CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 14-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2020 |
14-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1818 |
1.1842 |
0.0025 |
0.2% |
1.1818 |
| High |
1.1894 |
1.1880 |
-0.0015 |
-0.1% |
1.1894 |
| Low |
1.1814 |
1.1812 |
-0.0003 |
0.0% |
1.1742 |
| Close |
1.1829 |
1.1868 |
0.0039 |
0.3% |
1.1868 |
| Range |
0.0080 |
0.0068 |
-0.0012 |
-15.0% |
0.0153 |
| ATR |
0.0094 |
0.0092 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
1,255 |
1,362 |
107 |
8.5% |
6,917 |
|
| Daily Pivots for day following 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2057 |
1.2030 |
1.1905 |
|
| R3 |
1.1989 |
1.1962 |
1.1886 |
|
| R2 |
1.1921 |
1.1921 |
1.1880 |
|
| R1 |
1.1894 |
1.1894 |
1.1874 |
1.1908 |
| PP |
1.1853 |
1.1853 |
1.1853 |
1.1860 |
| S1 |
1.1826 |
1.1826 |
1.1861 |
1.1840 |
| S2 |
1.1785 |
1.1785 |
1.1855 |
|
| S3 |
1.1717 |
1.1758 |
1.1849 |
|
| S4 |
1.1649 |
1.1690 |
1.1830 |
|
|
| Weekly Pivots for week ending 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2292 |
1.2232 |
1.1951 |
|
| R3 |
1.2139 |
1.2080 |
1.1909 |
|
| R2 |
1.1987 |
1.1987 |
1.1895 |
|
| R1 |
1.1927 |
1.1927 |
1.1881 |
1.1957 |
| PP |
1.1834 |
1.1834 |
1.1834 |
1.1849 |
| S1 |
1.1775 |
1.1775 |
1.1854 |
1.1805 |
| S2 |
1.1682 |
1.1682 |
1.1840 |
|
| S3 |
1.1529 |
1.1622 |
1.1826 |
|
| S4 |
1.1377 |
1.1470 |
1.1784 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1894 |
1.1742 |
0.0153 |
1.3% |
0.0081 |
0.7% |
83% |
False |
False |
1,383 |
| 10 |
1.1949 |
1.1729 |
0.0220 |
1.8% |
0.0093 |
0.8% |
63% |
False |
False |
1,314 |
| 20 |
1.1949 |
1.1439 |
0.0510 |
4.3% |
0.0096 |
0.8% |
84% |
False |
False |
1,184 |
| 40 |
1.1949 |
1.1214 |
0.0735 |
6.2% |
0.0088 |
0.7% |
89% |
False |
False |
881 |
| 60 |
1.1949 |
1.0920 |
0.1029 |
8.7% |
0.0089 |
0.8% |
92% |
False |
False |
671 |
| 80 |
1.1949 |
1.0789 |
0.1160 |
9.8% |
0.0085 |
0.7% |
93% |
False |
False |
543 |
| 100 |
1.1949 |
1.0789 |
0.1160 |
9.8% |
0.0085 |
0.7% |
93% |
False |
False |
448 |
| 120 |
1.1949 |
1.0730 |
0.1219 |
10.3% |
0.0094 |
0.8% |
93% |
False |
False |
397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2169 |
|
2.618 |
1.2058 |
|
1.618 |
1.1990 |
|
1.000 |
1.1948 |
|
0.618 |
1.1922 |
|
HIGH |
1.1880 |
|
0.618 |
1.1854 |
|
0.500 |
1.1846 |
|
0.382 |
1.1837 |
|
LOW |
1.1812 |
|
0.618 |
1.1769 |
|
1.000 |
1.1744 |
|
1.618 |
1.1701 |
|
2.618 |
1.1633 |
|
4.250 |
1.1523 |
|
|
| Fisher Pivots for day following 14-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1860 |
1.1851 |
| PP |
1.1853 |
1.1834 |
| S1 |
1.1846 |
1.1818 |
|