CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 30-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2020 |
30-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1825 |
1.1839 |
0.0014 |
0.1% |
1.1499 |
| High |
1.1864 |
1.1904 |
0.0040 |
0.3% |
1.1715 |
| Low |
1.1778 |
1.1793 |
0.0015 |
0.1% |
1.1469 |
| Close |
1.1827 |
1.1896 |
0.0069 |
0.6% |
1.1699 |
| Range |
0.0086 |
0.0111 |
0.0025 |
29.1% |
0.0246 |
| ATR |
0.0081 |
0.0083 |
0.0002 |
2.7% |
0.0000 |
| Volume |
9 |
6 |
-3 |
-33.3% |
153 |
|
| Daily Pivots for day following 30-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2197 |
1.2157 |
1.1957 |
|
| R3 |
1.2086 |
1.2046 |
1.1926 |
|
| R2 |
1.1975 |
1.1975 |
1.1916 |
|
| R1 |
1.1935 |
1.1935 |
1.1906 |
1.1955 |
| PP |
1.1864 |
1.1864 |
1.1864 |
1.1874 |
| S1 |
1.1824 |
1.1824 |
1.1885 |
1.1844 |
| S2 |
1.1753 |
1.1753 |
1.1875 |
|
| S3 |
1.1642 |
1.1713 |
1.1865 |
|
| S4 |
1.1531 |
1.1602 |
1.1834 |
|
|
| Weekly Pivots for week ending 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2364 |
1.2277 |
1.1834 |
|
| R3 |
1.2118 |
1.2031 |
1.1766 |
|
| R2 |
1.1873 |
1.1873 |
1.1744 |
|
| R1 |
1.1786 |
1.1786 |
1.1721 |
1.1829 |
| PP |
1.1627 |
1.1627 |
1.1627 |
1.1649 |
| S1 |
1.1540 |
1.1540 |
1.1676 |
1.1584 |
| S2 |
1.1382 |
1.1382 |
1.1653 |
|
| S3 |
1.1136 |
1.1295 |
1.1631 |
|
| S4 |
1.0891 |
1.1049 |
1.1563 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1904 |
1.1644 |
0.0260 |
2.2% |
0.0074 |
0.6% |
97% |
True |
False |
15 |
| 10 |
1.1904 |
1.1441 |
0.0463 |
3.9% |
0.0078 |
0.7% |
98% |
True |
False |
21 |
| 20 |
1.1904 |
1.1289 |
0.0615 |
5.2% |
0.0076 |
0.6% |
99% |
True |
False |
17 |
| 40 |
1.1904 |
1.1248 |
0.0656 |
5.5% |
0.0079 |
0.7% |
99% |
True |
False |
20 |
| 60 |
1.1904 |
1.0854 |
0.1050 |
8.8% |
0.0071 |
0.6% |
99% |
True |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2375 |
|
2.618 |
1.2194 |
|
1.618 |
1.2083 |
|
1.000 |
1.2015 |
|
0.618 |
1.1972 |
|
HIGH |
1.1904 |
|
0.618 |
1.1861 |
|
0.500 |
1.1848 |
|
0.382 |
1.1835 |
|
LOW |
1.1793 |
|
0.618 |
1.1724 |
|
1.000 |
1.1682 |
|
1.618 |
1.1613 |
|
2.618 |
1.1502 |
|
4.250 |
1.1321 |
|
|
| Fisher Pivots for day following 30-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1880 |
1.1875 |
| PP |
1.1864 |
1.1854 |
| S1 |
1.1848 |
1.1833 |
|