CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 25-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2020 |
25-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1852 |
1.1838 |
-0.0014 |
-0.1% |
1.1917 |
| High |
1.1902 |
1.1894 |
-0.0008 |
-0.1% |
1.2019 |
| Low |
1.1841 |
1.1838 |
-0.0003 |
0.0% |
1.1808 |
| Close |
1.1846 |
1.1886 |
0.0041 |
0.3% |
1.1842 |
| Range |
0.0061 |
0.0056 |
-0.0005 |
-7.4% |
0.0211 |
| ATR |
0.0086 |
0.0084 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
7 |
11 |
4 |
57.1% |
35 |
|
| Daily Pivots for day following 25-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2041 |
1.2019 |
1.1917 |
|
| R3 |
1.1985 |
1.1963 |
1.1901 |
|
| R2 |
1.1929 |
1.1929 |
1.1896 |
|
| R1 |
1.1907 |
1.1907 |
1.1891 |
1.1918 |
| PP |
1.1873 |
1.1873 |
1.1873 |
1.1878 |
| S1 |
1.1851 |
1.1851 |
1.1881 |
1.1862 |
| S2 |
1.1817 |
1.1817 |
1.1876 |
|
| S3 |
1.1761 |
1.1795 |
1.1871 |
|
| S4 |
1.1705 |
1.1739 |
1.1855 |
|
|
| Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2523 |
1.2393 |
1.1958 |
|
| R3 |
1.2312 |
1.2182 |
1.1900 |
|
| R2 |
1.2101 |
1.2101 |
1.1880 |
|
| R1 |
1.1971 |
1.1971 |
1.1861 |
1.1930 |
| PP |
1.1890 |
1.1890 |
1.1890 |
1.1869 |
| S1 |
1.1760 |
1.1760 |
1.1822 |
1.1719 |
| S2 |
1.1679 |
1.1679 |
1.1803 |
|
| S3 |
1.1468 |
1.1549 |
1.1783 |
|
| S4 |
1.1257 |
1.1338 |
1.1725 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2007 |
1.1808 |
0.0199 |
1.7% |
0.0084 |
0.7% |
39% |
False |
False |
9 |
| 10 |
1.2019 |
1.1769 |
0.0251 |
2.1% |
0.0073 |
0.6% |
47% |
False |
False |
12 |
| 20 |
1.2019 |
1.1756 |
0.0263 |
2.2% |
0.0085 |
0.7% |
49% |
False |
False |
37 |
| 40 |
1.2019 |
1.1255 |
0.0765 |
6.4% |
0.0080 |
0.7% |
83% |
False |
False |
33 |
| 60 |
1.2019 |
1.1202 |
0.0818 |
6.9% |
0.0080 |
0.7% |
84% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2132 |
|
2.618 |
1.2041 |
|
1.618 |
1.1985 |
|
1.000 |
1.1950 |
|
0.618 |
1.1929 |
|
HIGH |
1.1894 |
|
0.618 |
1.1873 |
|
0.500 |
1.1866 |
|
0.382 |
1.1859 |
|
LOW |
1.1838 |
|
0.618 |
1.1803 |
|
1.000 |
1.1782 |
|
1.618 |
1.1747 |
|
2.618 |
1.1691 |
|
4.250 |
1.1600 |
|
|
| Fisher Pivots for day following 25-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1879 |
1.1881 |
| PP |
1.1873 |
1.1876 |
| S1 |
1.1866 |
1.1871 |
|