CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 03-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2020 |
03-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1969 |
1.1881 |
-0.0088 |
-0.7% |
1.1852 |
| High |
1.1978 |
1.1915 |
-0.0063 |
-0.5% |
1.1972 |
| Low |
1.1876 |
1.1843 |
-0.0033 |
-0.3% |
1.1820 |
| Close |
1.1879 |
1.1910 |
0.0032 |
0.3% |
1.1944 |
| Range |
0.0103 |
0.0072 |
-0.0031 |
-29.8% |
0.0153 |
| ATR |
0.0089 |
0.0088 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
33 |
168 |
135 |
409.1% |
62 |
|
| Daily Pivots for day following 03-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2105 |
1.2080 |
1.1950 |
|
| R3 |
1.2033 |
1.2008 |
1.1930 |
|
| R2 |
1.1961 |
1.1961 |
1.1923 |
|
| R1 |
1.1936 |
1.1936 |
1.1917 |
1.1949 |
| PP |
1.1889 |
1.1889 |
1.1889 |
1.1896 |
| S1 |
1.1864 |
1.1864 |
1.1903 |
1.1877 |
| S2 |
1.1817 |
1.1817 |
1.1897 |
|
| S3 |
1.1745 |
1.1792 |
1.1890 |
|
| S4 |
1.1673 |
1.1720 |
1.1870 |
|
|
| 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 |
1.1843 |
0.0218 |
1.8% |
0.0093 |
0.8% |
31% |
False |
True |
68 |
| 10 |
1.2061 |
1.1808 |
0.0253 |
2.1% |
0.0090 |
0.8% |
40% |
False |
False |
39 |
| 20 |
1.2061 |
1.1769 |
0.0292 |
2.5% |
0.0082 |
0.7% |
48% |
False |
False |
24 |
| 40 |
1.2061 |
1.1325 |
0.0736 |
6.2% |
0.0081 |
0.7% |
80% |
False |
False |
34 |
| 60 |
1.2061 |
1.1248 |
0.0813 |
6.8% |
0.0081 |
0.7% |
81% |
False |
False |
29 |
| 80 |
1.2061 |
1.0857 |
0.1204 |
10.1% |
0.0077 |
0.6% |
88% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2221 |
|
2.618 |
1.2103 |
|
1.618 |
1.2031 |
|
1.000 |
1.1987 |
|
0.618 |
1.1959 |
|
HIGH |
1.1915 |
|
0.618 |
1.1887 |
|
0.500 |
1.1879 |
|
0.382 |
1.1871 |
|
LOW |
1.1843 |
|
0.618 |
1.1799 |
|
1.000 |
1.1771 |
|
1.618 |
1.1727 |
|
2.618 |
1.1655 |
|
4.250 |
1.1537 |
|
|
| Fisher Pivots for day following 03-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1900 |
1.1952 |
| PP |
1.1889 |
1.1938 |
| S1 |
1.1879 |
1.1924 |
|