CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 20-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2020 |
20-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1988 |
1.1899 |
-0.0089 |
-0.7% |
1.1802 |
| High |
1.2007 |
1.1921 |
-0.0086 |
-0.7% |
1.1916 |
| Low |
1.1890 |
1.1862 |
-0.0029 |
-0.2% |
1.1769 |
| Close |
1.1910 |
1.1906 |
-0.0004 |
0.0% |
1.1894 |
| Range |
0.0117 |
0.0060 |
-0.0058 |
-49.1% |
0.0147 |
| ATR |
0.0087 |
0.0085 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
6 |
3 |
-3 |
-50.0% |
77 |
|
| Daily Pivots for day following 20-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2075 |
1.2050 |
1.1939 |
|
| R3 |
1.2015 |
1.1990 |
1.1922 |
|
| R2 |
1.1956 |
1.1956 |
1.1917 |
|
| R1 |
1.1931 |
1.1931 |
1.1911 |
1.1943 |
| PP |
1.1896 |
1.1896 |
1.1896 |
1.1902 |
| S1 |
1.1871 |
1.1871 |
1.1901 |
1.1884 |
| S2 |
1.1837 |
1.1837 |
1.1895 |
|
| S3 |
1.1777 |
1.1812 |
1.1890 |
|
| S4 |
1.1718 |
1.1752 |
1.1873 |
|
|
| 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 |
1.1842 |
0.0177 |
1.5% |
0.0066 |
0.6% |
36% |
False |
False |
10 |
| 10 |
1.2019 |
1.1769 |
0.0251 |
2.1% |
0.0075 |
0.6% |
55% |
False |
False |
9 |
| 20 |
1.2019 |
1.1644 |
0.0375 |
3.1% |
0.0081 |
0.7% |
70% |
False |
False |
39 |
| 40 |
1.2019 |
1.1255 |
0.0765 |
6.4% |
0.0077 |
0.6% |
85% |
False |
False |
32 |
| 60 |
1.2019 |
1.1120 |
0.0899 |
7.6% |
0.0078 |
0.7% |
87% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2174 |
|
2.618 |
1.2077 |
|
1.618 |
1.2017 |
|
1.000 |
1.1981 |
|
0.618 |
1.1958 |
|
HIGH |
1.1921 |
|
0.618 |
1.1898 |
|
0.500 |
1.1891 |
|
0.382 |
1.1884 |
|
LOW |
1.1862 |
|
0.618 |
1.1825 |
|
1.000 |
1.1802 |
|
1.618 |
1.1765 |
|
2.618 |
1.1706 |
|
4.250 |
1.1609 |
|
|
| Fisher Pivots for day following 20-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1901 |
1.1940 |
| PP |
1.1896 |
1.1929 |
| S1 |
1.1891 |
1.1917 |
|