CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 12-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2020 |
12-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1750 |
1.1748 |
-0.0002 |
0.0% |
1.1790 |
| High |
1.1817 |
1.1826 |
0.0009 |
0.1% |
1.1926 |
| Low |
1.1730 |
1.1719 |
-0.0011 |
-0.1% |
1.1707 |
| Close |
1.1754 |
1.1793 |
0.0039 |
0.3% |
1.1791 |
| Range |
0.0087 |
0.0107 |
0.0020 |
23.0% |
0.0220 |
| ATR |
0.0096 |
0.0096 |
0.0001 |
0.8% |
0.0000 |
| Volume |
224,689 |
200,610 |
-24,079 |
-10.7% |
1,088,217 |
|
| Daily Pivots for day following 12-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2100 |
1.2053 |
1.1851 |
|
| R3 |
1.1993 |
1.1946 |
1.1822 |
|
| R2 |
1.1886 |
1.1886 |
1.1812 |
|
| R1 |
1.1839 |
1.1839 |
1.1802 |
1.1863 |
| PP |
1.1779 |
1.1779 |
1.1779 |
1.1791 |
| S1 |
1.1732 |
1.1732 |
1.1783 |
1.1756 |
| S2 |
1.1672 |
1.1672 |
1.1773 |
|
| S3 |
1.1565 |
1.1625 |
1.1763 |
|
| S4 |
1.1458 |
1.1518 |
1.1734 |
|
|
| 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 |
1.1719 |
0.0207 |
1.8% |
0.0097 |
0.8% |
36% |
False |
True |
211,540 |
| 10 |
1.1926 |
1.1707 |
0.0220 |
1.9% |
0.0105 |
0.9% |
39% |
False |
False |
223,532 |
| 20 |
1.1926 |
1.1385 |
0.0542 |
4.6% |
0.0097 |
0.8% |
75% |
False |
False |
222,600 |
| 40 |
1.1926 |
1.1190 |
0.0737 |
6.2% |
0.0090 |
0.8% |
82% |
False |
False |
197,041 |
| 60 |
1.1926 |
1.0896 |
0.1031 |
8.7% |
0.0092 |
0.8% |
87% |
False |
False |
156,807 |
| 80 |
1.1926 |
1.0763 |
0.1163 |
9.9% |
0.0089 |
0.8% |
89% |
False |
False |
117,768 |
| 100 |
1.1926 |
1.0701 |
0.1226 |
10.4% |
0.0094 |
0.8% |
89% |
False |
False |
94,311 |
| 120 |
1.1926 |
1.0701 |
0.1226 |
10.4% |
0.0102 |
0.9% |
89% |
False |
False |
78,694 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2281 |
|
2.618 |
1.2106 |
|
1.618 |
1.1999 |
|
1.000 |
1.1933 |
|
0.618 |
1.1892 |
|
HIGH |
1.1826 |
|
0.618 |
1.1785 |
|
0.500 |
1.1773 |
|
0.382 |
1.1760 |
|
LOW |
1.1719 |
|
0.618 |
1.1653 |
|
1.000 |
1.1612 |
|
1.618 |
1.1546 |
|
2.618 |
1.1439 |
|
4.250 |
1.1264 |
|
|
| Fisher Pivots for day following 12-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1786 |
1.1786 |
| PP |
1.1779 |
1.1779 |
| S1 |
1.1773 |
1.1773 |
|