CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 31-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2020 |
31-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1880 |
1.1971 |
0.0091 |
0.8% |
1.1852 |
| High |
1.1972 |
1.2018 |
0.0046 |
0.4% |
1.1972 |
| Low |
1.1865 |
1.1940 |
0.0076 |
0.6% |
1.1820 |
| Close |
1.1944 |
1.1990 |
0.0046 |
0.4% |
1.1944 |
| Range |
0.0108 |
0.0078 |
-0.0030 |
-27.4% |
0.0153 |
| ATR |
0.0087 |
0.0086 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
27 |
17 |
-10 |
-37.0% |
62 |
|
| Daily Pivots for day following 31-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2217 |
1.2181 |
1.2032 |
|
| R3 |
1.2139 |
1.2103 |
1.2011 |
|
| R2 |
1.2061 |
1.2061 |
1.2004 |
|
| R1 |
1.2025 |
1.2025 |
1.1997 |
1.2043 |
| PP |
1.1983 |
1.1983 |
1.1983 |
1.1991 |
| S1 |
1.1947 |
1.1947 |
1.1982 |
1.1965 |
| S2 |
1.1905 |
1.1905 |
1.1975 |
|
| S3 |
1.1827 |
1.1869 |
1.1968 |
|
| S4 |
1.1749 |
1.1791 |
1.1947 |
|
|
| 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 |
1.2018 |
1.1820 |
0.0199 |
1.7% |
0.0086 |
0.7% |
86% |
True |
False |
14 |
| 10 |
1.2019 |
1.1808 |
0.0211 |
1.8% |
0.0084 |
0.7% |
86% |
False |
False |
11 |
| 20 |
1.2019 |
1.1769 |
0.0251 |
2.1% |
0.0082 |
0.7% |
88% |
False |
False |
17 |
| 40 |
1.2019 |
1.1325 |
0.0695 |
5.8% |
0.0080 |
0.7% |
96% |
False |
False |
28 |
| 60 |
1.2019 |
1.1248 |
0.0771 |
6.4% |
0.0080 |
0.7% |
96% |
False |
False |
25 |
| 80 |
1.2019 |
1.0857 |
0.1163 |
9.7% |
0.0076 |
0.6% |
97% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2350 |
|
2.618 |
1.2222 |
|
1.618 |
1.2144 |
|
1.000 |
1.2096 |
|
0.618 |
1.2066 |
|
HIGH |
1.2018 |
|
0.618 |
1.1988 |
|
0.500 |
1.1979 |
|
0.382 |
1.1970 |
|
LOW |
1.1940 |
|
0.618 |
1.1892 |
|
1.000 |
1.1862 |
|
1.618 |
1.1814 |
|
2.618 |
1.1736 |
|
4.250 |
1.1609 |
|
|
| Fisher Pivots for day following 31-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1986 |
1.1966 |
| PP |
1.1983 |
1.1942 |
| S1 |
1.1979 |
1.1919 |
|