CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 07-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2020 |
07-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1899 |
1.1914 |
0.0015 |
0.1% |
1.1811 |
| High |
1.1949 |
1.1914 |
-0.0035 |
-0.3% |
1.1949 |
| Low |
1.1848 |
1.1786 |
-0.0062 |
-0.5% |
1.1729 |
| Close |
1.1906 |
1.1813 |
-0.0094 |
-0.8% |
1.1813 |
| Range |
0.0101 |
0.0128 |
0.0027 |
26.7% |
0.0220 |
| ATR |
0.0095 |
0.0098 |
0.0002 |
2.4% |
0.0000 |
| Volume |
1,319 |
1,781 |
462 |
35.0% |
6,231 |
|
| Daily Pivots for day following 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2222 |
1.2145 |
1.1883 |
|
| R3 |
1.2094 |
1.2017 |
1.1848 |
|
| R2 |
1.1966 |
1.1966 |
1.1836 |
|
| R1 |
1.1889 |
1.1889 |
1.1824 |
1.1863 |
| PP |
1.1838 |
1.1838 |
1.1838 |
1.1825 |
| S1 |
1.1761 |
1.1761 |
1.1801 |
1.1735 |
| S2 |
1.1710 |
1.1710 |
1.1789 |
|
| S3 |
1.1582 |
1.1633 |
1.1777 |
|
| S4 |
1.1454 |
1.1505 |
1.1742 |
|
|
| Weekly Pivots for week ending 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2489 |
1.2370 |
1.1933 |
|
| R3 |
1.2269 |
1.2151 |
1.1873 |
|
| R2 |
1.2050 |
1.2050 |
1.1853 |
|
| R1 |
1.1931 |
1.1931 |
1.1833 |
1.1990 |
| PP |
1.1830 |
1.1830 |
1.1830 |
1.1860 |
| S1 |
1.1712 |
1.1712 |
1.1792 |
1.1771 |
| S2 |
1.1611 |
1.1611 |
1.1772 |
|
| S3 |
1.1391 |
1.1492 |
1.1752 |
|
| S4 |
1.1172 |
1.1273 |
1.1692 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1949 |
1.1729 |
0.0220 |
1.9% |
0.0105 |
0.9% |
38% |
False |
False |
1,246 |
| 10 |
1.1949 |
1.1678 |
0.0271 |
2.3% |
0.0109 |
0.9% |
50% |
False |
False |
1,286 |
| 20 |
1.1949 |
1.1342 |
0.0607 |
5.1% |
0.0094 |
0.8% |
78% |
False |
False |
991 |
| 40 |
1.1949 |
1.1214 |
0.0735 |
6.2% |
0.0091 |
0.8% |
81% |
False |
False |
769 |
| 60 |
1.1949 |
1.0826 |
0.1123 |
9.5% |
0.0088 |
0.7% |
88% |
False |
False |
561 |
| 80 |
1.1949 |
1.0789 |
0.1160 |
9.8% |
0.0083 |
0.7% |
88% |
False |
False |
460 |
| 100 |
1.1949 |
1.0730 |
0.1219 |
10.3% |
0.0092 |
0.8% |
89% |
False |
False |
388 |
| 120 |
1.1949 |
1.0730 |
0.1219 |
10.3% |
0.0092 |
0.8% |
89% |
False |
False |
342 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2458 |
|
2.618 |
1.2249 |
|
1.618 |
1.2121 |
|
1.000 |
1.2042 |
|
0.618 |
1.1993 |
|
HIGH |
1.1914 |
|
0.618 |
1.1865 |
|
0.500 |
1.1850 |
|
0.382 |
1.1835 |
|
LOW |
1.1786 |
|
0.618 |
1.1707 |
|
1.000 |
1.1658 |
|
1.618 |
1.1579 |
|
2.618 |
1.1451 |
|
4.250 |
1.1242 |
|
|
| Fisher Pivots for day following 07-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1850 |
1.1867 |
| PP |
1.1838 |
1.1849 |
| S1 |
1.1825 |
1.1831 |
|