CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 02-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2020 |
02-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1964 |
1.1942 |
-0.0022 |
-0.2% |
1.1824 |
| High |
1.2038 |
1.1955 |
-0.0083 |
-0.7% |
1.1947 |
| Low |
1.1928 |
1.1848 |
-0.0080 |
-0.7% |
1.1789 |
| Close |
1.1936 |
1.1852 |
-0.0085 |
-0.7% |
1.1918 |
| Range |
0.0110 |
0.0107 |
-0.0003 |
-2.7% |
0.0158 |
| ATR |
0.0093 |
0.0094 |
0.0001 |
1.0% |
0.0000 |
| Volume |
12,245 |
12,324 |
79 |
0.6% |
21,359 |
|
| Daily Pivots for day following 02-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2204 |
1.2134 |
1.1910 |
|
| R3 |
1.2098 |
1.2028 |
1.1881 |
|
| R2 |
1.1991 |
1.1991 |
1.1871 |
|
| R1 |
1.1921 |
1.1921 |
1.1861 |
1.1903 |
| PP |
1.1885 |
1.1885 |
1.1885 |
1.1876 |
| S1 |
1.1815 |
1.1815 |
1.1842 |
1.1797 |
| S2 |
1.1778 |
1.1778 |
1.1832 |
|
| S3 |
1.1672 |
1.1708 |
1.1822 |
|
| S4 |
1.1565 |
1.1602 |
1.1793 |
|
|
| 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 |
1.2038 |
1.1789 |
0.0249 |
2.1% |
0.0109 |
0.9% |
25% |
False |
False |
9,040 |
| 10 |
1.2038 |
1.1782 |
0.0256 |
2.2% |
0.0093 |
0.8% |
27% |
False |
False |
5,763 |
| 20 |
1.2038 |
1.1742 |
0.0296 |
2.5% |
0.0092 |
0.8% |
37% |
False |
False |
3,710 |
| 40 |
1.2038 |
1.1293 |
0.0745 |
6.3% |
0.0091 |
0.8% |
75% |
False |
False |
2,350 |
| 60 |
1.2038 |
1.1214 |
0.0824 |
6.9% |
0.0091 |
0.8% |
77% |
False |
False |
1,712 |
| 80 |
1.2038 |
1.0826 |
0.1212 |
10.2% |
0.0089 |
0.7% |
85% |
False |
False |
1,311 |
| 100 |
1.2038 |
1.0789 |
0.1249 |
10.5% |
0.0084 |
0.7% |
85% |
False |
False |
1,080 |
| 120 |
1.2038 |
1.0730 |
0.1308 |
11.0% |
0.0093 |
0.8% |
86% |
False |
False |
919 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2407 |
|
2.618 |
1.2233 |
|
1.618 |
1.2127 |
|
1.000 |
1.2061 |
|
0.618 |
1.2020 |
|
HIGH |
1.1955 |
|
0.618 |
1.1914 |
|
0.500 |
1.1901 |
|
0.382 |
1.1889 |
|
LOW |
1.1848 |
|
0.618 |
1.1782 |
|
1.000 |
1.1742 |
|
1.618 |
1.1676 |
|
2.618 |
1.1569 |
|
4.250 |
1.1395 |
|
|
| Fisher Pivots for day following 02-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1901 |
1.1943 |
| PP |
1.1885 |
1.1912 |
| S1 |
1.1868 |
1.1882 |
|