CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 19-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2020 |
19-May-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0858 |
1.0965 |
0.0107 |
1.0% |
1.0885 |
| High |
1.0976 |
1.1021 |
0.0045 |
0.4% |
1.0943 |
| Low |
1.0850 |
1.0953 |
0.0103 |
0.9% |
1.0826 |
| Close |
1.0964 |
1.0996 |
0.0032 |
0.3% |
1.0864 |
| Range |
0.0127 |
0.0069 |
-0.0058 |
-45.8% |
0.0117 |
| ATR |
0.0084 |
0.0083 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
90 |
7 |
-83 |
-92.2% |
544 |
|
| Daily Pivots for day following 19-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1195 |
1.1164 |
1.1034 |
|
| R3 |
1.1127 |
1.1096 |
1.1015 |
|
| R2 |
1.1058 |
1.1058 |
1.1009 |
|
| R1 |
1.1027 |
1.1027 |
1.1002 |
1.1043 |
| PP |
1.0990 |
1.0990 |
1.0990 |
1.0998 |
| S1 |
1.0959 |
1.0959 |
1.0990 |
1.0974 |
| S2 |
1.0921 |
1.0921 |
1.0983 |
|
| S3 |
1.0853 |
1.0890 |
1.0977 |
|
| S4 |
1.0784 |
1.0822 |
1.0958 |
|
|
| Weekly Pivots for week ending 15-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1227 |
1.1162 |
1.0928 |
|
| R3 |
1.1110 |
1.1045 |
1.0896 |
|
| R2 |
1.0994 |
1.0994 |
1.0885 |
|
| R1 |
1.0929 |
1.0929 |
1.0874 |
1.0903 |
| PP |
1.0877 |
1.0877 |
1.0877 |
1.0865 |
| S1 |
1.0812 |
1.0812 |
1.0853 |
1.0787 |
| S2 |
1.0761 |
1.0761 |
1.0842 |
|
| S3 |
1.0644 |
1.0696 |
1.0831 |
|
| S4 |
1.0528 |
1.0579 |
1.0799 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1021 |
1.0826 |
0.0195 |
1.8% |
0.0072 |
0.7% |
87% |
True |
False |
42 |
| 10 |
1.1021 |
1.0824 |
0.0198 |
1.8% |
0.0065 |
0.6% |
87% |
True |
False |
205 |
| 20 |
1.1072 |
1.0789 |
0.0284 |
2.6% |
0.0072 |
0.7% |
73% |
False |
False |
154 |
| 40 |
1.1243 |
1.0789 |
0.0455 |
4.1% |
0.0080 |
0.7% |
46% |
False |
False |
111 |
| 60 |
1.1601 |
1.0730 |
0.0871 |
7.9% |
0.0098 |
0.9% |
31% |
False |
False |
123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1312 |
|
2.618 |
1.1200 |
|
1.618 |
1.1132 |
|
1.000 |
1.1090 |
|
0.618 |
1.1063 |
|
HIGH |
1.1021 |
|
0.618 |
1.0995 |
|
0.500 |
1.0987 |
|
0.382 |
1.0979 |
|
LOW |
1.0953 |
|
0.618 |
1.0910 |
|
1.000 |
1.0884 |
|
1.618 |
1.0842 |
|
2.618 |
1.0773 |
|
4.250 |
1.0661 |
|
|
| Fisher Pivots for day following 19-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0993 |
1.0976 |
| PP |
1.0990 |
1.0956 |
| S1 |
1.0987 |
1.0935 |
|