CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 11-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2020 |
11-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1795 |
1.1750 |
-0.0045 |
-0.4% |
1.1790 |
| High |
1.1810 |
1.1817 |
0.0008 |
0.1% |
1.1926 |
| Low |
1.1745 |
1.1730 |
-0.0015 |
-0.1% |
1.1707 |
| Close |
1.1753 |
1.1754 |
0.0002 |
0.0% |
1.1791 |
| Range |
0.0065 |
0.0087 |
0.0022 |
33.8% |
0.0220 |
| ATR |
0.0096 |
0.0096 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
161,515 |
224,689 |
63,174 |
39.1% |
1,088,217 |
|
| Daily Pivots for day following 11-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2028 |
1.1978 |
1.1802 |
|
| R3 |
1.1941 |
1.1891 |
1.1778 |
|
| R2 |
1.1854 |
1.1854 |
1.1770 |
|
| R1 |
1.1804 |
1.1804 |
1.1762 |
1.1829 |
| PP |
1.1767 |
1.1767 |
1.1767 |
1.1780 |
| S1 |
1.1717 |
1.1717 |
1.1746 |
1.1742 |
| S2 |
1.1680 |
1.1680 |
1.1738 |
|
| S3 |
1.1593 |
1.1630 |
1.1730 |
|
| S4 |
1.1506 |
1.1543 |
1.1706 |
|
|
| 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 |
1.1730 |
0.0196 |
1.7% |
0.0098 |
0.8% |
12% |
False |
True |
213,539 |
| 10 |
1.1926 |
1.1707 |
0.0220 |
1.9% |
0.0104 |
0.9% |
22% |
False |
False |
225,460 |
| 20 |
1.1926 |
1.1385 |
0.0542 |
4.6% |
0.0094 |
0.8% |
68% |
False |
False |
222,013 |
| 40 |
1.1926 |
1.1190 |
0.0737 |
6.3% |
0.0090 |
0.8% |
77% |
False |
False |
196,625 |
| 60 |
1.1926 |
1.0827 |
0.1100 |
9.4% |
0.0092 |
0.8% |
84% |
False |
False |
153,480 |
| 80 |
1.1926 |
1.0763 |
0.1163 |
9.9% |
0.0088 |
0.7% |
85% |
False |
False |
115,263 |
| 100 |
1.1926 |
1.0701 |
0.1226 |
10.4% |
0.0095 |
0.8% |
86% |
False |
False |
92,312 |
| 120 |
1.1926 |
1.0701 |
0.1226 |
10.4% |
0.0102 |
0.9% |
86% |
False |
False |
77,024 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2187 |
|
2.618 |
1.2045 |
|
1.618 |
1.1958 |
|
1.000 |
1.1904 |
|
0.618 |
1.1871 |
|
HIGH |
1.1817 |
|
0.618 |
1.1784 |
|
0.500 |
1.1774 |
|
0.382 |
1.1763 |
|
LOW |
1.1730 |
|
0.618 |
1.1676 |
|
1.000 |
1.1643 |
|
1.618 |
1.1589 |
|
2.618 |
1.1502 |
|
4.250 |
1.1360 |
|
|
| Fisher Pivots for day following 11-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1774 |
1.1811 |
| PP |
1.1767 |
1.1792 |
| S1 |
1.1761 |
1.1773 |
|