CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 23-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2020 |
23-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1569 |
1.1604 |
0.0035 |
0.3% |
1.1345 |
| High |
1.1638 |
1.1661 |
0.0024 |
0.2% |
1.1489 |
| Low |
1.1543 |
1.1577 |
0.0034 |
0.3% |
1.1342 |
| Close |
1.1605 |
1.1644 |
0.0039 |
0.3% |
1.1474 |
| Range |
0.0095 |
0.0085 |
-0.0010 |
-10.6% |
0.0148 |
| ATR |
0.0083 |
0.0084 |
0.0000 |
0.1% |
0.0000 |
| Volume |
1,156 |
759 |
-397 |
-34.3% |
3,064 |
|
| Daily Pivots for day following 23-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1881 |
1.1847 |
1.1690 |
|
| R3 |
1.1796 |
1.1762 |
1.1667 |
|
| R2 |
1.1712 |
1.1712 |
1.1659 |
|
| R1 |
1.1678 |
1.1678 |
1.1652 |
1.1695 |
| PP |
1.1627 |
1.1627 |
1.1627 |
1.1636 |
| S1 |
1.1593 |
1.1593 |
1.1636 |
1.1610 |
| S2 |
1.1543 |
1.1543 |
1.1629 |
|
| S3 |
1.1458 |
1.1509 |
1.1621 |
|
| S4 |
1.1374 |
1.1424 |
1.1598 |
|
|
| 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 |
1.1661 |
1.1415 |
0.0247 |
2.1% |
0.0085 |
0.7% |
93% |
True |
False |
677 |
| 10 |
1.1661 |
1.1293 |
0.0368 |
3.2% |
0.0078 |
0.7% |
95% |
True |
False |
626 |
| 20 |
1.1661 |
1.1226 |
0.0435 |
3.7% |
0.0079 |
0.7% |
96% |
True |
False |
663 |
| 40 |
1.1661 |
1.1041 |
0.0621 |
5.3% |
0.0087 |
0.7% |
97% |
True |
False |
476 |
| 60 |
1.1661 |
1.0824 |
0.0838 |
7.2% |
0.0082 |
0.7% |
98% |
True |
False |
372 |
| 80 |
1.1661 |
1.0789 |
0.0873 |
7.5% |
0.0081 |
0.7% |
98% |
True |
False |
293 |
| 100 |
1.1661 |
1.0730 |
0.0931 |
8.0% |
0.0094 |
0.8% |
98% |
True |
False |
262 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2020 |
|
2.618 |
1.1882 |
|
1.618 |
1.1798 |
|
1.000 |
1.1746 |
|
0.618 |
1.1713 |
|
HIGH |
1.1661 |
|
0.618 |
1.1629 |
|
0.500 |
1.1619 |
|
0.382 |
1.1609 |
|
LOW |
1.1577 |
|
0.618 |
1.1524 |
|
1.000 |
1.1492 |
|
1.618 |
1.1440 |
|
2.618 |
1.1355 |
|
4.250 |
1.1217 |
|
|
| Fisher Pivots for day following 23-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1636 |
1.1616 |
| PP |
1.1627 |
1.1588 |
| S1 |
1.1619 |
1.1560 |
|