CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 23-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2020 |
23-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1215 |
1.1312 |
0.0097 |
0.9% |
1.1285 |
| High |
1.1315 |
1.1394 |
0.0079 |
0.7% |
1.1401 |
| Low |
1.1214 |
1.1280 |
0.0066 |
0.6% |
1.1214 |
| Close |
1.1306 |
1.1357 |
0.0051 |
0.5% |
1.1232 |
| Range |
0.0101 |
0.0114 |
0.0013 |
12.9% |
0.0187 |
| ATR |
0.0094 |
0.0095 |
0.0001 |
1.6% |
0.0000 |
| Volume |
168 |
342 |
174 |
103.6% |
2,015 |
|
| Daily Pivots for day following 23-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1685 |
1.1635 |
1.1420 |
|
| R3 |
1.1571 |
1.1521 |
1.1388 |
|
| R2 |
1.1457 |
1.1457 |
1.1378 |
|
| R1 |
1.1407 |
1.1407 |
1.1367 |
1.1432 |
| PP |
1.1343 |
1.1343 |
1.1343 |
1.1356 |
| S1 |
1.1293 |
1.1293 |
1.1347 |
1.1318 |
| S2 |
1.1229 |
1.1229 |
1.1336 |
|
| S3 |
1.1115 |
1.1179 |
1.1326 |
|
| S4 |
1.1001 |
1.1065 |
1.1294 |
|
|
| Weekly Pivots for week ending 19-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1843 |
1.1724 |
1.1334 |
|
| R3 |
1.1656 |
1.1537 |
1.1283 |
|
| R2 |
1.1469 |
1.1469 |
1.1266 |
|
| R1 |
1.1350 |
1.1350 |
1.1249 |
1.1316 |
| PP |
1.1282 |
1.1282 |
1.1282 |
1.1265 |
| S1 |
1.1163 |
1.1163 |
1.1214 |
1.1129 |
| S2 |
1.1095 |
1.1095 |
1.1197 |
|
| S3 |
1.0908 |
1.0976 |
1.1180 |
|
| S4 |
1.0721 |
1.0789 |
1.1129 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1394 |
1.1214 |
0.0180 |
1.6% |
0.0092 |
0.8% |
80% |
True |
False |
260 |
| 10 |
1.1466 |
1.1214 |
0.0252 |
2.2% |
0.0101 |
0.9% |
57% |
False |
False |
413 |
| 20 |
1.1466 |
1.0984 |
0.0482 |
4.2% |
0.0097 |
0.8% |
77% |
False |
False |
274 |
| 40 |
1.1466 |
1.0824 |
0.0642 |
5.7% |
0.0084 |
0.7% |
83% |
False |
False |
219 |
| 60 |
1.1466 |
1.0789 |
0.0677 |
6.0% |
0.0083 |
0.7% |
84% |
False |
False |
167 |
| 80 |
1.1601 |
1.0730 |
0.0871 |
7.7% |
0.0099 |
0.9% |
72% |
False |
False |
160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1878 |
|
2.618 |
1.1692 |
|
1.618 |
1.1578 |
|
1.000 |
1.1508 |
|
0.618 |
1.1464 |
|
HIGH |
1.1394 |
|
0.618 |
1.1350 |
|
0.500 |
1.1337 |
|
0.382 |
1.1323 |
|
LOW |
1.1280 |
|
0.618 |
1.1209 |
|
1.000 |
1.1166 |
|
1.618 |
1.1095 |
|
2.618 |
1.0981 |
|
4.250 |
1.0795 |
|
|
| Fisher Pivots for day following 23-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1350 |
1.1339 |
| PP |
1.1343 |
1.1322 |
| S1 |
1.1337 |
1.1304 |
|