CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 13-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2020 |
13-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1748 |
1.1793 |
0.0045 |
0.4% |
1.1790 |
| High |
1.1826 |
1.1872 |
0.0046 |
0.4% |
1.1926 |
| Low |
1.1719 |
1.1792 |
0.0073 |
0.6% |
1.1707 |
| Close |
1.1793 |
1.1807 |
0.0014 |
0.1% |
1.1791 |
| Range |
0.0107 |
0.0081 |
-0.0027 |
-24.8% |
0.0220 |
| ATR |
0.0096 |
0.0095 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
200,610 |
194,916 |
-5,694 |
-2.8% |
1,088,217 |
|
| Daily Pivots for day following 13-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2065 |
1.2016 |
1.1851 |
|
| R3 |
1.1984 |
1.1936 |
1.1829 |
|
| R2 |
1.1904 |
1.1904 |
1.1821 |
|
| R1 |
1.1855 |
1.1855 |
1.1814 |
1.1880 |
| PP |
1.1823 |
1.1823 |
1.1823 |
1.1836 |
| S1 |
1.1775 |
1.1775 |
1.1799 |
1.1799 |
| S2 |
1.1743 |
1.1743 |
1.1792 |
|
| S3 |
1.1662 |
1.1694 |
1.1784 |
|
| S4 |
1.1582 |
1.1614 |
1.1762 |
|
|
| Weekly Pivots for week ending 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2466 |
1.2348 |
1.1912 |
|
| R3 |
1.2247 |
1.2129 |
1.1851 |
|
| R2 |
1.2027 |
1.2027 |
1.1831 |
|
| R1 |
1.1909 |
1.1909 |
1.1811 |
1.1968 |
| PP |
1.1808 |
1.1808 |
1.1808 |
1.1837 |
| S1 |
1.1690 |
1.1690 |
1.1771 |
1.1749 |
| S2 |
1.1588 |
1.1588 |
1.1751 |
|
| S3 |
1.1369 |
1.1470 |
1.1731 |
|
| S4 |
1.1149 |
1.1251 |
1.1670 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1892 |
1.1719 |
0.0173 |
1.5% |
0.0094 |
0.8% |
51% |
False |
False |
203,755 |
| 10 |
1.1926 |
1.1707 |
0.0220 |
1.9% |
0.0101 |
0.9% |
46% |
False |
False |
219,084 |
| 20 |
1.1926 |
1.1392 |
0.0535 |
4.5% |
0.0097 |
0.8% |
78% |
False |
False |
222,010 |
| 40 |
1.1926 |
1.1190 |
0.0737 |
6.2% |
0.0089 |
0.8% |
84% |
False |
False |
198,173 |
| 60 |
1.1926 |
1.0896 |
0.1031 |
8.7% |
0.0092 |
0.8% |
88% |
False |
False |
160,037 |
| 80 |
1.1926 |
1.0763 |
0.1163 |
9.9% |
0.0089 |
0.8% |
90% |
False |
False |
120,199 |
| 100 |
1.1926 |
1.0763 |
0.1163 |
9.9% |
0.0093 |
0.8% |
90% |
False |
False |
96,249 |
| 120 |
1.1926 |
1.0701 |
0.1226 |
10.4% |
0.0102 |
0.9% |
90% |
False |
False |
80,317 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2214 |
|
2.618 |
1.2083 |
|
1.618 |
1.2002 |
|
1.000 |
1.1953 |
|
0.618 |
1.1922 |
|
HIGH |
1.1872 |
|
0.618 |
1.1841 |
|
0.500 |
1.1832 |
|
0.382 |
1.1822 |
|
LOW |
1.1792 |
|
0.618 |
1.1742 |
|
1.000 |
1.1711 |
|
1.618 |
1.1661 |
|
2.618 |
1.1581 |
|
4.250 |
1.1449 |
|
|
| Fisher Pivots for day following 13-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1832 |
1.1803 |
| PP |
1.1823 |
1.1799 |
| S1 |
1.1815 |
1.1796 |
|