CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 04-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2020 |
04-May-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1038 |
1.1000 |
-0.0038 |
-0.3% |
1.0890 |
| High |
1.1072 |
1.1000 |
-0.0072 |
-0.7% |
1.1072 |
| Low |
1.0997 |
1.0950 |
-0.0047 |
-0.4% |
1.0873 |
| Close |
1.1033 |
1.0960 |
-0.0074 |
-0.7% |
1.1033 |
| Range |
0.0076 |
0.0051 |
-0.0025 |
-33.1% |
0.0200 |
| ATR |
0.0095 |
0.0094 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
24 |
115 |
91 |
379.2% |
647 |
|
| Daily Pivots for day following 04-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1121 |
1.1091 |
1.0987 |
|
| R3 |
1.1071 |
1.1040 |
1.0973 |
|
| R2 |
1.1020 |
1.1020 |
1.0969 |
|
| R1 |
1.0990 |
1.0990 |
1.0964 |
1.0980 |
| PP |
1.0970 |
1.0970 |
1.0970 |
1.0965 |
| S1 |
1.0939 |
1.0939 |
1.0955 |
1.0929 |
| S2 |
1.0919 |
1.0919 |
1.0950 |
|
| S3 |
1.0869 |
1.0889 |
1.0946 |
|
| S4 |
1.0818 |
1.0838 |
1.0932 |
|
|
| Weekly Pivots for week ending 01-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1591 |
1.1512 |
1.1143 |
|
| R3 |
1.1392 |
1.1312 |
1.1088 |
|
| R2 |
1.1192 |
1.1192 |
1.1070 |
|
| R1 |
1.1113 |
1.1113 |
1.1051 |
1.1152 |
| PP |
1.0993 |
1.0993 |
1.0993 |
1.1012 |
| S1 |
1.0913 |
1.0913 |
1.1015 |
1.0953 |
| S2 |
1.0793 |
1.0793 |
1.0996 |
|
| S3 |
1.0594 |
1.0714 |
1.0978 |
|
| S4 |
1.0394 |
1.0514 |
1.0923 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1215 |
|
2.618 |
1.1132 |
|
1.618 |
1.1082 |
|
1.000 |
1.1051 |
|
0.618 |
1.1031 |
|
HIGH |
1.1000 |
|
0.618 |
1.0981 |
|
0.500 |
1.0975 |
|
0.382 |
1.0969 |
|
LOW |
1.0950 |
|
0.618 |
1.0918 |
|
1.000 |
1.0899 |
|
1.618 |
1.0868 |
|
2.618 |
1.0817 |
|
4.250 |
1.0735 |
|
|
| Fisher Pivots for day following 04-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0975 |
1.0981 |
| PP |
1.0970 |
1.0974 |
| S1 |
1.0965 |
1.0967 |
|