CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 12-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2020 |
12-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1769 |
1.1774 |
0.0005 |
0.0% |
1.1811 |
| High |
1.1838 |
1.1848 |
0.0010 |
0.1% |
1.1949 |
| Low |
1.1753 |
1.1742 |
-0.0012 |
-0.1% |
1.1729 |
| Close |
1.1776 |
1.1815 |
0.0039 |
0.3% |
1.1813 |
| Range |
0.0085 |
0.0106 |
0.0021 |
24.7% |
0.0220 |
| ATR |
0.0095 |
0.0095 |
0.0001 |
0.9% |
0.0000 |
| Volume |
2,141 |
1,353 |
-788 |
-36.8% |
6,231 |
|
| Daily Pivots for day following 12-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2119 |
1.2073 |
1.1873 |
|
| R3 |
1.2013 |
1.1967 |
1.1844 |
|
| R2 |
1.1907 |
1.1907 |
1.1834 |
|
| R1 |
1.1861 |
1.1861 |
1.1824 |
1.1884 |
| PP |
1.1801 |
1.1801 |
1.1801 |
1.1813 |
| S1 |
1.1755 |
1.1755 |
1.1805 |
1.1778 |
| S2 |
1.1695 |
1.1695 |
1.1795 |
|
| S3 |
1.1589 |
1.1649 |
1.1785 |
|
| S4 |
1.1483 |
1.1543 |
1.1756 |
|
|
| 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 |
1.1742 |
0.0207 |
1.8% |
0.0097 |
0.8% |
35% |
False |
True |
1,480 |
| 10 |
1.1949 |
1.1729 |
0.0220 |
1.9% |
0.0104 |
0.9% |
39% |
False |
False |
1,455 |
| 20 |
1.1949 |
1.1408 |
0.0541 |
4.6% |
0.0096 |
0.8% |
75% |
False |
False |
1,101 |
| 40 |
1.1949 |
1.1214 |
0.0735 |
6.2% |
0.0088 |
0.7% |
82% |
False |
False |
827 |
| 60 |
1.1949 |
1.0920 |
0.1029 |
8.7% |
0.0089 |
0.8% |
87% |
False |
False |
630 |
| 80 |
1.1949 |
1.0789 |
0.1160 |
9.8% |
0.0085 |
0.7% |
88% |
False |
False |
511 |
| 100 |
1.1949 |
1.0730 |
0.1219 |
10.3% |
0.0087 |
0.7% |
89% |
False |
False |
423 |
| 120 |
1.1949 |
1.0730 |
0.1219 |
10.3% |
0.0094 |
0.8% |
89% |
False |
False |
377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2298 |
|
2.618 |
1.2125 |
|
1.618 |
1.2019 |
|
1.000 |
1.1954 |
|
0.618 |
1.1913 |
|
HIGH |
1.1848 |
|
0.618 |
1.1807 |
|
0.500 |
1.1795 |
|
0.382 |
1.1782 |
|
LOW |
1.1742 |
|
0.618 |
1.1676 |
|
1.000 |
1.1636 |
|
1.618 |
1.1570 |
|
2.618 |
1.1464 |
|
4.250 |
1.1291 |
|
|
| Fisher Pivots for day following 12-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1808 |
1.1808 |
| PP |
1.1801 |
1.1801 |
| S1 |
1.1795 |
1.1795 |
|