CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 03-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2020 |
03-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1855 |
1.1790 |
-0.0065 |
-0.5% |
1.1659 |
| High |
1.1920 |
1.1808 |
-0.0112 |
-0.9% |
1.1920 |
| Low |
1.1773 |
1.1707 |
-0.0066 |
-0.6% |
1.1655 |
| Close |
1.1800 |
1.1771 |
-0.0029 |
-0.2% |
1.1800 |
| Range |
0.0147 |
0.0101 |
-0.0046 |
-31.3% |
0.0265 |
| ATR |
0.0094 |
0.0095 |
0.0000 |
0.5% |
0.0000 |
| Volume |
320,893 |
212,382 |
-108,511 |
-33.8% |
1,257,552 |
|
| Daily Pivots for day following 03-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2065 |
1.2019 |
1.1826 |
|
| R3 |
1.1964 |
1.1918 |
1.1798 |
|
| R2 |
1.1863 |
1.1863 |
1.1789 |
|
| R1 |
1.1817 |
1.1817 |
1.1780 |
1.1789 |
| PP |
1.1762 |
1.1762 |
1.1762 |
1.1748 |
| S1 |
1.1716 |
1.1716 |
1.1761 |
1.1688 |
| S2 |
1.1661 |
1.1661 |
1.1752 |
|
| S3 |
1.1560 |
1.1615 |
1.1743 |
|
| S4 |
1.1459 |
1.1514 |
1.1715 |
|
|
| 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 |
1.1707 |
0.0213 |
1.8% |
0.0107 |
0.9% |
30% |
False |
True |
240,778 |
| 10 |
1.1920 |
1.1437 |
0.0483 |
4.1% |
0.0105 |
0.9% |
69% |
False |
False |
243,045 |
| 20 |
1.1920 |
1.1270 |
0.0650 |
5.5% |
0.0090 |
0.8% |
77% |
False |
False |
213,940 |
| 40 |
1.1920 |
1.1190 |
0.0730 |
6.2% |
0.0091 |
0.8% |
80% |
False |
False |
195,614 |
| 60 |
1.1920 |
1.0803 |
0.1117 |
9.5% |
0.0089 |
0.8% |
87% |
False |
False |
132,521 |
| 80 |
1.1920 |
1.0763 |
0.1157 |
9.8% |
0.0088 |
0.7% |
87% |
False |
False |
99,515 |
| 100 |
1.1920 |
1.0701 |
0.1219 |
10.4% |
0.0103 |
0.9% |
88% |
False |
False |
79,744 |
| 120 |
1.1920 |
1.0701 |
0.1219 |
10.4% |
0.0099 |
0.8% |
88% |
False |
False |
66,516 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2237 |
|
2.618 |
1.2072 |
|
1.618 |
1.1971 |
|
1.000 |
1.1909 |
|
0.618 |
1.1870 |
|
HIGH |
1.1808 |
|
0.618 |
1.1769 |
|
0.500 |
1.1757 |
|
0.382 |
1.1745 |
|
LOW |
1.1707 |
|
0.618 |
1.1644 |
|
1.000 |
1.1606 |
|
1.618 |
1.1543 |
|
2.618 |
1.1442 |
|
4.250 |
1.1277 |
|
|
| Fisher Pivots for day following 03-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1766 |
1.1813 |
| PP |
1.1762 |
1.1799 |
| S1 |
1.1757 |
1.1785 |
|