CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 04-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2020 |
04-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1835 |
1.1800 |
-0.0035 |
-0.3% |
1.1789 |
| High |
1.1849 |
1.1862 |
0.0013 |
0.1% |
1.1965 |
| Low |
1.1756 |
1.1783 |
0.0027 |
0.2% |
1.1762 |
| Close |
1.1817 |
1.1838 |
0.0021 |
0.2% |
1.1847 |
| Range |
0.0093 |
0.0079 |
-0.0014 |
-14.6% |
0.0203 |
| ATR |
0.0087 |
0.0087 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
2 |
78 |
76 |
3,800.0% |
506 |
|
| Daily Pivots for day following 04-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2064 |
1.2030 |
1.1881 |
|
| R3 |
1.1985 |
1.1951 |
1.1860 |
|
| R2 |
1.1906 |
1.1906 |
1.1852 |
|
| R1 |
1.1872 |
1.1872 |
1.1845 |
1.1889 |
| PP |
1.1827 |
1.1827 |
1.1827 |
1.1836 |
| S1 |
1.1793 |
1.1793 |
1.1831 |
1.1810 |
| S2 |
1.1748 |
1.1748 |
1.1824 |
|
| S3 |
1.1669 |
1.1714 |
1.1816 |
|
| S4 |
1.1590 |
1.1635 |
1.1795 |
|
|
| 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% |
0.0102 |
0.9% |
39% |
False |
False |
108 |
| 10 |
1.1965 |
1.1571 |
0.0394 |
3.3% |
0.0085 |
0.7% |
68% |
False |
False |
69 |
| 20 |
1.1965 |
1.1325 |
0.0640 |
5.4% |
0.0078 |
0.7% |
80% |
False |
False |
42 |
| 40 |
1.1965 |
1.1248 |
0.0717 |
6.1% |
0.0080 |
0.7% |
82% |
False |
False |
31 |
| 60 |
1.1965 |
1.0857 |
0.1108 |
9.4% |
0.0074 |
0.6% |
89% |
False |
False |
32 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2197 |
|
2.618 |
1.2068 |
|
1.618 |
1.1989 |
|
1.000 |
1.1941 |
|
0.618 |
1.1910 |
|
HIGH |
1.1862 |
|
0.618 |
1.1831 |
|
0.500 |
1.1822 |
|
0.382 |
1.1813 |
|
LOW |
1.1783 |
|
0.618 |
1.1734 |
|
1.000 |
1.1704 |
|
1.618 |
1.1655 |
|
2.618 |
1.1576 |
|
4.250 |
1.1447 |
|
|
| Fisher Pivots for day following 04-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1833 |
1.1860 |
| PP |
1.1827 |
1.1853 |
| S1 |
1.1822 |
1.1845 |
|