CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 12-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2020 |
12-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1400 |
1.1330 |
-0.0070 |
-0.6% |
1.1351 |
| High |
1.1449 |
1.1384 |
-0.0065 |
-0.6% |
1.1466 |
| Low |
1.1338 |
1.1261 |
-0.0077 |
-0.7% |
1.1261 |
| Close |
1.1347 |
1.1279 |
-0.0068 |
-0.6% |
1.1279 |
| Range |
0.0111 |
0.0123 |
0.0013 |
11.3% |
0.0205 |
| ATR |
0.0090 |
0.0093 |
0.0002 |
2.6% |
0.0000 |
| Volume |
528 |
760 |
232 |
43.9% |
1,881 |
|
| Daily Pivots for day following 12-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1677 |
1.1601 |
1.1347 |
|
| R3 |
1.1554 |
1.1478 |
1.1313 |
|
| R2 |
1.1431 |
1.1431 |
1.1302 |
|
| R1 |
1.1355 |
1.1355 |
1.1290 |
1.1332 |
| PP |
1.1308 |
1.1308 |
1.1308 |
1.1296 |
| S1 |
1.1232 |
1.1232 |
1.1268 |
1.1209 |
| S2 |
1.1185 |
1.1185 |
1.1256 |
|
| S3 |
1.1062 |
1.1109 |
1.1245 |
|
| S4 |
1.0939 |
1.0986 |
1.1211 |
|
|
| Weekly Pivots for week ending 12-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1949 |
1.1818 |
1.1391 |
|
| R3 |
1.1744 |
1.1614 |
1.1335 |
|
| R2 |
1.1540 |
1.1540 |
1.1316 |
|
| R1 |
1.1409 |
1.1409 |
1.1298 |
1.1372 |
| PP |
1.1335 |
1.1335 |
1.1335 |
1.1317 |
| S1 |
1.1205 |
1.1205 |
1.1260 |
1.1168 |
| S2 |
1.1131 |
1.1131 |
1.1242 |
|
| S3 |
1.0926 |
1.1000 |
1.1223 |
|
| S4 |
1.0722 |
1.0796 |
1.1167 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1466 |
1.1261 |
0.0205 |
1.8% |
0.0098 |
0.9% |
9% |
False |
True |
376 |
| 10 |
1.1466 |
1.1150 |
0.0316 |
2.8% |
0.0097 |
0.9% |
41% |
False |
False |
276 |
| 20 |
1.1466 |
1.0850 |
0.0616 |
5.5% |
0.0088 |
0.8% |
70% |
False |
False |
183 |
| 40 |
1.1466 |
1.0789 |
0.0677 |
6.0% |
0.0078 |
0.7% |
72% |
False |
False |
167 |
| 60 |
1.1466 |
1.0730 |
0.0736 |
6.5% |
0.0091 |
0.8% |
75% |
False |
False |
139 |
| 80 |
1.1601 |
1.0730 |
0.0871 |
7.7% |
0.0094 |
0.8% |
63% |
False |
False |
138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1907 |
|
2.618 |
1.1706 |
|
1.618 |
1.1583 |
|
1.000 |
1.1507 |
|
0.618 |
1.1460 |
|
HIGH |
1.1384 |
|
0.618 |
1.1337 |
|
0.500 |
1.1323 |
|
0.382 |
1.1308 |
|
LOW |
1.1261 |
|
0.618 |
1.1185 |
|
1.000 |
1.1138 |
|
1.618 |
1.1062 |
|
2.618 |
1.0939 |
|
4.250 |
1.0738 |
|
|
| Fisher Pivots for day following 12-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1323 |
1.1363 |
| PP |
1.1308 |
1.1335 |
| S1 |
1.1294 |
1.1307 |
|