CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 03-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2020 |
03-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1918 |
1.1855 |
-0.0063 |
-0.5% |
1.1800 |
| High |
1.1932 |
1.1867 |
-0.0065 |
-0.5% |
1.1924 |
| Low |
1.1825 |
1.1791 |
-0.0034 |
-0.3% |
1.1766 |
| Close |
1.1828 |
1.1859 |
0.0031 |
0.3% |
1.1895 |
| Range |
0.0107 |
0.0077 |
-0.0031 |
-28.5% |
0.0158 |
| ATR |
0.0095 |
0.0093 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
241,988 |
219,832 |
-22,156 |
-9.2% |
1,032,292 |
|
| Daily Pivots for day following 03-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2068 |
1.2040 |
1.1901 |
|
| R3 |
1.1992 |
1.1963 |
1.1880 |
|
| R2 |
1.1915 |
1.1915 |
1.1873 |
|
| R1 |
1.1887 |
1.1887 |
1.1866 |
1.1901 |
| PP |
1.1839 |
1.1839 |
1.1839 |
1.1846 |
| S1 |
1.1810 |
1.1810 |
1.1851 |
1.1825 |
| S2 |
1.1762 |
1.1762 |
1.1844 |
|
| S3 |
1.1686 |
1.1734 |
1.1837 |
|
| S4 |
1.1609 |
1.1657 |
1.1816 |
|
|
| Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2335 |
1.2273 |
1.1981 |
|
| R3 |
1.2177 |
1.2115 |
1.1938 |
|
| R2 |
1.2019 |
1.2019 |
1.1923 |
|
| R1 |
1.1957 |
1.1957 |
1.1909 |
1.1988 |
| PP |
1.1861 |
1.1861 |
1.1861 |
1.1877 |
| S1 |
1.1799 |
1.1799 |
1.1880 |
1.1830 |
| S2 |
1.1703 |
1.1703 |
1.1866 |
|
| S3 |
1.1545 |
1.1641 |
1.1851 |
|
| S4 |
1.1387 |
1.1483 |
1.1808 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2015 |
1.1791 |
0.0225 |
1.9% |
0.0097 |
0.8% |
30% |
False |
True |
232,408 |
| 10 |
1.2015 |
1.1759 |
0.0257 |
2.2% |
0.0095 |
0.8% |
39% |
False |
False |
215,366 |
| 20 |
1.2015 |
1.1719 |
0.0296 |
2.5% |
0.0091 |
0.8% |
47% |
False |
False |
204,222 |
| 40 |
1.2015 |
1.1270 |
0.0745 |
6.3% |
0.0092 |
0.8% |
79% |
False |
False |
211,004 |
| 60 |
1.2015 |
1.1190 |
0.0826 |
7.0% |
0.0092 |
0.8% |
81% |
False |
False |
200,190 |
| 80 |
1.2015 |
1.0803 |
0.1213 |
10.2% |
0.0091 |
0.8% |
87% |
False |
False |
158,410 |
| 100 |
1.2015 |
1.0763 |
0.1252 |
10.6% |
0.0089 |
0.7% |
88% |
False |
False |
126,836 |
| 120 |
1.2015 |
1.0701 |
0.1315 |
11.1% |
0.0099 |
0.8% |
88% |
False |
False |
105,799 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2192 |
|
2.618 |
1.2067 |
|
1.618 |
1.1991 |
|
1.000 |
1.1944 |
|
0.618 |
1.1914 |
|
HIGH |
1.1867 |
|
0.618 |
1.1838 |
|
0.500 |
1.1829 |
|
0.382 |
1.1820 |
|
LOW |
1.1791 |
|
0.618 |
1.1743 |
|
1.000 |
1.1714 |
|
1.618 |
1.1667 |
|
2.618 |
1.1590 |
|
4.250 |
1.1465 |
|
|
| Fisher Pivots for day following 03-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1849 |
1.1903 |
| PP |
1.1839 |
1.1888 |
| S1 |
1.1829 |
1.1873 |
|