CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 03-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2020 |
03-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1938 |
1.1835 |
-0.0103 |
-0.9% |
1.1789 |
| High |
1.1965 |
1.1849 |
-0.0116 |
-1.0% |
1.1965 |
| Low |
1.1825 |
1.1756 |
-0.0069 |
-0.6% |
1.1762 |
| Close |
1.1847 |
1.1817 |
-0.0030 |
-0.3% |
1.1847 |
| Range |
0.0140 |
0.0093 |
-0.0047 |
-33.7% |
0.0203 |
| ATR |
0.0087 |
0.0087 |
0.0000 |
0.5% |
0.0000 |
| Volume |
448 |
2 |
-446 |
-99.6% |
506 |
|
| Daily Pivots for day following 03-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2085 |
1.2043 |
1.1868 |
|
| R3 |
1.1992 |
1.1951 |
1.1842 |
|
| R2 |
1.1900 |
1.1900 |
1.1834 |
|
| R1 |
1.1858 |
1.1858 |
1.1825 |
1.1833 |
| PP |
1.1807 |
1.1807 |
1.1807 |
1.1794 |
| S1 |
1.1766 |
1.1766 |
1.1809 |
1.1740 |
| S2 |
1.1715 |
1.1715 |
1.1800 |
|
| S3 |
1.1622 |
1.1673 |
1.1792 |
|
| S4 |
1.1530 |
1.1581 |
1.1766 |
|
|
| Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2467 |
1.2360 |
1.1959 |
|
| R3 |
1.2264 |
1.2157 |
1.1903 |
|
| R2 |
1.2061 |
1.2061 |
1.1884 |
|
| R1 |
1.1954 |
1.1954 |
1.1866 |
1.2007 |
| PP |
1.1858 |
1.1858 |
1.1858 |
1.1884 |
| S1 |
1.1751 |
1.1751 |
1.1828 |
1.1804 |
| S2 |
1.1655 |
1.1655 |
1.1810 |
|
| S3 |
1.1452 |
1.1548 |
1.1791 |
|
| S4 |
1.1249 |
1.1345 |
1.1735 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1965 |
1.1756 |
0.0209 |
1.8% |
0.0100 |
0.8% |
29% |
False |
True |
97 |
| 10 |
1.1965 |
1.1489 |
0.0476 |
4.0% |
0.0089 |
0.8% |
69% |
False |
False |
62 |
| 20 |
1.1965 |
1.1325 |
0.0640 |
5.4% |
0.0078 |
0.7% |
77% |
False |
False |
39 |
| 40 |
1.1965 |
1.1248 |
0.0717 |
6.1% |
0.0079 |
0.7% |
79% |
False |
False |
29 |
| 60 |
1.1965 |
1.0857 |
0.1108 |
9.4% |
0.0073 |
0.6% |
87% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2242 |
|
2.618 |
1.2091 |
|
1.618 |
1.1998 |
|
1.000 |
1.1941 |
|
0.618 |
1.1906 |
|
HIGH |
1.1849 |
|
0.618 |
1.1813 |
|
0.500 |
1.1802 |
|
0.382 |
1.1791 |
|
LOW |
1.1756 |
|
0.618 |
1.1699 |
|
1.000 |
1.1664 |
|
1.618 |
1.1606 |
|
2.618 |
1.1514 |
|
4.250 |
1.1363 |
|
|
| Fisher Pivots for day following 03-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1812 |
1.1860 |
| PP |
1.1807 |
1.1846 |
| S1 |
1.1802 |
1.1831 |
|