CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 06-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2020 |
06-May-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0897 |
1.0858 |
-0.0039 |
-0.4% |
1.0890 |
| High |
1.0976 |
1.0877 |
-0.0099 |
-0.9% |
1.1072 |
| Low |
1.0881 |
1.0838 |
-0.0044 |
-0.4% |
1.0873 |
| Close |
1.0905 |
1.0858 |
-0.0048 |
-0.4% |
1.1033 |
| Range |
0.0095 |
0.0040 |
-0.0056 |
-58.4% |
0.0200 |
| ATR |
0.0094 |
0.0092 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
11 |
712 |
701 |
6,372.7% |
647 |
|
| Daily Pivots for day following 06-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0976 |
1.0956 |
1.0879 |
|
| R3 |
1.0936 |
1.0917 |
1.0868 |
|
| R2 |
1.0897 |
1.0897 |
1.0865 |
|
| R1 |
1.0877 |
1.0877 |
1.0861 |
1.0867 |
| PP |
1.0857 |
1.0857 |
1.0857 |
1.0852 |
| S1 |
1.0838 |
1.0838 |
1.0854 |
1.0828 |
| S2 |
1.0818 |
1.0818 |
1.0850 |
|
| S3 |
1.0778 |
1.0798 |
1.0847 |
|
| S4 |
1.0739 |
1.0759 |
1.0836 |
|
|
| 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 |
1.1045 |
|
2.618 |
1.0980 |
|
1.618 |
1.0941 |
|
1.000 |
1.0917 |
|
0.618 |
1.0901 |
|
HIGH |
1.0877 |
|
0.618 |
1.0862 |
|
0.500 |
1.0857 |
|
0.382 |
1.0853 |
|
LOW |
1.0838 |
|
0.618 |
1.0813 |
|
1.000 |
1.0798 |
|
1.618 |
1.0774 |
|
2.618 |
1.0734 |
|
4.250 |
1.0670 |
|
|
| Fisher Pivots for day following 06-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0857 |
1.0919 |
| PP |
1.0857 |
1.0898 |
| S1 |
1.0857 |
1.0878 |
|