CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 21-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2020 |
21-May-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1005 |
1.1019 |
0.0014 |
0.1% |
1.0885 |
| High |
1.1045 |
1.1055 |
0.0011 |
0.1% |
1.0943 |
| Low |
1.0974 |
1.0985 |
0.0012 |
0.1% |
1.0826 |
| Close |
1.1035 |
1.1004 |
-0.0031 |
-0.3% |
1.0864 |
| Range |
0.0071 |
0.0070 |
-0.0001 |
-1.4% |
0.0117 |
| ATR |
0.0082 |
0.0081 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
141 |
278 |
137 |
97.2% |
544 |
|
| Daily Pivots for day following 21-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1225 |
1.1184 |
1.1043 |
|
| R3 |
1.1155 |
1.1114 |
1.1023 |
|
| R2 |
1.1085 |
1.1085 |
1.1017 |
|
| R1 |
1.1044 |
1.1044 |
1.1010 |
1.1030 |
| PP |
1.1015 |
1.1015 |
1.1015 |
1.1007 |
| S1 |
1.0974 |
1.0974 |
1.0998 |
1.0960 |
| S2 |
1.0945 |
1.0945 |
1.0991 |
|
| S3 |
1.0875 |
1.0904 |
1.0985 |
|
| S4 |
1.0805 |
1.0834 |
1.0966 |
|
|
| 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 |
1.1055 |
1.0850 |
0.0206 |
1.9% |
0.0076 |
0.7% |
75% |
True |
False |
118 |
| 10 |
1.1055 |
1.0826 |
0.0229 |
2.1% |
0.0069 |
0.6% |
78% |
True |
False |
113 |
| 20 |
1.1072 |
1.0789 |
0.0284 |
2.6% |
0.0070 |
0.6% |
76% |
False |
False |
166 |
| 40 |
1.1243 |
1.0789 |
0.0455 |
4.1% |
0.0080 |
0.7% |
47% |
False |
False |
119 |
| 60 |
1.1601 |
1.0730 |
0.0871 |
7.9% |
0.0100 |
0.9% |
31% |
False |
False |
127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1353 |
|
2.618 |
1.1238 |
|
1.618 |
1.1168 |
|
1.000 |
1.1125 |
|
0.618 |
1.1098 |
|
HIGH |
1.1055 |
|
0.618 |
1.1028 |
|
0.500 |
1.1020 |
|
0.382 |
1.1012 |
|
LOW |
1.0985 |
|
0.618 |
1.0942 |
|
1.000 |
1.0915 |
|
1.618 |
1.0872 |
|
2.618 |
1.0802 |
|
4.250 |
1.0688 |
|
|
| Fisher Pivots for day following 21-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1020 |
1.1004 |
| PP |
1.1015 |
1.1004 |
| S1 |
1.1009 |
1.1004 |
|