CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 04-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2020 |
04-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1855 |
1.1851 |
-0.0005 |
0.0% |
1.1914 |
| High |
1.1867 |
1.1868 |
0.0001 |
0.0% |
1.2015 |
| Low |
1.1791 |
1.1783 |
-0.0008 |
-0.1% |
1.1783 |
| Close |
1.1859 |
1.1853 |
-0.0006 |
0.0% |
1.1853 |
| Range |
0.0077 |
0.0085 |
0.0009 |
11.1% |
0.0233 |
| ATR |
0.0093 |
0.0093 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
219,832 |
220,600 |
768 |
0.3% |
1,146,375 |
|
| Daily Pivots for day following 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2089 |
1.2056 |
1.1900 |
|
| R3 |
1.2004 |
1.1971 |
1.1876 |
|
| R2 |
1.1919 |
1.1919 |
1.1869 |
|
| R1 |
1.1886 |
1.1886 |
1.1861 |
1.1903 |
| PP |
1.1834 |
1.1834 |
1.1834 |
1.1843 |
| S1 |
1.1801 |
1.1801 |
1.1845 |
1.1818 |
| S2 |
1.1749 |
1.1749 |
1.1837 |
|
| S3 |
1.1664 |
1.1716 |
1.1830 |
|
| S4 |
1.1579 |
1.1631 |
1.1806 |
|
|
| Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2581 |
1.2450 |
1.1981 |
|
| R3 |
1.2349 |
1.2217 |
1.1917 |
|
| R2 |
1.2116 |
1.2116 |
1.1896 |
|
| R1 |
1.1985 |
1.1985 |
1.1874 |
1.1934 |
| PP |
1.1884 |
1.1884 |
1.1884 |
1.1858 |
| S1 |
1.1752 |
1.1752 |
1.1832 |
1.1702 |
| S2 |
1.1651 |
1.1651 |
1.1810 |
|
| S3 |
1.1419 |
1.1520 |
1.1789 |
|
| S4 |
1.1186 |
1.1287 |
1.1725 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2015 |
1.1783 |
0.0233 |
2.0% |
0.0092 |
0.8% |
30% |
False |
True |
229,275 |
| 10 |
1.2015 |
1.1766 |
0.0250 |
2.1% |
0.0091 |
0.8% |
35% |
False |
False |
217,866 |
| 20 |
1.2015 |
1.1719 |
0.0296 |
2.5% |
0.0089 |
0.8% |
45% |
False |
False |
203,400 |
| 40 |
1.2015 |
1.1318 |
0.0697 |
5.9% |
0.0092 |
0.8% |
77% |
False |
False |
212,697 |
| 60 |
1.2015 |
1.1190 |
0.0826 |
7.0% |
0.0091 |
0.8% |
80% |
False |
False |
200,415 |
| 80 |
1.2015 |
1.0803 |
0.1213 |
10.2% |
0.0091 |
0.8% |
87% |
False |
False |
161,161 |
| 100 |
1.2015 |
1.0763 |
0.1252 |
10.6% |
0.0088 |
0.7% |
87% |
False |
False |
129,038 |
| 120 |
1.2015 |
1.0701 |
0.1315 |
11.1% |
0.0098 |
0.8% |
88% |
False |
False |
107,629 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2229 |
|
2.618 |
1.2090 |
|
1.618 |
1.2005 |
|
1.000 |
1.1953 |
|
0.618 |
1.1920 |
|
HIGH |
1.1868 |
|
0.618 |
1.1835 |
|
0.500 |
1.1825 |
|
0.382 |
1.1815 |
|
LOW |
1.1783 |
|
0.618 |
1.1730 |
|
1.000 |
1.1698 |
|
1.618 |
1.1645 |
|
2.618 |
1.1560 |
|
4.250 |
1.1421 |
|
|
| Fisher Pivots for day following 04-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1844 |
1.1857 |
| PP |
1.1834 |
1.1856 |
| S1 |
1.1825 |
1.1854 |
|