CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 19-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2020 |
19-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1878 |
1.1941 |
0.0063 |
0.5% |
1.1795 |
| High |
1.1973 |
1.1960 |
-0.0014 |
-0.1% |
1.1872 |
| Low |
1.1875 |
1.1836 |
-0.0039 |
-0.3% |
1.1719 |
| Close |
1.1945 |
1.1862 |
-0.0083 |
-0.7% |
1.1845 |
| Range |
0.0098 |
0.0124 |
0.0026 |
26.0% |
0.0153 |
| ATR |
0.0091 |
0.0094 |
0.0002 |
2.5% |
0.0000 |
| Volume |
206,561 |
219,334 |
12,773 |
6.2% |
935,261 |
|
| Daily Pivots for day following 19-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2256 |
1.2183 |
1.1930 |
|
| R3 |
1.2133 |
1.2059 |
1.1896 |
|
| R2 |
1.2009 |
1.2009 |
1.1885 |
|
| R1 |
1.1936 |
1.1936 |
1.1873 |
1.1911 |
| PP |
1.1886 |
1.1886 |
1.1886 |
1.1873 |
| S1 |
1.1812 |
1.1812 |
1.1851 |
1.1787 |
| S2 |
1.1762 |
1.1762 |
1.1839 |
|
| S3 |
1.1639 |
1.1689 |
1.1828 |
|
| S4 |
1.1515 |
1.1565 |
1.1794 |
|
|
| Weekly Pivots for week ending 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2271 |
1.2211 |
1.1929 |
|
| R3 |
1.2118 |
1.2058 |
1.1887 |
|
| R2 |
1.1965 |
1.1965 |
1.1873 |
|
| R1 |
1.1905 |
1.1905 |
1.1859 |
1.1935 |
| PP |
1.1812 |
1.1812 |
1.1812 |
1.1827 |
| S1 |
1.1752 |
1.1752 |
1.1831 |
1.1782 |
| S2 |
1.1659 |
1.1659 |
1.1817 |
|
| S3 |
1.1506 |
1.1599 |
1.1803 |
|
| S4 |
1.1353 |
1.1446 |
1.1761 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1973 |
1.1789 |
0.0185 |
1.6% |
0.0085 |
0.7% |
40% |
False |
False |
180,667 |
| 10 |
1.1973 |
1.1719 |
0.0254 |
2.1% |
0.0091 |
0.8% |
56% |
False |
False |
196,104 |
| 20 |
1.1973 |
1.1554 |
0.0420 |
3.5% |
0.0097 |
0.8% |
74% |
False |
False |
214,095 |
| 40 |
1.1973 |
1.1202 |
0.0771 |
6.5% |
0.0088 |
0.7% |
86% |
False |
False |
201,124 |
| 60 |
1.1973 |
1.0959 |
0.1014 |
8.5% |
0.0092 |
0.8% |
89% |
False |
False |
171,739 |
| 80 |
1.1973 |
1.0797 |
0.1176 |
9.9% |
0.0089 |
0.8% |
91% |
False |
False |
129,033 |
| 100 |
1.1973 |
1.0763 |
0.1210 |
10.2% |
0.0090 |
0.8% |
91% |
False |
False |
103,302 |
| 120 |
1.1973 |
1.0701 |
0.1273 |
10.7% |
0.0103 |
0.9% |
91% |
False |
False |
86,198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2484 |
|
2.618 |
1.2283 |
|
1.618 |
1.2159 |
|
1.000 |
1.2083 |
|
0.618 |
1.2036 |
|
HIGH |
1.1960 |
|
0.618 |
1.1912 |
|
0.500 |
1.1898 |
|
0.382 |
1.1883 |
|
LOW |
1.1836 |
|
0.618 |
1.1760 |
|
1.000 |
1.1713 |
|
1.618 |
1.1636 |
|
2.618 |
1.1513 |
|
4.250 |
1.1311 |
|
|
| Fisher Pivots for day following 19-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1898 |
1.1904 |
| PP |
1.1886 |
1.1890 |
| S1 |
1.1874 |
1.1876 |
|