CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 10-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2020 |
10-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1334 |
1.1383 |
0.0049 |
0.4% |
1.1193 |
| High |
1.1411 |
1.1466 |
0.0055 |
0.5% |
1.1428 |
| Low |
1.1291 |
1.1376 |
0.0085 |
0.8% |
1.1150 |
| Close |
1.1394 |
1.1441 |
0.0047 |
0.4% |
1.1343 |
| Range |
0.0120 |
0.0090 |
-0.0030 |
-25.1% |
0.0278 |
| ATR |
0.0089 |
0.0089 |
0.0000 |
0.1% |
0.0000 |
| Volume |
146 |
317 |
171 |
117.1% |
882 |
|
| Daily Pivots for day following 10-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1696 |
1.1658 |
1.1490 |
|
| R3 |
1.1607 |
1.1569 |
1.1466 |
|
| R2 |
1.1517 |
1.1517 |
1.1457 |
|
| R1 |
1.1479 |
1.1479 |
1.1449 |
1.1498 |
| PP |
1.1428 |
1.1428 |
1.1428 |
1.1437 |
| S1 |
1.1390 |
1.1390 |
1.1433 |
1.1409 |
| S2 |
1.1338 |
1.1338 |
1.1425 |
|
| S3 |
1.1249 |
1.1300 |
1.1416 |
|
| S4 |
1.1159 |
1.1211 |
1.1392 |
|
|
| 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 |
1.1466 |
1.1245 |
0.0221 |
1.9% |
0.0105 |
0.9% |
89% |
True |
False |
250 |
| 10 |
1.1466 |
1.1041 |
0.0425 |
3.7% |
0.0091 |
0.8% |
94% |
True |
False |
161 |
| 20 |
1.1466 |
1.0826 |
0.0640 |
5.6% |
0.0082 |
0.7% |
96% |
True |
False |
120 |
| 40 |
1.1466 |
1.0789 |
0.0677 |
5.9% |
0.0075 |
0.7% |
96% |
True |
False |
139 |
| 60 |
1.1466 |
1.0730 |
0.0736 |
6.4% |
0.0094 |
0.8% |
97% |
True |
False |
128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1846 |
|
2.618 |
1.1700 |
|
1.618 |
1.1610 |
|
1.000 |
1.1555 |
|
0.618 |
1.1521 |
|
HIGH |
1.1466 |
|
0.618 |
1.1431 |
|
0.500 |
1.1421 |
|
0.382 |
1.1410 |
|
LOW |
1.1376 |
|
0.618 |
1.1321 |
|
1.000 |
1.1287 |
|
1.618 |
1.1231 |
|
2.618 |
1.1142 |
|
4.250 |
1.0996 |
|
|
| Fisher Pivots for day following 10-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1434 |
1.1420 |
| PP |
1.1428 |
1.1399 |
| S1 |
1.1421 |
1.1378 |
|