CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 25-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2020 |
25-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1824 |
1.1819 |
-0.0005 |
0.0% |
1.1874 |
| High |
1.1877 |
1.1871 |
-0.0007 |
-0.1% |
1.1995 |
| Low |
1.1812 |
1.1812 |
0.0000 |
0.0% |
1.1782 |
| Close |
1.1820 |
1.1860 |
0.0041 |
0.3% |
1.1816 |
| Range |
0.0066 |
0.0059 |
-0.0007 |
-9.9% |
0.0213 |
| ATR |
0.0091 |
0.0089 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
1,532 |
2,659 |
1,127 |
73.6% |
11,961 |
|
| Daily Pivots for day following 25-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2024 |
1.2001 |
1.1892 |
|
| R3 |
1.1965 |
1.1942 |
1.1876 |
|
| R2 |
1.1906 |
1.1906 |
1.1871 |
|
| R1 |
1.1883 |
1.1883 |
1.1865 |
1.1895 |
| PP |
1.1847 |
1.1847 |
1.1847 |
1.1853 |
| S1 |
1.1824 |
1.1824 |
1.1855 |
1.1836 |
| S2 |
1.1788 |
1.1788 |
1.1849 |
|
| S3 |
1.1729 |
1.1765 |
1.1844 |
|
| S4 |
1.1670 |
1.1706 |
1.1828 |
|
|
| Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2503 |
1.2372 |
1.1933 |
|
| R3 |
1.2290 |
1.2159 |
1.1874 |
|
| R2 |
1.2077 |
1.2077 |
1.1855 |
|
| R1 |
1.1946 |
1.1946 |
1.1835 |
1.1905 |
| PP |
1.1864 |
1.1864 |
1.1864 |
1.1843 |
| S1 |
1.1733 |
1.1733 |
1.1796 |
1.1692 |
| S2 |
1.1651 |
1.1651 |
1.1776 |
|
| S3 |
1.1438 |
1.1520 |
1.1757 |
|
| S4 |
1.1225 |
1.1307 |
1.1698 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1982 |
1.1782 |
0.0200 |
1.7% |
0.0088 |
0.7% |
39% |
False |
False |
2,577 |
| 10 |
1.1995 |
1.1742 |
0.0253 |
2.1% |
0.0084 |
0.7% |
47% |
False |
False |
2,012 |
| 20 |
1.1995 |
1.1729 |
0.0266 |
2.2% |
0.0093 |
0.8% |
49% |
False |
False |
1,701 |
| 40 |
1.1995 |
1.1226 |
0.0769 |
6.5% |
0.0089 |
0.7% |
82% |
False |
False |
1,230 |
| 60 |
1.1995 |
1.1164 |
0.0831 |
7.0% |
0.0090 |
0.8% |
84% |
False |
False |
930 |
| 80 |
1.1995 |
1.0824 |
0.1171 |
9.9% |
0.0085 |
0.7% |
89% |
False |
False |
734 |
| 100 |
1.1995 |
1.0789 |
0.1206 |
10.2% |
0.0083 |
0.7% |
89% |
False |
False |
602 |
| 120 |
1.1995 |
1.0730 |
0.1265 |
10.7% |
0.0094 |
0.8% |
89% |
False |
False |
524 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2121 |
|
2.618 |
1.2025 |
|
1.618 |
1.1966 |
|
1.000 |
1.1930 |
|
0.618 |
1.1907 |
|
HIGH |
1.1871 |
|
0.618 |
1.1848 |
|
0.500 |
1.1841 |
|
0.382 |
1.1834 |
|
LOW |
1.1812 |
|
0.618 |
1.1775 |
|
1.000 |
1.1753 |
|
1.618 |
1.1716 |
|
2.618 |
1.1657 |
|
4.250 |
1.1561 |
|
|
| Fisher Pivots for day following 25-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1854 |
1.1855 |
| PP |
1.1847 |
1.1851 |
| S1 |
1.1841 |
1.1846 |
|