CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 07-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2020 |
07-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1874 |
1.1888 |
0.0014 |
0.1% |
1.1790 |
| High |
1.1926 |
1.1892 |
-0.0034 |
-0.3% |
1.1926 |
| Low |
1.1827 |
1.1764 |
-0.0063 |
-0.5% |
1.1707 |
| Close |
1.1884 |
1.1791 |
-0.0093 |
-0.8% |
1.1791 |
| Range |
0.0100 |
0.0128 |
0.0029 |
28.6% |
0.0220 |
| ATR |
0.0096 |
0.0099 |
0.0002 |
2.3% |
0.0000 |
| Volume |
233,843 |
237,046 |
3,203 |
1.4% |
1,088,217 |
|
| Daily Pivots for day following 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2200 |
1.2123 |
1.1861 |
|
| R3 |
1.2072 |
1.1995 |
1.1826 |
|
| R2 |
1.1944 |
1.1944 |
1.1814 |
|
| R1 |
1.1867 |
1.1867 |
1.1803 |
1.1842 |
| PP |
1.1816 |
1.1816 |
1.1816 |
1.1803 |
| S1 |
1.1739 |
1.1739 |
1.1779 |
1.1714 |
| S2 |
1.1688 |
1.1688 |
1.1768 |
|
| S3 |
1.1560 |
1.1611 |
1.1756 |
|
| S4 |
1.1432 |
1.1483 |
1.1721 |
|
|
| Weekly Pivots for week ending 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2466 |
1.2348 |
1.1912 |
|
| R3 |
1.2247 |
1.2129 |
1.1851 |
|
| R2 |
1.2027 |
1.2027 |
1.1831 |
|
| R1 |
1.1909 |
1.1909 |
1.1811 |
1.1968 |
| PP |
1.1808 |
1.1808 |
1.1808 |
1.1837 |
| S1 |
1.1690 |
1.1690 |
1.1771 |
1.1749 |
| S2 |
1.1588 |
1.1588 |
1.1751 |
|
| S3 |
1.1369 |
1.1470 |
1.1731 |
|
| S4 |
1.1149 |
1.1251 |
1.1670 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1926 |
1.1707 |
0.0220 |
1.9% |
0.0105 |
0.9% |
38% |
False |
False |
217,643 |
| 10 |
1.1926 |
1.1655 |
0.0271 |
2.3% |
0.0110 |
0.9% |
50% |
False |
False |
234,576 |
| 20 |
1.1926 |
1.1318 |
0.0608 |
5.2% |
0.0095 |
0.8% |
78% |
False |
False |
221,994 |
| 40 |
1.1926 |
1.1190 |
0.0737 |
6.2% |
0.0092 |
0.8% |
82% |
False |
False |
198,923 |
| 60 |
1.1926 |
1.0803 |
0.1124 |
9.5% |
0.0092 |
0.8% |
88% |
False |
False |
147,082 |
| 80 |
1.1926 |
1.0763 |
0.1163 |
9.9% |
0.0088 |
0.7% |
88% |
False |
False |
110,448 |
| 100 |
1.1926 |
1.0701 |
0.1226 |
10.4% |
0.0099 |
0.8% |
89% |
False |
False |
88,475 |
| 120 |
1.1926 |
1.0701 |
0.1226 |
10.4% |
0.0101 |
0.9% |
89% |
False |
False |
73,807 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2436 |
|
2.618 |
1.2227 |
|
1.618 |
1.2099 |
|
1.000 |
1.2020 |
|
0.618 |
1.1971 |
|
HIGH |
1.1892 |
|
0.618 |
1.1843 |
|
0.500 |
1.1828 |
|
0.382 |
1.1813 |
|
LOW |
1.1764 |
|
0.618 |
1.1685 |
|
1.000 |
1.1636 |
|
1.618 |
1.1557 |
|
2.618 |
1.1429 |
|
4.250 |
1.1220 |
|
|
| Fisher Pivots for day following 07-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1828 |
1.1845 |
| PP |
1.1816 |
1.1827 |
| S1 |
1.1803 |
1.1809 |
|