CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 06-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2020 |
06-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1874 |
1.1920 |
0.0046 |
0.4% |
1.1789 |
| High |
1.1959 |
1.1970 |
0.0011 |
0.1% |
1.1965 |
| Low |
1.1857 |
1.1879 |
0.0022 |
0.2% |
1.1762 |
| Close |
1.1917 |
1.1931 |
0.0015 |
0.1% |
1.1847 |
| Range |
0.0102 |
0.0092 |
-0.0011 |
-10.3% |
0.0203 |
| ATR |
0.0089 |
0.0089 |
0.0000 |
0.2% |
0.0000 |
| Volume |
75 |
7 |
-68 |
-90.7% |
506 |
|
| Daily Pivots for day following 06-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2201 |
1.2158 |
1.1981 |
|
| R3 |
1.2110 |
1.2066 |
1.1956 |
|
| R2 |
1.2018 |
1.2018 |
1.1948 |
|
| R1 |
1.1975 |
1.1975 |
1.1939 |
1.1996 |
| PP |
1.1927 |
1.1927 |
1.1927 |
1.1937 |
| S1 |
1.1883 |
1.1883 |
1.1923 |
1.1905 |
| S2 |
1.1835 |
1.1835 |
1.1914 |
|
| S3 |
1.1744 |
1.1792 |
1.1906 |
|
| S4 |
1.1652 |
1.1700 |
1.1881 |
|
|
| 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 |
1.1970 |
1.1756 |
0.0214 |
1.8% |
0.0101 |
0.8% |
82% |
True |
False |
122 |
| 10 |
1.1970 |
1.1644 |
0.0326 |
2.7% |
0.0088 |
0.7% |
88% |
True |
False |
68 |
| 20 |
1.1970 |
1.1325 |
0.0646 |
5.4% |
0.0080 |
0.7% |
94% |
True |
False |
44 |
| 40 |
1.1970 |
1.1248 |
0.0722 |
6.1% |
0.0081 |
0.7% |
95% |
True |
False |
32 |
| 60 |
1.1970 |
1.0857 |
0.1114 |
9.3% |
0.0076 |
0.6% |
96% |
True |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2359 |
|
2.618 |
1.2210 |
|
1.618 |
1.2118 |
|
1.000 |
1.2062 |
|
0.618 |
1.2027 |
|
HIGH |
1.1970 |
|
0.618 |
1.1935 |
|
0.500 |
1.1924 |
|
0.382 |
1.1913 |
|
LOW |
1.1879 |
|
0.618 |
1.1822 |
|
1.000 |
1.1787 |
|
1.618 |
1.1730 |
|
2.618 |
1.1639 |
|
4.250 |
1.1490 |
|
|
| Fisher Pivots for day following 06-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1929 |
1.1913 |
| PP |
1.1927 |
1.1895 |
| S1 |
1.1924 |
1.1876 |
|