CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 04-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2020 |
04-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1790 |
1.1774 |
-0.0016 |
-0.1% |
1.1659 |
| High |
1.1808 |
1.1817 |
0.0009 |
0.1% |
1.1920 |
| Low |
1.1707 |
1.1731 |
0.0025 |
0.2% |
1.1655 |
| Close |
1.1771 |
1.1792 |
0.0022 |
0.2% |
1.1800 |
| Range |
0.0101 |
0.0086 |
-0.0016 |
-15.3% |
0.0265 |
| ATR |
0.0095 |
0.0094 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
212,382 |
194,343 |
-18,039 |
-8.5% |
1,257,552 |
|
| Daily Pivots for day following 04-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2036 |
1.2000 |
1.1839 |
|
| R3 |
1.1951 |
1.1914 |
1.1816 |
|
| R2 |
1.1865 |
1.1865 |
1.1808 |
|
| R1 |
1.1829 |
1.1829 |
1.1800 |
1.1847 |
| PP |
1.1780 |
1.1780 |
1.1780 |
1.1789 |
| S1 |
1.1743 |
1.1743 |
1.1784 |
1.1762 |
| S2 |
1.1694 |
1.1694 |
1.1776 |
|
| S3 |
1.1609 |
1.1658 |
1.1768 |
|
| S4 |
1.1523 |
1.1572 |
1.1745 |
|
|
| 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% |
0.0109 |
0.9% |
40% |
False |
False |
237,380 |
| 10 |
1.1920 |
1.1521 |
0.0399 |
3.4% |
0.0102 |
0.9% |
68% |
False |
False |
237,192 |
| 20 |
1.1920 |
1.1270 |
0.0650 |
5.5% |
0.0090 |
0.8% |
80% |
False |
False |
215,025 |
| 40 |
1.1920 |
1.1190 |
0.0730 |
6.2% |
0.0092 |
0.8% |
83% |
False |
False |
199,217 |
| 60 |
1.1920 |
1.0803 |
0.1117 |
9.5% |
0.0090 |
0.8% |
89% |
False |
False |
135,753 |
| 80 |
1.1920 |
1.0763 |
0.1157 |
9.8% |
0.0087 |
0.7% |
89% |
False |
False |
101,940 |
| 100 |
1.1920 |
1.0701 |
0.1219 |
10.3% |
0.0101 |
0.9% |
90% |
False |
False |
81,683 |
| 120 |
1.1920 |
1.0701 |
0.1219 |
10.3% |
0.0100 |
0.8% |
90% |
False |
False |
68,132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2180 |
|
2.618 |
1.2040 |
|
1.618 |
1.1955 |
|
1.000 |
1.1902 |
|
0.618 |
1.1869 |
|
HIGH |
1.1817 |
|
0.618 |
1.1784 |
|
0.500 |
1.1774 |
|
0.382 |
1.1764 |
|
LOW |
1.1731 |
|
0.618 |
1.1678 |
|
1.000 |
1.1646 |
|
1.618 |
1.1593 |
|
2.618 |
1.1507 |
|
4.250 |
1.1368 |
|
|
| Fisher Pivots for day following 04-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1786 |
1.1813 |
| PP |
1.1780 |
1.1806 |
| S1 |
1.1774 |
1.1799 |
|