CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 08-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2020 |
08-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1893 |
1.1882 |
-0.0012 |
-0.1% |
1.1971 |
| High |
1.1917 |
1.1884 |
-0.0033 |
-0.3% |
1.2061 |
| Low |
1.1839 |
1.1823 |
-0.0016 |
-0.1% |
1.1839 |
| Close |
1.1905 |
1.1836 |
-0.0069 |
-0.6% |
1.1905 |
| Range |
0.0079 |
0.0062 |
-0.0017 |
-21.7% |
0.0222 |
| ATR |
0.0087 |
0.0087 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
61 |
421 |
360 |
590.2% |
378 |
|
| Daily Pivots for day following 08-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2032 |
1.1996 |
1.1870 |
|
| R3 |
1.1971 |
1.1934 |
1.1853 |
|
| R2 |
1.1909 |
1.1909 |
1.1847 |
|
| R1 |
1.1873 |
1.1873 |
1.1842 |
1.1860 |
| PP |
1.1848 |
1.1848 |
1.1848 |
1.1841 |
| S1 |
1.1811 |
1.1811 |
1.1830 |
1.1799 |
| S2 |
1.1786 |
1.1786 |
1.1825 |
|
| S3 |
1.1725 |
1.1750 |
1.1819 |
|
| S4 |
1.1663 |
1.1688 |
1.1802 |
|
|
| Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2601 |
1.2475 |
1.2027 |
|
| R3 |
1.2379 |
1.2253 |
1.1966 |
|
| R2 |
1.2157 |
1.2157 |
1.1945 |
|
| R1 |
1.2031 |
1.2031 |
1.1925 |
1.1983 |
| PP |
1.1935 |
1.1935 |
1.1935 |
1.1911 |
| S1 |
1.1809 |
1.1809 |
1.1884 |
1.1761 |
| S2 |
1.1713 |
1.1713 |
1.1864 |
|
| S3 |
1.1491 |
1.1587 |
1.1843 |
|
| S4 |
1.1269 |
1.1365 |
1.1782 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2061 |
1.1823 |
0.0238 |
2.0% |
0.0083 |
0.7% |
6% |
False |
True |
156 |
| 10 |
1.2061 |
1.1820 |
0.0241 |
2.0% |
0.0085 |
0.7% |
7% |
False |
False |
85 |
| 20 |
1.2061 |
1.1769 |
0.0292 |
2.5% |
0.0080 |
0.7% |
23% |
False |
False |
48 |
| 40 |
1.2061 |
1.1392 |
0.0669 |
5.7% |
0.0082 |
0.7% |
66% |
False |
False |
46 |
| 60 |
1.2061 |
1.1248 |
0.0813 |
6.9% |
0.0080 |
0.7% |
72% |
False |
False |
36 |
| 80 |
1.2061 |
1.0885 |
0.1176 |
9.9% |
0.0078 |
0.7% |
81% |
False |
False |
33 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2145 |
|
2.618 |
1.2045 |
|
1.618 |
1.1984 |
|
1.000 |
1.1946 |
|
0.618 |
1.1922 |
|
HIGH |
1.1884 |
|
0.618 |
1.1861 |
|
0.500 |
1.1853 |
|
0.382 |
1.1846 |
|
LOW |
1.1823 |
|
0.618 |
1.1784 |
|
1.000 |
1.1761 |
|
1.618 |
1.1723 |
|
2.618 |
1.1661 |
|
4.250 |
1.1561 |
|
|
| Fisher Pivots for day following 08-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1853 |
1.1870 |
| PP |
1.1848 |
1.1859 |
| S1 |
1.1842 |
1.1847 |
|