CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 17-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2020 |
17-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1823 |
1.1850 |
0.0027 |
0.2% |
1.1795 |
| High |
1.1858 |
1.1888 |
0.0031 |
0.3% |
1.1872 |
| Low |
1.1789 |
1.1836 |
0.0047 |
0.4% |
1.1719 |
| Close |
1.1845 |
1.1873 |
0.0028 |
0.2% |
1.1845 |
| Range |
0.0069 |
0.0053 |
-0.0017 |
-23.9% |
0.0153 |
| ATR |
0.0093 |
0.0091 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
153,531 |
128,995 |
-24,536 |
-16.0% |
935,261 |
|
| Daily Pivots for day following 17-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2023 |
1.2000 |
1.1901 |
|
| R3 |
1.1970 |
1.1948 |
1.1887 |
|
| R2 |
1.1918 |
1.1918 |
1.1882 |
|
| R1 |
1.1895 |
1.1895 |
1.1877 |
1.1907 |
| PP |
1.1865 |
1.1865 |
1.1865 |
1.1871 |
| S1 |
1.1843 |
1.1843 |
1.1868 |
1.1854 |
| S2 |
1.1813 |
1.1813 |
1.1863 |
|
| S3 |
1.1760 |
1.1790 |
1.1858 |
|
| S4 |
1.1708 |
1.1738 |
1.1844 |
|
|
| 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 |
1.1888 |
1.1719 |
0.0169 |
1.4% |
0.0079 |
0.7% |
91% |
True |
False |
180,548 |
| 10 |
1.1926 |
1.1719 |
0.0207 |
1.7% |
0.0089 |
0.7% |
74% |
False |
False |
194,009 |
| 20 |
1.1926 |
1.1437 |
0.0490 |
4.1% |
0.0097 |
0.8% |
89% |
False |
False |
218,527 |
| 40 |
1.1926 |
1.1190 |
0.0737 |
6.2% |
0.0088 |
0.7% |
93% |
False |
False |
197,453 |
| 60 |
1.1926 |
1.0896 |
0.1031 |
8.7% |
0.0092 |
0.8% |
95% |
False |
False |
164,712 |
| 80 |
1.1926 |
1.0763 |
0.1163 |
9.8% |
0.0088 |
0.7% |
95% |
False |
False |
123,722 |
| 100 |
1.1926 |
1.0763 |
0.1163 |
9.8% |
0.0091 |
0.8% |
95% |
False |
False |
99,063 |
| 120 |
1.1926 |
1.0701 |
0.1226 |
10.3% |
0.0102 |
0.9% |
96% |
False |
False |
82,664 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2111 |
|
2.618 |
1.2025 |
|
1.618 |
1.1973 |
|
1.000 |
1.1941 |
|
0.618 |
1.1920 |
|
HIGH |
1.1888 |
|
0.618 |
1.1868 |
|
0.500 |
1.1862 |
|
0.382 |
1.1856 |
|
LOW |
1.1836 |
|
0.618 |
1.1803 |
|
1.000 |
1.1783 |
|
1.618 |
1.1751 |
|
2.618 |
1.1698 |
|
4.250 |
1.1612 |
|
|
| Fisher Pivots for day following 17-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1869 |
1.1861 |
| PP |
1.1865 |
1.1850 |
| S1 |
1.1862 |
1.1838 |
|