CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 05-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2020 |
05-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1774 |
1.1808 |
0.0034 |
0.3% |
1.1659 |
| High |
1.1817 |
1.1915 |
0.0099 |
0.8% |
1.1920 |
| Low |
1.1731 |
1.1803 |
0.0072 |
0.6% |
1.1655 |
| Close |
1.1792 |
1.1871 |
0.0079 |
0.7% |
1.1800 |
| Range |
0.0086 |
0.0112 |
0.0027 |
31.0% |
0.0265 |
| ATR |
0.0094 |
0.0096 |
0.0002 |
2.2% |
0.0000 |
| Volume |
194,343 |
210,603 |
16,260 |
8.4% |
1,257,552 |
|
| Daily Pivots for day following 05-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2199 |
1.2147 |
1.1932 |
|
| R3 |
1.2087 |
1.2035 |
1.1901 |
|
| R2 |
1.1975 |
1.1975 |
1.1891 |
|
| R1 |
1.1923 |
1.1923 |
1.1881 |
1.1949 |
| PP |
1.1863 |
1.1863 |
1.1863 |
1.1876 |
| S1 |
1.1811 |
1.1811 |
1.1860 |
1.1837 |
| S2 |
1.1751 |
1.1751 |
1.1850 |
|
| S3 |
1.1639 |
1.1699 |
1.1840 |
|
| S4 |
1.1527 |
1.1587 |
1.1809 |
|
|
| 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% |
0.0113 |
0.9% |
77% |
False |
False |
235,525 |
| 10 |
1.1920 |
1.1554 |
0.0366 |
3.1% |
0.0103 |
0.9% |
87% |
False |
False |
232,087 |
| 20 |
1.1920 |
1.1270 |
0.0650 |
5.5% |
0.0091 |
0.8% |
92% |
False |
False |
216,512 |
| 40 |
1.1920 |
1.1190 |
0.0730 |
6.1% |
0.0092 |
0.8% |
93% |
False |
False |
200,886 |
| 60 |
1.1920 |
1.0803 |
0.1117 |
9.4% |
0.0091 |
0.8% |
96% |
False |
False |
139,258 |
| 80 |
1.1920 |
1.0763 |
0.1157 |
9.7% |
0.0088 |
0.7% |
96% |
False |
False |
104,572 |
| 100 |
1.1920 |
1.0701 |
0.1219 |
10.3% |
0.0101 |
0.8% |
96% |
False |
False |
83,784 |
| 120 |
1.1920 |
1.0701 |
0.1219 |
10.3% |
0.0100 |
0.8% |
96% |
False |
False |
69,886 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2391 |
|
2.618 |
1.2208 |
|
1.618 |
1.2096 |
|
1.000 |
1.2027 |
|
0.618 |
1.1984 |
|
HIGH |
1.1915 |
|
0.618 |
1.1872 |
|
0.500 |
1.1859 |
|
0.382 |
1.1846 |
|
LOW |
1.1803 |
|
0.618 |
1.1734 |
|
1.000 |
1.1691 |
|
1.618 |
1.1622 |
|
2.618 |
1.1510 |
|
4.250 |
1.1327 |
|
|
| Fisher Pivots for day following 05-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1867 |
1.1851 |
| PP |
1.1863 |
1.1831 |
| S1 |
1.1859 |
1.1811 |
|