CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 21-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2020 |
21-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1847 |
1.1868 |
0.0022 |
0.2% |
1.1850 |
| High |
1.1875 |
1.1888 |
0.0014 |
0.1% |
1.1973 |
| Low |
1.1808 |
1.1759 |
-0.0049 |
-0.4% |
1.1759 |
| Close |
1.1858 |
1.1794 |
-0.0065 |
-0.5% |
1.1794 |
| Range |
0.0067 |
0.0130 |
0.0063 |
93.3% |
0.0215 |
| ATR |
0.0092 |
0.0094 |
0.0003 |
3.0% |
0.0000 |
| Volume |
203,582 |
195,602 |
-7,980 |
-3.9% |
954,074 |
|
| Daily Pivots for day following 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2202 |
1.2127 |
1.1865 |
|
| R3 |
1.2072 |
1.1998 |
1.1829 |
|
| R2 |
1.1943 |
1.1943 |
1.1817 |
|
| R1 |
1.1868 |
1.1868 |
1.1805 |
1.1841 |
| PP |
1.1813 |
1.1813 |
1.1813 |
1.1800 |
| S1 |
1.1739 |
1.1739 |
1.1782 |
1.1711 |
| S2 |
1.1684 |
1.1684 |
1.1770 |
|
| S3 |
1.1554 |
1.1609 |
1.1758 |
|
| S4 |
1.1425 |
1.1480 |
1.1722 |
|
|
| Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2485 |
1.2354 |
1.1911 |
|
| R3 |
1.2271 |
1.2139 |
1.1852 |
|
| R2 |
1.2056 |
1.2056 |
1.1833 |
|
| R1 |
1.1925 |
1.1925 |
1.1813 |
1.1883 |
| PP |
1.1842 |
1.1842 |
1.1842 |
1.1821 |
| S1 |
1.1710 |
1.1710 |
1.1774 |
1.1669 |
| S2 |
1.1627 |
1.1627 |
1.1754 |
|
| S3 |
1.1413 |
1.1496 |
1.1735 |
|
| S4 |
1.1198 |
1.1281 |
1.1676 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1973 |
1.1759 |
0.0215 |
1.8% |
0.0094 |
0.8% |
16% |
False |
True |
190,814 |
| 10 |
1.1973 |
1.1719 |
0.0254 |
2.2% |
0.0088 |
0.7% |
29% |
False |
False |
188,933 |
| 20 |
1.1973 |
1.1655 |
0.0318 |
2.7% |
0.0099 |
0.8% |
44% |
False |
False |
211,755 |
| 40 |
1.1973 |
1.1202 |
0.0771 |
6.5% |
0.0090 |
0.8% |
77% |
False |
False |
202,838 |
| 60 |
1.1973 |
1.1095 |
0.0879 |
7.4% |
0.0092 |
0.8% |
80% |
False |
False |
178,276 |
| 80 |
1.1973 |
1.0797 |
0.1176 |
10.0% |
0.0090 |
0.8% |
85% |
False |
False |
134,011 |
| 100 |
1.1973 |
1.0763 |
0.1210 |
10.3% |
0.0089 |
0.8% |
85% |
False |
False |
107,283 |
| 120 |
1.1973 |
1.0701 |
0.1273 |
10.8% |
0.0102 |
0.9% |
86% |
False |
False |
89,515 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2438 |
|
2.618 |
1.2227 |
|
1.618 |
1.2098 |
|
1.000 |
1.2018 |
|
0.618 |
1.1968 |
|
HIGH |
1.1888 |
|
0.618 |
1.1839 |
|
0.500 |
1.1823 |
|
0.382 |
1.1808 |
|
LOW |
1.1759 |
|
0.618 |
1.1678 |
|
1.000 |
1.1629 |
|
1.618 |
1.1549 |
|
2.618 |
1.1419 |
|
4.250 |
1.1208 |
|
|
| Fisher Pivots for day following 21-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1823 |
1.1859 |
| PP |
1.1813 |
1.1837 |
| S1 |
1.1803 |
1.1815 |
|