CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 21-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2020 |
21-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1458 |
1.1483 |
0.0025 |
0.2% |
1.1345 |
| High |
1.1503 |
1.1576 |
0.0073 |
0.6% |
1.1489 |
| Low |
1.1439 |
1.1460 |
0.0021 |
0.2% |
1.1342 |
| Close |
1.1478 |
1.1567 |
0.0089 |
0.8% |
1.1474 |
| Range |
0.0064 |
0.0116 |
0.0052 |
81.3% |
0.0148 |
| ATR |
0.0080 |
0.0083 |
0.0003 |
3.2% |
0.0000 |
| Volume |
337 |
659 |
322 |
95.5% |
3,064 |
|
| Daily Pivots for day following 21-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1882 |
1.1840 |
1.1630 |
|
| R3 |
1.1766 |
1.1724 |
1.1598 |
|
| R2 |
1.1650 |
1.1650 |
1.1588 |
|
| R1 |
1.1608 |
1.1608 |
1.1577 |
1.1629 |
| PP |
1.1534 |
1.1534 |
1.1534 |
1.1544 |
| S1 |
1.1492 |
1.1492 |
1.1556 |
1.1513 |
| S2 |
1.1418 |
1.1418 |
1.1545 |
|
| S3 |
1.1302 |
1.1376 |
1.1535 |
|
| S4 |
1.1186 |
1.1260 |
1.1503 |
|
|
| 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 |
1.1576 |
1.1408 |
0.0168 |
1.5% |
0.0075 |
0.6% |
95% |
True |
False |
677 |
| 10 |
1.1576 |
1.1293 |
0.0283 |
2.4% |
0.0078 |
0.7% |
97% |
True |
False |
765 |
| 20 |
1.1576 |
1.1226 |
0.0350 |
3.0% |
0.0079 |
0.7% |
97% |
True |
False |
603 |
| 40 |
1.1576 |
1.0920 |
0.0656 |
5.7% |
0.0088 |
0.8% |
99% |
True |
False |
432 |
| 60 |
1.1576 |
1.0824 |
0.0752 |
6.5% |
0.0081 |
0.7% |
99% |
True |
False |
342 |
| 80 |
1.1576 |
1.0789 |
0.0787 |
6.8% |
0.0083 |
0.7% |
99% |
True |
False |
275 |
| 100 |
1.1601 |
1.0730 |
0.0871 |
7.5% |
0.0094 |
0.8% |
96% |
False |
False |
247 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2069 |
|
2.618 |
1.1879 |
|
1.618 |
1.1763 |
|
1.000 |
1.1692 |
|
0.618 |
1.1647 |
|
HIGH |
1.1576 |
|
0.618 |
1.1531 |
|
0.500 |
1.1518 |
|
0.382 |
1.1504 |
|
LOW |
1.1460 |
|
0.618 |
1.1388 |
|
1.000 |
1.1344 |
|
1.618 |
1.1272 |
|
2.618 |
1.1156 |
|
4.250 |
1.0967 |
|
|
| Fisher Pivots for day following 21-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1550 |
1.1543 |
| PP |
1.1534 |
1.1519 |
| S1 |
1.1518 |
1.1495 |
|