CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 28-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2020 |
28-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1875 |
1.1880 |
0.0005 |
0.0% |
1.1852 |
| High |
1.1950 |
1.1972 |
0.0023 |
0.2% |
1.1972 |
| Low |
1.1820 |
1.1865 |
0.0045 |
0.4% |
1.1820 |
| Close |
1.1878 |
1.1944 |
0.0067 |
0.6% |
1.1944 |
| Range |
0.0130 |
0.0108 |
-0.0023 |
-17.3% |
0.0153 |
| ATR |
0.0086 |
0.0087 |
0.0002 |
1.8% |
0.0000 |
| Volume |
4 |
27 |
23 |
575.0% |
62 |
|
| Daily Pivots for day following 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2249 |
1.2204 |
1.2003 |
|
| R3 |
1.2142 |
1.2097 |
1.1974 |
|
| R2 |
1.2034 |
1.2034 |
1.1964 |
|
| R1 |
1.1989 |
1.1989 |
1.1954 |
1.2012 |
| PP |
1.1927 |
1.1927 |
1.1927 |
1.1938 |
| S1 |
1.1882 |
1.1882 |
1.1934 |
1.1904 |
| S2 |
1.1819 |
1.1819 |
1.1924 |
|
| S3 |
1.1712 |
1.1774 |
1.1914 |
|
| S4 |
1.1604 |
1.1667 |
1.1885 |
|
|
| Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2369 |
1.2309 |
1.2028 |
|
| R3 |
1.2217 |
1.2157 |
1.1986 |
|
| R2 |
1.2064 |
1.2064 |
1.1972 |
|
| R1 |
1.2004 |
1.2004 |
1.1958 |
1.2034 |
| PP |
1.1912 |
1.1912 |
1.1912 |
1.1927 |
| S1 |
1.1852 |
1.1852 |
1.1930 |
1.1882 |
| S2 |
1.1759 |
1.1759 |
1.1916 |
|
| S3 |
1.1607 |
1.1699 |
1.1902 |
|
| S4 |
1.1454 |
1.1547 |
1.1860 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1972 |
1.1820 |
0.0153 |
1.3% |
0.0083 |
0.7% |
82% |
True |
False |
12 |
| 10 |
1.2019 |
1.1808 |
0.0211 |
1.8% |
0.0081 |
0.7% |
64% |
False |
False |
9 |
| 20 |
1.2019 |
1.1756 |
0.0263 |
2.2% |
0.0083 |
0.7% |
71% |
False |
False |
16 |
| 40 |
1.2019 |
1.1289 |
0.0731 |
6.1% |
0.0081 |
0.7% |
90% |
False |
False |
28 |
| 60 |
1.2019 |
1.1248 |
0.0771 |
6.5% |
0.0080 |
0.7% |
90% |
False |
False |
26 |
| 80 |
1.2019 |
1.0854 |
0.1166 |
9.8% |
0.0075 |
0.6% |
94% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2429 |
|
2.618 |
1.2253 |
|
1.618 |
1.2146 |
|
1.000 |
1.2080 |
|
0.618 |
1.2038 |
|
HIGH |
1.1972 |
|
0.618 |
1.1931 |
|
0.500 |
1.1918 |
|
0.382 |
1.1906 |
|
LOW |
1.1865 |
|
0.618 |
1.1798 |
|
1.000 |
1.1757 |
|
1.618 |
1.1691 |
|
2.618 |
1.1583 |
|
4.250 |
1.1408 |
|
|
| Fisher Pivots for day following 28-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1935 |
1.1928 |
| PP |
1.1927 |
1.1912 |
| S1 |
1.1918 |
1.1896 |
|