CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 01-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2020 |
01-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1971 |
1.2010 |
0.0040 |
0.3% |
1.1852 |
| High |
1.2018 |
1.2061 |
0.0043 |
0.4% |
1.1972 |
| Low |
1.1940 |
1.1958 |
0.0018 |
0.2% |
1.1820 |
| Close |
1.1990 |
1.1963 |
-0.0027 |
-0.2% |
1.1944 |
| Range |
0.0078 |
0.0103 |
0.0025 |
31.4% |
0.0153 |
| ATR |
0.0086 |
0.0088 |
0.0001 |
1.3% |
0.0000 |
| Volume |
17 |
99 |
82 |
482.4% |
62 |
|
| Daily Pivots for day following 01-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2301 |
1.2235 |
1.2019 |
|
| R3 |
1.2199 |
1.2132 |
1.1991 |
|
| R2 |
1.2096 |
1.2096 |
1.1982 |
|
| R1 |
1.2030 |
1.2030 |
1.1972 |
1.2012 |
| PP |
1.1994 |
1.1994 |
1.1994 |
1.1985 |
| S1 |
1.1927 |
1.1927 |
1.1954 |
1.1909 |
| S2 |
1.1891 |
1.1891 |
1.1944 |
|
| S3 |
1.1789 |
1.1825 |
1.1935 |
|
| S4 |
1.1686 |
1.1722 |
1.1907 |
|
|
| 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 |
1.2061 |
1.1820 |
0.0241 |
2.0% |
0.0096 |
0.8% |
60% |
True |
False |
32 |
| 10 |
1.2061 |
1.1808 |
0.0253 |
2.1% |
0.0090 |
0.7% |
61% |
True |
False |
20 |
| 20 |
1.2061 |
1.1769 |
0.0292 |
2.4% |
0.0083 |
0.7% |
67% |
True |
False |
18 |
| 40 |
1.2061 |
1.1325 |
0.0736 |
6.2% |
0.0081 |
0.7% |
87% |
True |
False |
30 |
| 60 |
1.2061 |
1.1248 |
0.0813 |
6.8% |
0.0081 |
0.7% |
88% |
True |
False |
27 |
| 80 |
1.2061 |
1.0857 |
0.1204 |
10.1% |
0.0076 |
0.6% |
92% |
True |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2496 |
|
2.618 |
1.2329 |
|
1.618 |
1.2226 |
|
1.000 |
1.2163 |
|
0.618 |
1.2124 |
|
HIGH |
1.2061 |
|
0.618 |
1.2021 |
|
0.500 |
1.2009 |
|
0.382 |
1.1997 |
|
LOW |
1.1958 |
|
0.618 |
1.1895 |
|
1.000 |
1.1856 |
|
1.618 |
1.1792 |
|
2.618 |
1.1690 |
|
4.250 |
1.1522 |
|
|
| Fisher Pivots for day following 01-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2009 |
1.1963 |
| PP |
1.1994 |
1.1963 |
| S1 |
1.1978 |
1.1963 |
|