CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 29-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2020 |
29-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1796 |
1.1754 |
-0.0042 |
-0.4% |
1.1458 |
| High |
1.1808 |
1.1840 |
0.0032 |
0.3% |
1.1693 |
| Low |
1.1735 |
1.1749 |
0.0015 |
0.1% |
1.1439 |
| Close |
1.1759 |
1.1800 |
0.0042 |
0.4% |
1.1673 |
| Range |
0.0074 |
0.0091 |
0.0018 |
23.8% |
0.0254 |
| ATR |
0.0086 |
0.0087 |
0.0000 |
0.4% |
0.0000 |
| Volume |
662 |
710 |
48 |
7.3% |
3,914 |
|
| Daily Pivots for day following 29-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2069 |
1.2026 |
1.1850 |
|
| R3 |
1.1978 |
1.1935 |
1.1825 |
|
| R2 |
1.1887 |
1.1887 |
1.1817 |
|
| R1 |
1.1844 |
1.1844 |
1.1808 |
1.1866 |
| PP |
1.1796 |
1.1796 |
1.1796 |
1.1807 |
| S1 |
1.1753 |
1.1753 |
1.1792 |
1.1775 |
| S2 |
1.1705 |
1.1705 |
1.1783 |
|
| S3 |
1.1614 |
1.1662 |
1.1775 |
|
| S4 |
1.1523 |
1.1571 |
1.1750 |
|
|
| Weekly Pivots for week ending 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2364 |
1.2272 |
1.1812 |
|
| R3 |
1.2110 |
1.2018 |
1.1742 |
|
| R2 |
1.1856 |
1.1856 |
1.1719 |
|
| R1 |
1.1764 |
1.1764 |
1.1696 |
1.1810 |
| PP |
1.1602 |
1.1602 |
1.1602 |
1.1624 |
| S1 |
1.1510 |
1.1510 |
1.1649 |
1.1556 |
| S2 |
1.1348 |
1.1348 |
1.1626 |
|
| S3 |
1.1094 |
1.1256 |
1.1603 |
|
| S4 |
1.0840 |
1.1002 |
1.1533 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1840 |
1.1577 |
0.0264 |
2.2% |
0.0093 |
0.8% |
85% |
True |
False |
873 |
| 10 |
1.1840 |
1.1408 |
0.0433 |
3.7% |
0.0087 |
0.7% |
91% |
True |
False |
747 |
| 20 |
1.1840 |
1.1226 |
0.0614 |
5.2% |
0.0085 |
0.7% |
93% |
True |
False |
768 |
| 40 |
1.1840 |
1.1214 |
0.0626 |
5.3% |
0.0089 |
0.8% |
94% |
True |
False |
560 |
| 60 |
1.1840 |
1.0824 |
0.1017 |
8.6% |
0.0083 |
0.7% |
96% |
True |
False |
422 |
| 80 |
1.1840 |
1.0789 |
0.1052 |
8.9% |
0.0080 |
0.7% |
96% |
True |
False |
336 |
| 100 |
1.1840 |
1.0730 |
0.1110 |
9.4% |
0.0095 |
0.8% |
96% |
True |
False |
295 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2227 |
|
2.618 |
1.2078 |
|
1.618 |
1.1987 |
|
1.000 |
1.1931 |
|
0.618 |
1.1896 |
|
HIGH |
1.1840 |
|
0.618 |
1.1805 |
|
0.500 |
1.1795 |
|
0.382 |
1.1784 |
|
LOW |
1.1749 |
|
0.618 |
1.1693 |
|
1.000 |
1.1658 |
|
1.618 |
1.1602 |
|
2.618 |
1.1511 |
|
4.250 |
1.1362 |
|
|
| Fisher Pivots for day following 29-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1798 |
1.1786 |
| PP |
1.1796 |
1.1773 |
| S1 |
1.1795 |
1.1759 |
|