CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 25-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2020 |
25-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1800 |
1.1794 |
-0.0006 |
-0.1% |
1.1850 |
| High |
1.1856 |
1.1849 |
-0.0007 |
-0.1% |
1.1973 |
| Low |
1.1790 |
1.1789 |
-0.0001 |
0.0% |
1.1759 |
| Close |
1.1798 |
1.1838 |
0.0041 |
0.3% |
1.1794 |
| Range |
0.0066 |
0.0060 |
-0.0007 |
-9.8% |
0.0215 |
| ATR |
0.0092 |
0.0090 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
140,117 |
154,929 |
14,812 |
10.6% |
954,074 |
|
| Daily Pivots for day following 25-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2004 |
1.1980 |
1.1871 |
|
| R3 |
1.1944 |
1.1921 |
1.1854 |
|
| R2 |
1.1885 |
1.1885 |
1.1849 |
|
| R1 |
1.1861 |
1.1861 |
1.1843 |
1.1873 |
| PP |
1.1825 |
1.1825 |
1.1825 |
1.1831 |
| S1 |
1.1802 |
1.1802 |
1.1833 |
1.1814 |
| S2 |
1.1766 |
1.1766 |
1.1827 |
|
| S3 |
1.1706 |
1.1742 |
1.1822 |
|
| S4 |
1.1647 |
1.1683 |
1.1805 |
|
|
| 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 |
1.1960 |
1.1759 |
0.0201 |
1.7% |
0.0089 |
0.8% |
40% |
False |
False |
182,712 |
| 10 |
1.1973 |
1.1719 |
0.0254 |
2.1% |
0.0085 |
0.7% |
47% |
False |
False |
179,817 |
| 20 |
1.1973 |
1.1707 |
0.0267 |
2.3% |
0.0094 |
0.8% |
49% |
False |
False |
202,638 |
| 40 |
1.1973 |
1.1202 |
0.0771 |
6.5% |
0.0090 |
0.8% |
82% |
False |
False |
203,176 |
| 60 |
1.1973 |
1.1141 |
0.0833 |
7.0% |
0.0092 |
0.8% |
84% |
False |
False |
182,981 |
| 80 |
1.1973 |
1.0797 |
0.1176 |
9.9% |
0.0089 |
0.7% |
89% |
False |
False |
137,669 |
| 100 |
1.1973 |
1.0763 |
0.1210 |
10.2% |
0.0088 |
0.7% |
89% |
False |
False |
110,226 |
| 120 |
1.1973 |
1.0701 |
0.1273 |
10.7% |
0.0102 |
0.9% |
89% |
False |
False |
91,968 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2101 |
|
2.618 |
1.2004 |
|
1.618 |
1.1945 |
|
1.000 |
1.1908 |
|
0.618 |
1.1885 |
|
HIGH |
1.1849 |
|
0.618 |
1.1826 |
|
0.500 |
1.1819 |
|
0.382 |
1.1812 |
|
LOW |
1.1789 |
|
0.618 |
1.1752 |
|
1.000 |
1.1730 |
|
1.618 |
1.1693 |
|
2.618 |
1.1633 |
|
4.250 |
1.1536 |
|
|
| Fisher Pivots for day following 25-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1832 |
1.1833 |
| PP |
1.1825 |
1.1828 |
| S1 |
1.1819 |
1.1823 |
|