CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 28-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2020 |
28-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1860 |
1.1845 |
-0.0015 |
-0.1% |
1.1824 |
| High |
1.1929 |
1.1947 |
0.0018 |
0.1% |
1.1947 |
| Low |
1.1789 |
1.1838 |
0.0049 |
0.4% |
1.1789 |
| Close |
1.1851 |
1.1918 |
0.0067 |
0.6% |
1.1918 |
| Range |
0.0141 |
0.0109 |
-0.0032 |
-22.4% |
0.0158 |
| ATR |
0.0091 |
0.0092 |
0.0001 |
1.4% |
0.0000 |
| Volume |
6,174 |
8,165 |
1,991 |
32.2% |
21,359 |
|
| Daily Pivots for day following 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2228 |
1.2182 |
1.1977 |
|
| R3 |
1.2119 |
1.2073 |
1.1947 |
|
| R2 |
1.2010 |
1.2010 |
1.1937 |
|
| R1 |
1.1964 |
1.1964 |
1.1927 |
1.1987 |
| PP |
1.1901 |
1.1901 |
1.1901 |
1.1912 |
| S1 |
1.1855 |
1.1855 |
1.1908 |
1.1878 |
| S2 |
1.1792 |
1.1792 |
1.1898 |
|
| S3 |
1.1683 |
1.1746 |
1.1888 |
|
| S4 |
1.1574 |
1.1637 |
1.1858 |
|
|
| Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2358 |
1.2296 |
1.2004 |
|
| R3 |
1.2200 |
1.2138 |
1.1961 |
|
| R2 |
1.2042 |
1.2042 |
1.1946 |
|
| R1 |
1.1980 |
1.1980 |
1.1932 |
1.2011 |
| PP |
1.1884 |
1.1884 |
1.1884 |
1.1900 |
| S1 |
1.1822 |
1.1822 |
1.1903 |
1.1853 |
| S2 |
1.1726 |
1.1726 |
1.1889 |
|
| S3 |
1.1568 |
1.1664 |
1.1874 |
|
| S4 |
1.1410 |
1.1506 |
1.1831 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1947 |
1.1789 |
0.0158 |
1.3% |
0.0088 |
0.7% |
82% |
True |
False |
4,271 |
| 10 |
1.1995 |
1.1782 |
0.0213 |
1.8% |
0.0090 |
0.8% |
64% |
False |
False |
3,332 |
| 20 |
1.1995 |
1.1729 |
0.0266 |
2.2% |
0.0092 |
0.8% |
71% |
False |
False |
2,323 |
| 40 |
1.1995 |
1.1260 |
0.0735 |
6.2% |
0.0091 |
0.8% |
90% |
False |
False |
1,606 |
| 60 |
1.1995 |
1.1214 |
0.0781 |
6.5% |
0.0090 |
0.8% |
90% |
False |
False |
1,204 |
| 80 |
1.1995 |
1.0824 |
0.1171 |
9.8% |
0.0087 |
0.7% |
93% |
False |
False |
938 |
| 100 |
1.1995 |
1.0789 |
0.1206 |
10.1% |
0.0083 |
0.7% |
94% |
False |
False |
772 |
| 120 |
1.1995 |
1.0730 |
0.1265 |
10.6% |
0.0094 |
0.8% |
94% |
False |
False |
663 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2410 |
|
2.618 |
1.2232 |
|
1.618 |
1.2123 |
|
1.000 |
1.2056 |
|
0.618 |
1.2014 |
|
HIGH |
1.1947 |
|
0.618 |
1.1905 |
|
0.500 |
1.1892 |
|
0.382 |
1.1879 |
|
LOW |
1.1838 |
|
0.618 |
1.1770 |
|
1.000 |
1.1729 |
|
1.618 |
1.1661 |
|
2.618 |
1.1552 |
|
4.250 |
1.1374 |
|
|
| Fisher Pivots for day following 28-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1909 |
1.1901 |
| PP |
1.1901 |
1.1884 |
| S1 |
1.1892 |
1.1868 |
|