CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 08-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2020 |
08-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1851 |
1.1841 |
-0.0010 |
-0.1% |
1.1914 |
| High |
1.1868 |
1.1851 |
-0.0017 |
-0.1% |
1.2015 |
| Low |
1.1783 |
1.1767 |
-0.0016 |
-0.1% |
1.1783 |
| Close |
1.1853 |
1.1783 |
-0.0071 |
-0.6% |
1.1853 |
| Range |
0.0085 |
0.0084 |
-0.0001 |
-1.2% |
0.0233 |
| ATR |
0.0093 |
0.0092 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
220,600 |
386,505 |
165,905 |
75.2% |
1,146,375 |
|
| Daily Pivots for day following 08-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2052 |
1.2001 |
1.1829 |
|
| R3 |
1.1968 |
1.1917 |
1.1806 |
|
| R2 |
1.1884 |
1.1884 |
1.1798 |
|
| R1 |
1.1833 |
1.1833 |
1.1790 |
1.1817 |
| PP |
1.1800 |
1.1800 |
1.1800 |
1.1792 |
| S1 |
1.1749 |
1.1749 |
1.1775 |
1.1733 |
| S2 |
1.1716 |
1.1716 |
1.1767 |
|
| S3 |
1.1632 |
1.1665 |
1.1759 |
|
| S4 |
1.1548 |
1.1581 |
1.1736 |
|
|
| 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 |
1.1767 |
0.0249 |
2.1% |
0.0093 |
0.8% |
6% |
False |
True |
266,538 |
| 10 |
1.2015 |
1.1766 |
0.0250 |
2.1% |
0.0092 |
0.8% |
7% |
False |
False |
242,505 |
| 20 |
1.2015 |
1.1719 |
0.0296 |
2.5% |
0.0090 |
0.8% |
21% |
False |
False |
214,649 |
| 40 |
1.2015 |
1.1341 |
0.0675 |
5.7% |
0.0092 |
0.8% |
66% |
False |
False |
217,554 |
| 60 |
1.2015 |
1.1190 |
0.0826 |
7.0% |
0.0090 |
0.8% |
72% |
False |
False |
201,833 |
| 80 |
1.2015 |
1.0817 |
0.1198 |
10.2% |
0.0091 |
0.8% |
81% |
False |
False |
165,979 |
| 100 |
1.2015 |
1.0763 |
0.1252 |
10.6% |
0.0088 |
0.8% |
81% |
False |
False |
132,898 |
| 120 |
1.2015 |
1.0701 |
0.1315 |
11.2% |
0.0096 |
0.8% |
82% |
False |
False |
110,841 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2208 |
|
2.618 |
1.2070 |
|
1.618 |
1.1986 |
|
1.000 |
1.1935 |
|
0.618 |
1.1902 |
|
HIGH |
1.1851 |
|
0.618 |
1.1818 |
|
0.500 |
1.1809 |
|
0.382 |
1.1799 |
|
LOW |
1.1767 |
|
0.618 |
1.1715 |
|
1.000 |
1.1683 |
|
1.618 |
1.1631 |
|
2.618 |
1.1547 |
|
4.250 |
1.1410 |
|
|
| Fisher Pivots for day following 08-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1809 |
1.1817 |
| PP |
1.1800 |
1.1806 |
| S1 |
1.1791 |
1.1794 |
|