CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 20-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2020 |
20-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1423 |
1.1458 |
0.0035 |
0.3% |
1.1345 |
| High |
1.1480 |
1.1503 |
0.0023 |
0.2% |
1.1489 |
| Low |
1.1415 |
1.1439 |
0.0025 |
0.2% |
1.1342 |
| Close |
1.1474 |
1.1478 |
0.0004 |
0.0% |
1.1474 |
| Range |
0.0066 |
0.0064 |
-0.0002 |
-2.3% |
0.0148 |
| ATR |
0.0081 |
0.0080 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
477 |
337 |
-140 |
-29.4% |
3,064 |
|
| Daily Pivots for day following 20-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1665 |
1.1636 |
1.1513 |
|
| R3 |
1.1601 |
1.1572 |
1.1496 |
|
| R2 |
1.1537 |
1.1537 |
1.1490 |
|
| R1 |
1.1508 |
1.1508 |
1.1484 |
1.1523 |
| PP |
1.1473 |
1.1473 |
1.1473 |
1.1481 |
| S1 |
1.1444 |
1.1444 |
1.1472 |
1.1459 |
| S2 |
1.1409 |
1.1409 |
1.1466 |
|
| S3 |
1.1345 |
1.1380 |
1.1460 |
|
| S4 |
1.1281 |
1.1316 |
1.1443 |
|
|
| Weekly Pivots for week ending 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1877 |
1.1823 |
1.1555 |
|
| R3 |
1.1730 |
1.1676 |
1.1515 |
|
| R2 |
1.1582 |
1.1582 |
1.1501 |
|
| R1 |
1.1528 |
1.1528 |
1.1488 |
1.1555 |
| PP |
1.1435 |
1.1435 |
1.1435 |
1.1448 |
| S1 |
1.1381 |
1.1381 |
1.1460 |
1.1408 |
| S2 |
1.1287 |
1.1287 |
1.1447 |
|
| S3 |
1.1140 |
1.1233 |
1.1433 |
|
| S4 |
1.0992 |
1.1086 |
1.1393 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1503 |
1.1364 |
0.0140 |
1.2% |
0.0068 |
0.6% |
82% |
True |
False |
615 |
| 10 |
1.1503 |
1.1293 |
0.0210 |
1.8% |
0.0073 |
0.6% |
88% |
True |
False |
714 |
| 20 |
1.1503 |
1.1214 |
0.0289 |
2.5% |
0.0079 |
0.7% |
91% |
True |
False |
578 |
| 40 |
1.1503 |
1.0920 |
0.0584 |
5.1% |
0.0086 |
0.7% |
96% |
True |
False |
416 |
| 60 |
1.1503 |
1.0789 |
0.0715 |
6.2% |
0.0081 |
0.7% |
97% |
True |
False |
333 |
| 80 |
1.1503 |
1.0789 |
0.0715 |
6.2% |
0.0083 |
0.7% |
97% |
True |
False |
268 |
| 100 |
1.1601 |
1.0730 |
0.0871 |
7.6% |
0.0094 |
0.8% |
86% |
False |
False |
242 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1775 |
|
2.618 |
1.1671 |
|
1.618 |
1.1607 |
|
1.000 |
1.1567 |
|
0.618 |
1.1543 |
|
HIGH |
1.1503 |
|
0.618 |
1.1479 |
|
0.500 |
1.1471 |
|
0.382 |
1.1463 |
|
LOW |
1.1439 |
|
0.618 |
1.1399 |
|
1.000 |
1.1375 |
|
1.618 |
1.1335 |
|
2.618 |
1.1271 |
|
4.250 |
1.1167 |
|
|
| Fisher Pivots for day following 20-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1476 |
1.1470 |
| PP |
1.1473 |
1.1463 |
| S1 |
1.1471 |
1.1455 |
|