CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 14-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2020 |
14-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1793 |
1.1823 |
0.0030 |
0.3% |
1.1795 |
| High |
1.1872 |
1.1858 |
-0.0015 |
-0.1% |
1.1872 |
| Low |
1.1792 |
1.1789 |
-0.0003 |
0.0% |
1.1719 |
| Close |
1.1807 |
1.1845 |
0.0039 |
0.3% |
1.1845 |
| Range |
0.0081 |
0.0069 |
-0.0012 |
-14.3% |
0.0153 |
| ATR |
0.0095 |
0.0093 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
194,916 |
153,531 |
-41,385 |
-21.2% |
935,261 |
|
| Daily Pivots for day following 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2037 |
1.2010 |
1.1883 |
|
| R3 |
1.1968 |
1.1941 |
1.1864 |
|
| R2 |
1.1899 |
1.1899 |
1.1858 |
|
| R1 |
1.1872 |
1.1872 |
1.1851 |
1.1886 |
| PP |
1.1830 |
1.1830 |
1.1830 |
1.1837 |
| S1 |
1.1803 |
1.1803 |
1.1839 |
1.1817 |
| S2 |
1.1761 |
1.1761 |
1.1832 |
|
| S3 |
1.1692 |
1.1734 |
1.1826 |
|
| S4 |
1.1623 |
1.1665 |
1.1807 |
|
|
| Weekly Pivots for week ending 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2271 |
1.2211 |
1.1929 |
|
| R3 |
1.2118 |
1.2058 |
1.1887 |
|
| R2 |
1.1965 |
1.1965 |
1.1873 |
|
| R1 |
1.1905 |
1.1905 |
1.1859 |
1.1935 |
| PP |
1.1812 |
1.1812 |
1.1812 |
1.1827 |
| S1 |
1.1752 |
1.1752 |
1.1831 |
1.1782 |
| S2 |
1.1659 |
1.1659 |
1.1817 |
|
| S3 |
1.1506 |
1.1599 |
1.1803 |
|
| S4 |
1.1353 |
1.1446 |
1.1761 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1872 |
1.1719 |
0.0153 |
1.3% |
0.0082 |
0.7% |
82% |
False |
False |
187,052 |
| 10 |
1.1926 |
1.1707 |
0.0220 |
1.9% |
0.0093 |
0.8% |
63% |
False |
False |
202,347 |
| 20 |
1.1926 |
1.1417 |
0.0510 |
4.3% |
0.0097 |
0.8% |
84% |
False |
False |
222,152 |
| 40 |
1.1926 |
1.1190 |
0.0737 |
6.2% |
0.0089 |
0.8% |
89% |
False |
False |
198,482 |
| 60 |
1.1926 |
1.0896 |
0.1031 |
8.7% |
0.0092 |
0.8% |
92% |
False |
False |
162,580 |
| 80 |
1.1926 |
1.0763 |
0.1163 |
9.8% |
0.0089 |
0.7% |
93% |
False |
False |
122,114 |
| 100 |
1.1926 |
1.0763 |
0.1163 |
9.8% |
0.0092 |
0.8% |
93% |
False |
False |
97,778 |
| 120 |
1.1926 |
1.0701 |
0.1226 |
10.3% |
0.0102 |
0.9% |
93% |
False |
False |
81,591 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2151 |
|
2.618 |
1.2038 |
|
1.618 |
1.1969 |
|
1.000 |
1.1927 |
|
0.618 |
1.1900 |
|
HIGH |
1.1858 |
|
0.618 |
1.1831 |
|
0.500 |
1.1823 |
|
0.382 |
1.1815 |
|
LOW |
1.1789 |
|
0.618 |
1.1746 |
|
1.000 |
1.1720 |
|
1.618 |
1.1677 |
|
2.618 |
1.1608 |
|
4.250 |
1.1495 |
|
|
| Fisher Pivots for day following 14-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1838 |
1.1829 |
| PP |
1.1830 |
1.1812 |
| S1 |
1.1823 |
1.1796 |
|