CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 17-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2020 |
17-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1842 |
1.1874 |
0.0032 |
0.3% |
1.1818 |
| High |
1.1880 |
1.1910 |
0.0031 |
0.3% |
1.1894 |
| Low |
1.1812 |
1.1859 |
0.0047 |
0.4% |
1.1742 |
| Close |
1.1868 |
1.1895 |
0.0028 |
0.2% |
1.1868 |
| Range |
0.0068 |
0.0052 |
-0.0017 |
-24.3% |
0.0153 |
| ATR |
0.0092 |
0.0089 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
1,362 |
899 |
-463 |
-34.0% |
6,917 |
|
| Daily Pivots for day following 17-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2042 |
1.2020 |
1.1923 |
|
| R3 |
1.1991 |
1.1969 |
1.1909 |
|
| R2 |
1.1939 |
1.1939 |
1.1904 |
|
| R1 |
1.1917 |
1.1917 |
1.1900 |
1.1928 |
| PP |
1.1888 |
1.1888 |
1.1888 |
1.1893 |
| S1 |
1.1866 |
1.1866 |
1.1890 |
1.1877 |
| S2 |
1.1836 |
1.1836 |
1.1886 |
|
| S3 |
1.1785 |
1.1814 |
1.1881 |
|
| S4 |
1.1733 |
1.1763 |
1.1867 |
|
|
| 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 |
1.1910 |
1.1742 |
0.0169 |
1.4% |
0.0078 |
0.7% |
91% |
True |
False |
1,402 |
| 10 |
1.1949 |
1.1742 |
0.0207 |
1.7% |
0.0088 |
0.7% |
74% |
False |
False |
1,314 |
| 20 |
1.1949 |
1.1460 |
0.0489 |
4.1% |
0.0096 |
0.8% |
89% |
False |
False |
1,212 |
| 40 |
1.1949 |
1.1214 |
0.0735 |
6.2% |
0.0087 |
0.7% |
93% |
False |
False |
895 |
| 60 |
1.1949 |
1.0920 |
0.1029 |
8.7% |
0.0089 |
0.7% |
95% |
False |
False |
681 |
| 80 |
1.1949 |
1.0789 |
0.1160 |
9.8% |
0.0084 |
0.7% |
95% |
False |
False |
552 |
| 100 |
1.1949 |
1.0789 |
0.1160 |
9.8% |
0.0085 |
0.7% |
95% |
False |
False |
457 |
| 120 |
1.1949 |
1.0730 |
0.1219 |
10.2% |
0.0094 |
0.8% |
96% |
False |
False |
404 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2129 |
|
2.618 |
1.2045 |
|
1.618 |
1.1993 |
|
1.000 |
1.1962 |
|
0.618 |
1.1942 |
|
HIGH |
1.1910 |
|
0.618 |
1.1890 |
|
0.500 |
1.1884 |
|
0.382 |
1.1878 |
|
LOW |
1.1859 |
|
0.618 |
1.1827 |
|
1.000 |
1.1807 |
|
1.618 |
1.1775 |
|
2.618 |
1.1724 |
|
4.250 |
1.1640 |
|
|
| Fisher Pivots for day following 17-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1891 |
1.1884 |
| PP |
1.1888 |
1.1872 |
| S1 |
1.1884 |
1.1861 |
|