CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 06-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2020 |
06-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1808 |
1.1874 |
0.0066 |
0.6% |
1.1659 |
| High |
1.1915 |
1.1926 |
0.0011 |
0.1% |
1.1920 |
| Low |
1.1803 |
1.1827 |
0.0024 |
0.2% |
1.1655 |
| Close |
1.1871 |
1.1884 |
0.0014 |
0.1% |
1.1800 |
| Range |
0.0112 |
0.0100 |
-0.0013 |
-11.2% |
0.0265 |
| ATR |
0.0096 |
0.0096 |
0.0000 |
0.2% |
0.0000 |
| Volume |
210,603 |
233,843 |
23,240 |
11.0% |
1,257,552 |
|
| Daily Pivots for day following 06-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2177 |
1.2130 |
1.1939 |
|
| R3 |
1.2078 |
1.2031 |
1.1911 |
|
| R2 |
1.1978 |
1.1978 |
1.1902 |
|
| R1 |
1.1931 |
1.1931 |
1.1893 |
1.1955 |
| PP |
1.1879 |
1.1879 |
1.1879 |
1.1891 |
| S1 |
1.1832 |
1.1832 |
1.1875 |
1.1855 |
| S2 |
1.1779 |
1.1779 |
1.1866 |
|
| S3 |
1.1680 |
1.1732 |
1.1857 |
|
| S4 |
1.1580 |
1.1633 |
1.1829 |
|
|
| Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2585 |
1.2457 |
1.1945 |
|
| R3 |
1.2320 |
1.2192 |
1.1872 |
|
| R2 |
1.2056 |
1.2056 |
1.1848 |
|
| R1 |
1.1928 |
1.1928 |
1.1824 |
1.1992 |
| PP |
1.1791 |
1.1791 |
1.1791 |
1.1823 |
| S1 |
1.1663 |
1.1663 |
1.1775 |
1.1727 |
| S2 |
1.1527 |
1.1527 |
1.1751 |
|
| S3 |
1.1262 |
1.1399 |
1.1727 |
|
| S4 |
1.0998 |
1.1134 |
1.1654 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1926 |
1.1707 |
0.0220 |
1.8% |
0.0109 |
0.9% |
81% |
True |
False |
234,412 |
| 10 |
1.1926 |
1.1595 |
0.0332 |
2.8% |
0.0105 |
0.9% |
87% |
True |
False |
232,251 |
| 20 |
1.1926 |
1.1270 |
0.0656 |
5.5% |
0.0092 |
0.8% |
94% |
True |
False |
217,785 |
| 40 |
1.1926 |
1.1190 |
0.0737 |
6.2% |
0.0092 |
0.8% |
94% |
True |
False |
198,175 |
| 60 |
1.1926 |
1.0803 |
0.1124 |
9.5% |
0.0091 |
0.8% |
96% |
True |
False |
143,139 |
| 80 |
1.1926 |
1.0763 |
0.1163 |
9.8% |
0.0088 |
0.7% |
96% |
True |
False |
107,489 |
| 100 |
1.1926 |
1.0701 |
0.1226 |
10.3% |
0.0100 |
0.8% |
97% |
True |
False |
86,114 |
| 120 |
1.1926 |
1.0701 |
0.1226 |
10.3% |
0.0100 |
0.8% |
97% |
True |
False |
71,833 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2349 |
|
2.618 |
1.2186 |
|
1.618 |
1.2087 |
|
1.000 |
1.2026 |
|
0.618 |
1.1987 |
|
HIGH |
1.1926 |
|
0.618 |
1.1888 |
|
0.500 |
1.1876 |
|
0.382 |
1.1865 |
|
LOW |
1.1827 |
|
0.618 |
1.1765 |
|
1.000 |
1.1727 |
|
1.618 |
1.1666 |
|
2.618 |
1.1566 |
|
4.250 |
1.1404 |
|
|
| Fisher Pivots for day following 06-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1881 |
1.1866 |
| PP |
1.1879 |
1.1847 |
| S1 |
1.1876 |
1.1829 |
|