CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 27-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2020 |
27-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1862 |
1.1860 |
-0.0003 |
0.0% |
1.1874 |
| High |
1.1867 |
1.1929 |
0.0063 |
0.5% |
1.1995 |
| Low |
1.1799 |
1.1789 |
-0.0011 |
-0.1% |
1.1782 |
| Close |
1.1842 |
1.1851 |
0.0009 |
0.1% |
1.1816 |
| Range |
0.0068 |
0.0141 |
0.0073 |
108.1% |
0.0213 |
| ATR |
0.0087 |
0.0091 |
0.0004 |
4.3% |
0.0000 |
| Volume |
2,829 |
6,174 |
3,345 |
118.2% |
11,961 |
|
| Daily Pivots for day following 27-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2278 |
1.2205 |
1.1928 |
|
| R3 |
1.2137 |
1.2064 |
1.1889 |
|
| R2 |
1.1997 |
1.1997 |
1.1876 |
|
| R1 |
1.1924 |
1.1924 |
1.1863 |
1.1890 |
| PP |
1.1856 |
1.1856 |
1.1856 |
1.1839 |
| S1 |
1.1783 |
1.1783 |
1.1838 |
1.1749 |
| S2 |
1.1716 |
1.1716 |
1.1825 |
|
| S3 |
1.1575 |
1.1643 |
1.1812 |
|
| S4 |
1.1435 |
1.1502 |
1.1773 |
|
|
| 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 |
1.1929 |
1.1782 |
0.0148 |
1.2% |
0.0092 |
0.8% |
47% |
True |
False |
3,202 |
| 10 |
1.1995 |
1.1782 |
0.0213 |
1.8% |
0.0086 |
0.7% |
32% |
False |
False |
2,651 |
| 20 |
1.1995 |
1.1729 |
0.0266 |
2.2% |
0.0093 |
0.8% |
46% |
False |
False |
2,022 |
| 40 |
1.1995 |
1.1260 |
0.0735 |
6.2% |
0.0090 |
0.8% |
80% |
False |
False |
1,422 |
| 60 |
1.1995 |
1.1214 |
0.0781 |
6.6% |
0.0091 |
0.8% |
82% |
False |
False |
1,077 |
| 80 |
1.1995 |
1.0824 |
0.1171 |
9.9% |
0.0086 |
0.7% |
88% |
False |
False |
845 |
| 100 |
1.1995 |
1.0789 |
0.1206 |
10.2% |
0.0083 |
0.7% |
88% |
False |
False |
692 |
| 120 |
1.1995 |
1.0730 |
0.1265 |
10.7% |
0.0094 |
0.8% |
89% |
False |
False |
597 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2526 |
|
2.618 |
1.2297 |
|
1.618 |
1.2156 |
|
1.000 |
1.2070 |
|
0.618 |
1.2016 |
|
HIGH |
1.1929 |
|
0.618 |
1.1875 |
|
0.500 |
1.1859 |
|
0.382 |
1.1842 |
|
LOW |
1.1789 |
|
0.618 |
1.1702 |
|
1.000 |
1.1648 |
|
1.618 |
1.1561 |
|
2.618 |
1.1421 |
|
4.250 |
1.1191 |
|
|
| Fisher Pivots for day following 27-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1859 |
1.1859 |
| PP |
1.1856 |
1.1856 |
| S1 |
1.1853 |
1.1853 |
|