CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 10-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2020 |
10-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1888 |
1.1795 |
-0.0093 |
-0.8% |
1.1790 |
| High |
1.1892 |
1.1810 |
-0.0083 |
-0.7% |
1.1926 |
| Low |
1.1764 |
1.1745 |
-0.0020 |
-0.2% |
1.1707 |
| Close |
1.1791 |
1.1753 |
-0.0039 |
-0.3% |
1.1791 |
| Range |
0.0128 |
0.0065 |
-0.0063 |
-49.2% |
0.0220 |
| ATR |
0.0099 |
0.0096 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
237,046 |
161,515 |
-75,531 |
-31.9% |
1,088,217 |
|
| Daily Pivots for day following 10-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1964 |
1.1923 |
1.1788 |
|
| R3 |
1.1899 |
1.1858 |
1.1770 |
|
| R2 |
1.1834 |
1.1834 |
1.1764 |
|
| R1 |
1.1793 |
1.1793 |
1.1758 |
1.1781 |
| PP |
1.1769 |
1.1769 |
1.1769 |
1.1763 |
| S1 |
1.1728 |
1.1728 |
1.1747 |
1.1716 |
| S2 |
1.1704 |
1.1704 |
1.1741 |
|
| S3 |
1.1639 |
1.1663 |
1.1735 |
|
| S4 |
1.1574 |
1.1598 |
1.1717 |
|
|
| 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 |
1.1731 |
0.0195 |
1.7% |
0.0098 |
0.8% |
11% |
False |
False |
207,470 |
| 10 |
1.1926 |
1.1707 |
0.0220 |
1.9% |
0.0102 |
0.9% |
21% |
False |
False |
224,124 |
| 20 |
1.1926 |
1.1341 |
0.0586 |
5.0% |
0.0094 |
0.8% |
70% |
False |
False |
220,459 |
| 40 |
1.1926 |
1.1190 |
0.0737 |
6.3% |
0.0091 |
0.8% |
76% |
False |
False |
195,426 |
| 60 |
1.1926 |
1.0817 |
0.1109 |
9.4% |
0.0092 |
0.8% |
84% |
False |
False |
149,755 |
| 80 |
1.1926 |
1.0763 |
0.1163 |
9.9% |
0.0088 |
0.7% |
85% |
False |
False |
112,460 |
| 100 |
1.1926 |
1.0701 |
0.1226 |
10.4% |
0.0098 |
0.8% |
86% |
False |
False |
90,080 |
| 120 |
1.1926 |
1.0701 |
0.1226 |
10.4% |
0.0101 |
0.9% |
86% |
False |
False |
75,153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2086 |
|
2.618 |
1.1980 |
|
1.618 |
1.1915 |
|
1.000 |
1.1875 |
|
0.618 |
1.1850 |
|
HIGH |
1.1810 |
|
0.618 |
1.1785 |
|
0.500 |
1.1777 |
|
0.382 |
1.1769 |
|
LOW |
1.1745 |
|
0.618 |
1.1704 |
|
1.000 |
1.1680 |
|
1.618 |
1.1639 |
|
2.618 |
1.1574 |
|
4.250 |
1.1468 |
|
|
| Fisher Pivots for day following 10-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1777 |
1.1835 |
| PP |
1.1769 |
1.1808 |
| S1 |
1.1761 |
1.1780 |
|