CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 29-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2020 |
29-May-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1052 |
1.1132 |
0.0080 |
0.7% |
1.0923 |
| High |
1.1140 |
1.1192 |
0.0052 |
0.5% |
1.1192 |
| Low |
1.1041 |
1.1119 |
0.0079 |
0.7% |
1.0920 |
| Close |
1.1137 |
1.1146 |
0.0009 |
0.1% |
1.1146 |
| Range |
0.0099 |
0.0073 |
-0.0027 |
-26.8% |
0.0272 |
| ATR |
0.0085 |
0.0084 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
104 |
38 |
-66 |
-63.5% |
301 |
|
| Daily Pivots for day following 29-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1370 |
1.1330 |
1.1185 |
|
| R3 |
1.1297 |
1.1258 |
1.1165 |
|
| R2 |
1.1225 |
1.1225 |
1.1159 |
|
| R1 |
1.1185 |
1.1185 |
1.1152 |
1.1205 |
| PP |
1.1152 |
1.1152 |
1.1152 |
1.1162 |
| S1 |
1.1113 |
1.1113 |
1.1139 |
1.1132 |
| S2 |
1.1080 |
1.1080 |
1.1132 |
|
| S3 |
1.1007 |
1.1040 |
1.1126 |
|
| S4 |
1.0935 |
1.0968 |
1.1106 |
|
|
| Weekly Pivots for week ending 29-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1902 |
1.1796 |
1.1295 |
|
| R3 |
1.1630 |
1.1524 |
1.1220 |
|
| R2 |
1.1358 |
1.1358 |
1.1195 |
|
| R1 |
1.1252 |
1.1252 |
1.1170 |
1.1305 |
| PP |
1.1086 |
1.1086 |
1.1086 |
1.1112 |
| S1 |
1.0980 |
1.0980 |
1.1121 |
1.1033 |
| S2 |
1.0814 |
1.0814 |
1.1096 |
|
| S3 |
1.0542 |
1.0708 |
1.1071 |
|
| S4 |
1.0270 |
1.0436 |
1.0996 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1192 |
1.0920 |
0.0272 |
2.4% |
0.0081 |
0.7% |
83% |
True |
False |
61 |
| 10 |
1.1192 |
1.0850 |
0.0342 |
3.1% |
0.0078 |
0.7% |
87% |
True |
False |
89 |
| 20 |
1.1192 |
1.0824 |
0.0368 |
3.3% |
0.0071 |
0.6% |
88% |
True |
False |
146 |
| 40 |
1.1192 |
1.0789 |
0.0403 |
3.6% |
0.0073 |
0.7% |
89% |
True |
False |
112 |
| 60 |
1.1601 |
1.0730 |
0.0871 |
7.8% |
0.0099 |
0.9% |
48% |
False |
False |
121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1500 |
|
2.618 |
1.1381 |
|
1.618 |
1.1309 |
|
1.000 |
1.1264 |
|
0.618 |
1.1236 |
|
HIGH |
1.1192 |
|
0.618 |
1.1164 |
|
0.500 |
1.1155 |
|
0.382 |
1.1147 |
|
LOW |
1.1119 |
|
0.618 |
1.1074 |
|
1.000 |
1.1047 |
|
1.618 |
1.1002 |
|
2.618 |
1.0929 |
|
4.250 |
1.0811 |
|
|
| Fisher Pivots for day following 29-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1155 |
1.1126 |
| PP |
1.1152 |
1.1107 |
| S1 |
1.1149 |
1.1088 |
|