CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 12-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2020 |
12-May-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0885 |
1.0907 |
0.0023 |
0.2% |
1.1000 |
| High |
1.0896 |
1.0935 |
0.0039 |
0.4% |
1.1000 |
| Low |
1.0856 |
1.0841 |
-0.0016 |
-0.1% |
1.0824 |
| Close |
1.0861 |
1.0905 |
0.0044 |
0.4% |
1.0894 |
| Range |
0.0040 |
0.0094 |
0.0054 |
135.0% |
0.0177 |
| ATR |
0.0084 |
0.0085 |
0.0001 |
0.8% |
0.0000 |
| Volume |
302 |
127 |
-175 |
-57.9% |
1,544 |
|
| Daily Pivots for day following 12-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1175 |
1.1134 |
1.0956 |
|
| R3 |
1.1081 |
1.1040 |
1.0930 |
|
| R2 |
1.0987 |
1.0987 |
1.0922 |
|
| R1 |
1.0946 |
1.0946 |
1.0913 |
1.0920 |
| PP |
1.0893 |
1.0893 |
1.0893 |
1.0880 |
| S1 |
1.0852 |
1.0852 |
1.0896 |
1.0826 |
| S2 |
1.0799 |
1.0799 |
1.0887 |
|
| S3 |
1.0705 |
1.0758 |
1.0879 |
|
| S4 |
1.0611 |
1.0664 |
1.0853 |
|
|
| Weekly Pivots for week ending 08-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1435 |
1.1341 |
1.0991 |
|
| R3 |
1.1259 |
1.1164 |
1.0942 |
|
| R2 |
1.1082 |
1.1082 |
1.0926 |
|
| R1 |
1.0988 |
1.0988 |
1.0910 |
1.0947 |
| PP |
1.0906 |
1.0906 |
1.0906 |
1.0885 |
| S1 |
1.0811 |
1.0811 |
1.0877 |
1.0770 |
| S2 |
1.0729 |
1.0729 |
1.0861 |
|
| S3 |
1.0553 |
1.0635 |
1.0845 |
|
| S4 |
1.0376 |
1.0458 |
1.0796 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1334 |
|
2.618 |
1.1181 |
|
1.618 |
1.1087 |
|
1.000 |
1.1029 |
|
0.618 |
1.0993 |
|
HIGH |
1.0935 |
|
0.618 |
1.0899 |
|
0.500 |
1.0888 |
|
0.382 |
1.0876 |
|
LOW |
1.0841 |
|
0.618 |
1.0782 |
|
1.000 |
1.0747 |
|
1.618 |
1.0688 |
|
2.618 |
1.0594 |
|
4.250 |
1.0441 |
|
|
| Fisher Pivots for day following 12-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0899 |
1.0899 |
| PP |
1.0893 |
1.0893 |
| S1 |
1.0888 |
1.0888 |
|