CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 31-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2020 |
31-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1806 |
1.1855 |
0.0049 |
0.4% |
1.1659 |
| High |
1.1860 |
1.1920 |
0.0060 |
0.5% |
1.1920 |
| Low |
1.1743 |
1.1773 |
0.0030 |
0.3% |
1.1655 |
| Close |
1.1848 |
1.1800 |
-0.0048 |
-0.4% |
1.1800 |
| Range |
0.0117 |
0.0147 |
0.0030 |
25.6% |
0.0265 |
| ATR |
0.0090 |
0.0094 |
0.0004 |
4.5% |
0.0000 |
| Volume |
239,405 |
320,893 |
81,488 |
34.0% |
1,257,552 |
|
| Daily Pivots for day following 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2272 |
1.2183 |
1.1880 |
|
| R3 |
1.2125 |
1.2036 |
1.1840 |
|
| R2 |
1.1978 |
1.1978 |
1.1826 |
|
| R1 |
1.1889 |
1.1889 |
1.1813 |
1.1860 |
| PP |
1.1831 |
1.1831 |
1.1831 |
1.1816 |
| S1 |
1.1742 |
1.1742 |
1.1786 |
1.1713 |
| S2 |
1.1684 |
1.1684 |
1.1773 |
|
| S3 |
1.1537 |
1.1595 |
1.1759 |
|
| S4 |
1.1390 |
1.1448 |
1.1719 |
|
|
| Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2585 |
1.2457 |
1.1945 |
|
| R3 |
1.2320 |
1.2192 |
1.1872 |
|
| R2 |
1.2056 |
1.2056 |
1.1848 |
|
| R1 |
1.1928 |
1.1928 |
1.1824 |
1.1992 |
| PP |
1.1791 |
1.1791 |
1.1791 |
1.1823 |
| S1 |
1.1663 |
1.1663 |
1.1775 |
1.1727 |
| S2 |
1.1527 |
1.1527 |
1.1751 |
|
| S3 |
1.1262 |
1.1399 |
1.1727 |
|
| S4 |
1.0998 |
1.1134 |
1.1654 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1920 |
1.1655 |
0.0265 |
2.2% |
0.0114 |
1.0% |
55% |
True |
False |
251,510 |
| 10 |
1.1920 |
1.1417 |
0.0503 |
4.3% |
0.0101 |
0.9% |
76% |
True |
False |
241,956 |
| 20 |
1.1920 |
1.1237 |
0.0683 |
5.8% |
0.0091 |
0.8% |
82% |
True |
False |
215,596 |
| 40 |
1.1920 |
1.1190 |
0.0730 |
6.2% |
0.0091 |
0.8% |
84% |
True |
False |
191,142 |
| 60 |
1.1920 |
1.0797 |
0.1123 |
9.5% |
0.0089 |
0.8% |
89% |
True |
False |
128,993 |
| 80 |
1.1920 |
1.0763 |
0.1157 |
9.8% |
0.0087 |
0.7% |
90% |
True |
False |
96,861 |
| 100 |
1.1920 |
1.0701 |
0.1219 |
10.3% |
0.0103 |
0.9% |
90% |
True |
False |
77,623 |
| 120 |
1.1920 |
1.0701 |
0.1219 |
10.3% |
0.0099 |
0.8% |
90% |
True |
False |
64,747 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2544 |
|
2.618 |
1.2304 |
|
1.618 |
1.2157 |
|
1.000 |
1.2067 |
|
0.618 |
1.2010 |
|
HIGH |
1.1920 |
|
0.618 |
1.1863 |
|
0.500 |
1.1846 |
|
0.382 |
1.1829 |
|
LOW |
1.1773 |
|
0.618 |
1.1682 |
|
1.000 |
1.1626 |
|
1.618 |
1.1535 |
|
2.618 |
1.1388 |
|
4.250 |
1.1148 |
|
|
| Fisher Pivots for day following 31-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1846 |
1.1823 |
| PP |
1.1831 |
1.1815 |
| S1 |
1.1815 |
1.1807 |
|