CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 18-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2020 |
18-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1917 |
1.1979 |
0.0062 |
0.5% |
1.1802 |
| High |
1.1935 |
1.2019 |
0.0084 |
0.7% |
1.1916 |
| Low |
1.1886 |
1.1975 |
0.0090 |
0.8% |
1.1769 |
| Close |
1.1921 |
1.1994 |
0.0073 |
0.6% |
1.1894 |
| Range |
0.0050 |
0.0044 |
-0.0006 |
-11.1% |
0.0147 |
| ATR |
0.0084 |
0.0085 |
0.0001 |
1.2% |
0.0000 |
| Volume |
2 |
6 |
4 |
200.0% |
77 |
|
| Daily Pivots for day following 18-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2128 |
1.2105 |
1.2018 |
|
| R3 |
1.2084 |
1.2061 |
1.2006 |
|
| R2 |
1.2040 |
1.2040 |
1.2002 |
|
| R1 |
1.2017 |
1.2017 |
1.1998 |
1.2029 |
| PP |
1.1996 |
1.1996 |
1.1996 |
1.2002 |
| S1 |
1.1973 |
1.1973 |
1.1990 |
1.1985 |
| S2 |
1.1952 |
1.1952 |
1.1986 |
|
| S3 |
1.1908 |
1.1929 |
1.1982 |
|
| S4 |
1.1864 |
1.1885 |
1.1970 |
|
|
| Weekly Pivots for week ending 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2300 |
1.2244 |
1.1974 |
|
| R3 |
1.2153 |
1.2097 |
1.1934 |
|
| R2 |
1.2006 |
1.2006 |
1.1920 |
|
| R1 |
1.1950 |
1.1950 |
1.1907 |
1.1978 |
| PP |
1.1859 |
1.1859 |
1.1859 |
1.1873 |
| S1 |
1.1803 |
1.1803 |
1.1880 |
1.1831 |
| S2 |
1.1712 |
1.1712 |
1.1867 |
|
| S3 |
1.1565 |
1.1656 |
1.1853 |
|
| S4 |
1.1418 |
1.1509 |
1.1813 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2019 |
1.1769 |
0.0251 |
2.1% |
0.0063 |
0.5% |
90% |
True |
False |
15 |
| 10 |
1.2019 |
1.1769 |
0.0251 |
2.1% |
0.0077 |
0.6% |
90% |
True |
False |
16 |
| 20 |
1.2019 |
1.1571 |
0.0449 |
3.7% |
0.0081 |
0.7% |
94% |
True |
False |
43 |
| 40 |
1.2019 |
1.1255 |
0.0765 |
6.4% |
0.0077 |
0.6% |
97% |
True |
False |
32 |
| 60 |
1.2019 |
1.0957 |
0.1062 |
8.9% |
0.0078 |
0.7% |
98% |
True |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2206 |
|
2.618 |
1.2134 |
|
1.618 |
1.2090 |
|
1.000 |
1.2063 |
|
0.618 |
1.2046 |
|
HIGH |
1.2019 |
|
0.618 |
1.2002 |
|
0.500 |
1.1997 |
|
0.382 |
1.1992 |
|
LOW |
1.1975 |
|
0.618 |
1.1948 |
|
1.000 |
1.1931 |
|
1.618 |
1.1904 |
|
2.618 |
1.1860 |
|
4.250 |
1.1788 |
|
|
| Fisher Pivots for day following 18-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1997 |
1.1973 |
| PP |
1.1996 |
1.1952 |
| S1 |
1.1995 |
1.1931 |
|