CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 20-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2020 |
20-May-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0965 |
1.1005 |
0.0041 |
0.4% |
1.0885 |
| High |
1.1021 |
1.1045 |
0.0024 |
0.2% |
1.0943 |
| Low |
1.0953 |
1.0974 |
0.0021 |
0.2% |
1.0826 |
| Close |
1.0996 |
1.1035 |
0.0039 |
0.4% |
1.0864 |
| Range |
0.0069 |
0.0071 |
0.0003 |
3.6% |
0.0117 |
| ATR |
0.0083 |
0.0082 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
7 |
141 |
134 |
1,914.3% |
544 |
|
| Daily Pivots for day following 20-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1231 |
1.1204 |
1.1074 |
|
| R3 |
1.1160 |
1.1133 |
1.1055 |
|
| R2 |
1.1089 |
1.1089 |
1.1048 |
|
| R1 |
1.1062 |
1.1062 |
1.1042 |
1.1075 |
| PP |
1.1018 |
1.1018 |
1.1018 |
1.1024 |
| S1 |
1.0991 |
1.0991 |
1.1028 |
1.1004 |
| S2 |
1.0947 |
1.0947 |
1.1022 |
|
| S3 |
1.0876 |
1.0920 |
1.1015 |
|
| S4 |
1.0805 |
1.0849 |
1.0996 |
|
|
| 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 |
1.1045 |
1.0826 |
0.0219 |
2.0% |
0.0071 |
0.6% |
96% |
True |
False |
67 |
| 10 |
1.1045 |
1.0824 |
0.0221 |
2.0% |
0.0068 |
0.6% |
96% |
True |
False |
148 |
| 20 |
1.1072 |
1.0789 |
0.0284 |
2.6% |
0.0071 |
0.6% |
87% |
False |
False |
160 |
| 40 |
1.1243 |
1.0789 |
0.0455 |
4.1% |
0.0079 |
0.7% |
54% |
False |
False |
113 |
| 60 |
1.1601 |
1.0730 |
0.0871 |
7.9% |
0.0099 |
0.9% |
35% |
False |
False |
124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1346 |
|
2.618 |
1.1230 |
|
1.618 |
1.1159 |
|
1.000 |
1.1116 |
|
0.618 |
1.1088 |
|
HIGH |
1.1045 |
|
0.618 |
1.1017 |
|
0.500 |
1.1009 |
|
0.382 |
1.1001 |
|
LOW |
1.0974 |
|
0.618 |
1.0930 |
|
1.000 |
1.0903 |
|
1.618 |
1.0859 |
|
2.618 |
1.0788 |
|
4.250 |
1.0672 |
|
|
| Fisher Pivots for day following 20-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1026 |
1.1006 |
| PP |
1.1018 |
1.0976 |
| S1 |
1.1009 |
1.0947 |
|