CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 31-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2020 |
31-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1827 |
1.1878 |
0.0051 |
0.4% |
1.1681 |
| High |
1.1881 |
1.1942 |
0.0061 |
0.5% |
1.1942 |
| Low |
1.1765 |
1.1795 |
0.0030 |
0.3% |
1.1678 |
| Close |
1.1869 |
1.1821 |
-0.0048 |
-0.4% |
1.1821 |
| Range |
0.0116 |
0.0147 |
0.0031 |
26.7% |
0.0265 |
| ATR |
0.0089 |
0.0093 |
0.0004 |
4.7% |
0.0000 |
| Volume |
1,869 |
2,156 |
287 |
15.4% |
6,629 |
|
| Daily Pivots for day following 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2294 |
1.2204 |
1.1902 |
|
| R3 |
1.2147 |
1.2057 |
1.1861 |
|
| R2 |
1.2000 |
1.2000 |
1.1848 |
|
| R1 |
1.1910 |
1.1910 |
1.1834 |
1.1882 |
| PP |
1.1853 |
1.1853 |
1.1853 |
1.1838 |
| S1 |
1.1763 |
1.1763 |
1.1808 |
1.1735 |
| S2 |
1.1706 |
1.1706 |
1.1794 |
|
| S3 |
1.1559 |
1.1616 |
1.1781 |
|
| S4 |
1.1412 |
1.1469 |
1.1740 |
|
|
| Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2607 |
1.2479 |
1.1966 |
|
| R3 |
1.2343 |
1.2214 |
1.1894 |
|
| R2 |
1.2078 |
1.2078 |
1.1869 |
|
| R1 |
1.1950 |
1.1950 |
1.1845 |
1.2014 |
| PP |
1.1814 |
1.1814 |
1.1814 |
1.1846 |
| S1 |
1.1685 |
1.1685 |
1.1797 |
1.1749 |
| S2 |
1.1549 |
1.1549 |
1.1773 |
|
| S3 |
1.1285 |
1.1421 |
1.1748 |
|
| S4 |
1.1020 |
1.1156 |
1.1676 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1942 |
1.1678 |
0.0265 |
2.2% |
0.0113 |
1.0% |
54% |
True |
False |
1,325 |
| 10 |
1.1942 |
1.1439 |
0.0503 |
4.3% |
0.0100 |
0.8% |
76% |
True |
False |
1,054 |
| 20 |
1.1942 |
1.1260 |
0.0682 |
5.8% |
0.0090 |
0.8% |
82% |
True |
False |
890 |
| 40 |
1.1942 |
1.1214 |
0.0728 |
6.2% |
0.0089 |
0.8% |
83% |
True |
False |
644 |
| 60 |
1.1942 |
1.0824 |
0.1119 |
9.5% |
0.0085 |
0.7% |
89% |
True |
False |
477 |
| 80 |
1.1942 |
1.0789 |
0.1154 |
9.8% |
0.0081 |
0.7% |
90% |
True |
False |
384 |
| 100 |
1.1942 |
1.0730 |
0.1212 |
10.3% |
0.0095 |
0.8% |
90% |
True |
False |
331 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2567 |
|
2.618 |
1.2327 |
|
1.618 |
1.2180 |
|
1.000 |
1.2089 |
|
0.618 |
1.2033 |
|
HIGH |
1.1942 |
|
0.618 |
1.1886 |
|
0.500 |
1.1869 |
|
0.382 |
1.1851 |
|
LOW |
1.1795 |
|
0.618 |
1.1704 |
|
1.000 |
1.1648 |
|
1.618 |
1.1557 |
|
2.618 |
1.1410 |
|
4.250 |
1.1170 |
|
|
| Fisher Pivots for day following 31-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1869 |
1.1846 |
| PP |
1.1853 |
1.1837 |
| S1 |
1.1837 |
1.1829 |
|