CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 09-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2020 |
09-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1351 |
1.1334 |
-0.0017 |
-0.1% |
1.1193 |
| High |
1.1367 |
1.1411 |
0.0044 |
0.4% |
1.1428 |
| Low |
1.1318 |
1.1291 |
-0.0027 |
-0.2% |
1.1150 |
| Close |
1.1353 |
1.1394 |
0.0041 |
0.4% |
1.1343 |
| Range |
0.0049 |
0.0120 |
0.0071 |
143.9% |
0.0278 |
| ATR |
0.0086 |
0.0089 |
0.0002 |
2.8% |
0.0000 |
| Volume |
130 |
146 |
16 |
12.3% |
882 |
|
| Daily Pivots for day following 09-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1724 |
1.1678 |
1.1460 |
|
| R3 |
1.1604 |
1.1559 |
1.1427 |
|
| R2 |
1.1485 |
1.1485 |
1.1416 |
|
| R1 |
1.1439 |
1.1439 |
1.1405 |
1.1462 |
| PP |
1.1365 |
1.1365 |
1.1365 |
1.1377 |
| S1 |
1.1320 |
1.1320 |
1.1383 |
1.1343 |
| S2 |
1.1246 |
1.1246 |
1.1372 |
|
| S3 |
1.1126 |
1.1200 |
1.1361 |
|
| S4 |
1.1007 |
1.1081 |
1.1328 |
|
|
| Weekly Pivots for week ending 05-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2141 |
1.2020 |
1.1495 |
|
| R3 |
1.1863 |
1.1742 |
1.1419 |
|
| R2 |
1.1585 |
1.1585 |
1.1393 |
|
| R1 |
1.1464 |
1.1464 |
1.1368 |
1.1524 |
| PP |
1.1307 |
1.1307 |
1.1307 |
1.1337 |
| S1 |
1.1186 |
1.1186 |
1.1317 |
1.1246 |
| S2 |
1.1029 |
1.1029 |
1.1292 |
|
| S3 |
1.0751 |
1.0908 |
1.1266 |
|
| S4 |
1.0473 |
1.0630 |
1.1190 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1428 |
1.1220 |
0.0208 |
1.8% |
0.0104 |
0.9% |
84% |
False |
False |
212 |
| 10 |
1.1428 |
1.0984 |
0.0444 |
3.9% |
0.0092 |
0.8% |
92% |
False |
False |
136 |
| 20 |
1.1428 |
1.0826 |
0.0602 |
5.3% |
0.0083 |
0.7% |
94% |
False |
False |
111 |
| 40 |
1.1428 |
1.0789 |
0.0639 |
5.6% |
0.0074 |
0.7% |
95% |
False |
False |
132 |
| 60 |
1.1428 |
1.0730 |
0.0698 |
6.1% |
0.0095 |
0.8% |
95% |
False |
False |
126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1918 |
|
2.618 |
1.1723 |
|
1.618 |
1.1604 |
|
1.000 |
1.1530 |
|
0.618 |
1.1484 |
|
HIGH |
1.1411 |
|
0.618 |
1.1365 |
|
0.500 |
1.1351 |
|
0.382 |
1.1337 |
|
LOW |
1.1291 |
|
0.618 |
1.1217 |
|
1.000 |
1.1172 |
|
1.618 |
1.1098 |
|
2.618 |
1.0978 |
|
4.250 |
1.0783 |
|
|
| Fisher Pivots for day following 09-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1380 |
1.1382 |
| PP |
1.1365 |
1.1371 |
| S1 |
1.1351 |
1.1359 |
|