CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 16-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2020 |
16-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1445 |
1.1452 |
0.0008 |
0.1% |
1.1294 |
| High |
1.1489 |
1.1478 |
-0.0012 |
-0.1% |
1.1409 |
| Low |
1.1429 |
1.1408 |
-0.0022 |
-0.2% |
1.1260 |
| Close |
1.1444 |
1.1415 |
-0.0029 |
-0.3% |
1.1338 |
| Range |
0.0060 |
0.0070 |
0.0010 |
16.7% |
0.0149 |
| ATR |
0.0083 |
0.0082 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
1,438 |
476 |
-962 |
-66.9% |
4,197 |
|
| Daily Pivots for day following 16-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1643 |
1.1599 |
1.1453 |
|
| R3 |
1.1573 |
1.1529 |
1.1434 |
|
| R2 |
1.1503 |
1.1503 |
1.1427 |
|
| R1 |
1.1459 |
1.1459 |
1.1421 |
1.1446 |
| PP |
1.1433 |
1.1433 |
1.1433 |
1.1427 |
| S1 |
1.1389 |
1.1389 |
1.1408 |
1.1376 |
| S2 |
1.1363 |
1.1363 |
1.1402 |
|
| S3 |
1.1293 |
1.1319 |
1.1395 |
|
| S4 |
1.1223 |
1.1249 |
1.1376 |
|
|
| Weekly Pivots for week ending 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1783 |
1.1709 |
1.1419 |
|
| R3 |
1.1634 |
1.1560 |
1.1378 |
|
| R2 |
1.1485 |
1.1485 |
1.1365 |
|
| R1 |
1.1411 |
1.1411 |
1.1351 |
1.1448 |
| PP |
1.1336 |
1.1336 |
1.1336 |
1.1354 |
| S1 |
1.1262 |
1.1262 |
1.1324 |
1.1299 |
| S2 |
1.1187 |
1.1187 |
1.1310 |
|
| S3 |
1.1038 |
1.1113 |
1.1297 |
|
| S4 |
1.0889 |
1.0964 |
1.1256 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1489 |
1.1293 |
0.0196 |
1.7% |
0.0071 |
0.6% |
62% |
False |
False |
575 |
| 10 |
1.1489 |
1.1260 |
0.0229 |
2.0% |
0.0081 |
0.7% |
67% |
False |
False |
756 |
| 20 |
1.1489 |
1.1214 |
0.0275 |
2.4% |
0.0080 |
0.7% |
73% |
False |
False |
568 |
| 40 |
1.1489 |
1.0920 |
0.0570 |
5.0% |
0.0086 |
0.8% |
87% |
False |
False |
406 |
| 60 |
1.1489 |
1.0789 |
0.0701 |
6.1% |
0.0081 |
0.7% |
89% |
False |
False |
322 |
| 80 |
1.1489 |
1.0789 |
0.0701 |
6.1% |
0.0083 |
0.7% |
89% |
False |
False |
258 |
| 100 |
1.1601 |
1.0730 |
0.0871 |
7.6% |
0.0093 |
0.8% |
79% |
False |
False |
236 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1775 |
|
2.618 |
1.1661 |
|
1.618 |
1.1591 |
|
1.000 |
1.1548 |
|
0.618 |
1.1521 |
|
HIGH |
1.1478 |
|
0.618 |
1.1451 |
|
0.500 |
1.1443 |
|
0.382 |
1.1434 |
|
LOW |
1.1408 |
|
0.618 |
1.1364 |
|
1.000 |
1.1338 |
|
1.618 |
1.1294 |
|
2.618 |
1.1224 |
|
4.250 |
1.1110 |
|
|
| Fisher Pivots for day following 16-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1443 |
1.1426 |
| PP |
1.1433 |
1.1422 |
| S1 |
1.1424 |
1.1418 |
|