CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 24-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2020 |
24-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1868 |
1.1800 |
-0.0069 |
-0.6% |
1.1850 |
| High |
1.1888 |
1.1856 |
-0.0033 |
-0.3% |
1.1973 |
| Low |
1.1759 |
1.1790 |
0.0031 |
0.3% |
1.1759 |
| Close |
1.1794 |
1.1798 |
0.0004 |
0.0% |
1.1794 |
| Range |
0.0130 |
0.0066 |
-0.0064 |
-49.0% |
0.0215 |
| ATR |
0.0094 |
0.0092 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
195,602 |
140,117 |
-55,485 |
-28.4% |
954,074 |
|
| Daily Pivots for day following 24-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2012 |
1.1971 |
1.1834 |
|
| R3 |
1.1946 |
1.1905 |
1.1816 |
|
| R2 |
1.1880 |
1.1880 |
1.1810 |
|
| R1 |
1.1839 |
1.1839 |
1.1804 |
1.1827 |
| PP |
1.1814 |
1.1814 |
1.1814 |
1.1808 |
| S1 |
1.1773 |
1.1773 |
1.1791 |
1.1761 |
| S2 |
1.1748 |
1.1748 |
1.1785 |
|
| S3 |
1.1682 |
1.1707 |
1.1779 |
|
| S4 |
1.1616 |
1.1641 |
1.1761 |
|
|
| 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% |
0.0097 |
0.8% |
18% |
False |
False |
193,039 |
| 10 |
1.1973 |
1.1719 |
0.0254 |
2.2% |
0.0088 |
0.7% |
31% |
False |
False |
186,793 |
| 20 |
1.1973 |
1.1707 |
0.0267 |
2.3% |
0.0095 |
0.8% |
34% |
False |
False |
205,458 |
| 40 |
1.1973 |
1.1202 |
0.0771 |
6.5% |
0.0090 |
0.8% |
77% |
False |
False |
203,138 |
| 60 |
1.1973 |
1.1126 |
0.0847 |
7.2% |
0.0092 |
0.8% |
79% |
False |
False |
180,481 |
| 80 |
1.1973 |
1.0797 |
0.1176 |
10.0% |
0.0089 |
0.8% |
85% |
False |
False |
135,735 |
| 100 |
1.1973 |
1.0763 |
0.1210 |
10.3% |
0.0089 |
0.8% |
85% |
False |
False |
108,681 |
| 120 |
1.1973 |
1.0701 |
0.1273 |
10.8% |
0.0102 |
0.9% |
86% |
False |
False |
90,680 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2136 |
|
2.618 |
1.2028 |
|
1.618 |
1.1962 |
|
1.000 |
1.1922 |
|
0.618 |
1.1896 |
|
HIGH |
1.1856 |
|
0.618 |
1.1830 |
|
0.500 |
1.1823 |
|
0.382 |
1.1815 |
|
LOW |
1.1790 |
|
0.618 |
1.1749 |
|
1.000 |
1.1724 |
|
1.618 |
1.1683 |
|
2.618 |
1.1617 |
|
4.250 |
1.1509 |
|
|
| Fisher Pivots for day following 24-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1823 |
1.1823 |
| PP |
1.1814 |
1.1815 |
| S1 |
1.1806 |
1.1806 |
|