CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 29-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2020 |
29-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1764 |
1.1733 |
-0.0031 |
-0.3% |
1.1433 |
| High |
1.1786 |
1.1819 |
0.0033 |
0.3% |
1.1671 |
| Low |
1.1712 |
1.1726 |
0.0015 |
0.1% |
1.1417 |
| Close |
1.1736 |
1.1778 |
0.0042 |
0.4% |
1.1650 |
| Range |
0.0075 |
0.0093 |
0.0019 |
24.8% |
0.0255 |
| ATR |
0.0088 |
0.0088 |
0.0000 |
0.4% |
0.0000 |
| Volume |
211,331 |
219,881 |
8,550 |
4.0% |
1,162,012 |
|
| Daily Pivots for day following 29-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2053 |
1.2008 |
1.1829 |
|
| R3 |
1.1960 |
1.1915 |
1.1803 |
|
| R2 |
1.1867 |
1.1867 |
1.1795 |
|
| R1 |
1.1822 |
1.1822 |
1.1786 |
1.1845 |
| PP |
1.1774 |
1.1774 |
1.1774 |
1.1785 |
| S1 |
1.1729 |
1.1729 |
1.1769 |
1.1752 |
| S2 |
1.1681 |
1.1681 |
1.1760 |
|
| S3 |
1.1588 |
1.1636 |
1.1752 |
|
| S4 |
1.1495 |
1.1543 |
1.1726 |
|
|
| 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 |
1.1819 |
1.1554 |
0.0266 |
2.3% |
0.0094 |
0.8% |
84% |
True |
False |
228,649 |
| 10 |
1.1819 |
1.1385 |
0.0435 |
3.7% |
0.0089 |
0.8% |
90% |
True |
False |
221,668 |
| 20 |
1.1819 |
1.1202 |
0.0617 |
5.2% |
0.0086 |
0.7% |
93% |
True |
False |
204,813 |
| 40 |
1.1819 |
1.1190 |
0.0630 |
5.3% |
0.0091 |
0.8% |
93% |
True |
False |
178,427 |
| 60 |
1.1819 |
1.0797 |
0.1022 |
8.7% |
0.0087 |
0.7% |
96% |
True |
False |
119,671 |
| 80 |
1.1819 |
1.0763 |
0.1056 |
9.0% |
0.0086 |
0.7% |
96% |
True |
False |
89,868 |
| 100 |
1.1819 |
1.0701 |
0.1119 |
9.5% |
0.0103 |
0.9% |
96% |
True |
False |
72,028 |
| 120 |
1.1819 |
1.0701 |
0.1119 |
9.5% |
0.0097 |
0.8% |
96% |
True |
False |
60,079 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2214 |
|
2.618 |
1.2062 |
|
1.618 |
1.1969 |
|
1.000 |
1.1912 |
|
0.618 |
1.1876 |
|
HIGH |
1.1819 |
|
0.618 |
1.1783 |
|
0.500 |
1.1773 |
|
0.382 |
1.1762 |
|
LOW |
1.1726 |
|
0.618 |
1.1669 |
|
1.000 |
1.1633 |
|
1.618 |
1.1576 |
|
2.618 |
1.1483 |
|
4.250 |
1.1331 |
|
|
| Fisher Pivots for day following 29-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1776 |
1.1764 |
| PP |
1.1774 |
1.1751 |
| S1 |
1.1773 |
1.1737 |
|