1325 |
1.1325 |
1.1603 |
|
| S3 |
1.1070 |
1.1233 |
1.1580 |
|
| S4 |
1.0816 |
1.0978 |
1.1510 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1794 |
1.1437 |
0.0358 |
3.0% |
0.0103 |
0.9% |
91% |
True |
False |
245,312 |
| 10 |
1.1794 |
1.1341 |
0.0454 |
3.9% |
0.0086 |
0.7% |
93% |
True |
False |
216,794 |
| 20 |
1.1794 |
1.1202 |
0.0592 |
5.0% |
0.0085 |
0.7% |
95% |
True |
False |
200,817 |
| 40 |
1.1794 |
1.1126 |
0.0668 |
5.7% |
0.0090 |
0.8% |
95% |
True |
False |
167,993 |
| 60 |
1.1794 |
1.0797 |
0.0997 |
8.5% |
0.0087 |
0.7% |
97% |
True |
False |
112,494 |
| 80 |
1.1794 |
1.0763 |
0.1031 |
8.8% |
0.0087 |
0.7% |
97% |
True |
False |
84,486 |
| 100 |
1.1794 |
1.0701 |
0.1094 |
9.3% |
0.0104 |
0.9% |
97% |
True |
False |
67,724 |
| 120 |
1.1794 |
1.0701 |
0.1094 |
9.3% |
0.0097 |
0.8% |
97% |
True |
False |
56,489 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2385 |
|
2.618 |
1.2158 |
|
1.618 |
1.2019 |
|
1.000 |
1.1933 |
|
0.618 |
1.1880 |
|
HIGH |
1.1794 |
|
0.618 |
1.1741 |
|
0.500 |
1.1725 |
|
0.382 |
1.1708 |
|
LOW |
1.1655 |
|
0.618 |
1.1569 |
|
1.000 |
1.1516 |
|
1.618 |
1.1430 |
|
2.618 |
1.1291 |
|
4.250 |
1.1064 |
|
|
| Fisher Pivots for day following 27-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1751 |
1.1734 |
| PP |
1.1738 |
1.1704 |
| S1 |
1.1725 |
1.1674 |
|