CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 03-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2020 |
03-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1878 |
1.1811 |
-0.0067 |
-0.6% |
1.1681 |
| High |
1.1942 |
1.1829 |
-0.0114 |
-1.0% |
1.1942 |
| Low |
1.1795 |
1.1729 |
-0.0066 |
-0.6% |
1.1678 |
| Close |
1.1821 |
1.1792 |
-0.0029 |
-0.2% |
1.1821 |
| Range |
0.0147 |
0.0100 |
-0.0048 |
-32.3% |
0.0265 |
| ATR |
0.0093 |
0.0093 |
0.0000 |
0.5% |
0.0000 |
| Volume |
2,156 |
907 |
-1,249 |
-57.9% |
6,629 |
|
| Daily Pivots for day following 03-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2082 |
1.2036 |
1.1847 |
|
| R3 |
1.1982 |
1.1937 |
1.1819 |
|
| R2 |
1.1883 |
1.1883 |
1.1810 |
|
| R1 |
1.1837 |
1.1837 |
1.1801 |
1.1810 |
| PP |
1.1783 |
1.1783 |
1.1783 |
1.1770 |
| S1 |
1.1738 |
1.1738 |
1.1783 |
1.1711 |
| S2 |
1.1684 |
1.1684 |
1.1774 |
|
| S3 |
1.1584 |
1.1638 |
1.1765 |
|
| S4 |
1.1485 |
1.1539 |
1.1737 |
|
|
| 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 |
1.1729 |
0.0213 |
1.8% |
0.0105 |
0.9% |
30% |
False |
True |
1,260 |
| 10 |
1.1942 |
1.1460 |
0.0483 |
4.1% |
0.0104 |
0.9% |
69% |
False |
False |
1,111 |
| 20 |
1.1942 |
1.1293 |
0.0649 |
5.5% |
0.0088 |
0.8% |
77% |
False |
False |
912 |
| 40 |
1.1942 |
1.1214 |
0.0728 |
6.2% |
0.0089 |
0.8% |
79% |
False |
False |
664 |
| 60 |
1.1942 |
1.0826 |
0.1116 |
9.5% |
0.0086 |
0.7% |
87% |
False |
False |
481 |
| 80 |
1.1942 |
1.0789 |
0.1154 |
9.8% |
0.0082 |
0.7% |
87% |
False |
False |
395 |
| 100 |
1.1942 |
1.0730 |
0.1212 |
10.3% |
0.0095 |
0.8% |
88% |
False |
False |
340 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2251 |
|
2.618 |
1.2089 |
|
1.618 |
1.1989 |
|
1.000 |
1.1928 |
|
0.618 |
1.1890 |
|
HIGH |
1.1829 |
|
0.618 |
1.1790 |
|
0.500 |
1.1779 |
|
0.382 |
1.1767 |
|
LOW |
1.1729 |
|
0.618 |
1.1668 |
|
1.000 |
1.1630 |
|
1.618 |
1.1568 |
|
2.618 |
1.1469 |
|
4.250 |
1.1306 |
|
|
| Fisher Pivots for day following 03-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1788 |
1.1836 |
| PP |
1.1783 |
1.1821 |
| S1 |
1.1779 |
1.1807 |
|