CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 18-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2020 |
18-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1850 |
1.1878 |
0.0028 |
0.2% |
1.1795 |
| High |
1.1888 |
1.1973 |
0.0085 |
0.7% |
1.1872 |
| Low |
1.1836 |
1.1875 |
0.0040 |
0.3% |
1.1719 |
| Close |
1.1873 |
1.1945 |
0.0073 |
0.6% |
1.1845 |
| Range |
0.0053 |
0.0098 |
0.0046 |
86.7% |
0.0153 |
| ATR |
0.0091 |
0.0091 |
0.0001 |
0.8% |
0.0000 |
| Volume |
128,995 |
206,561 |
77,566 |
60.1% |
935,261 |
|
| Daily Pivots for day following 18-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2225 |
1.2183 |
1.1999 |
|
| R3 |
1.2127 |
1.2085 |
1.1972 |
|
| R2 |
1.2029 |
1.2029 |
1.1963 |
|
| R1 |
1.1987 |
1.1987 |
1.1954 |
1.2008 |
| PP |
1.1931 |
1.1931 |
1.1931 |
1.1942 |
| S1 |
1.1889 |
1.1889 |
1.1936 |
1.1910 |
| S2 |
1.1833 |
1.1833 |
1.1927 |
|
| S3 |
1.1735 |
1.1791 |
1.1918 |
|
| S4 |
1.1637 |
1.1693 |
1.1891 |
|
|
| 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 |
1.1973 |
1.1719 |
0.0254 |
2.1% |
0.0081 |
0.7% |
89% |
True |
False |
176,922 |
| 10 |
1.1973 |
1.1719 |
0.0254 |
2.1% |
0.0090 |
0.8% |
89% |
True |
False |
195,230 |
| 20 |
1.1973 |
1.1521 |
0.0453 |
3.8% |
0.0096 |
0.8% |
94% |
True |
False |
216,211 |
| 40 |
1.1973 |
1.1202 |
0.0771 |
6.5% |
0.0088 |
0.7% |
96% |
True |
False |
199,673 |
| 60 |
1.1973 |
1.0896 |
0.1078 |
9.0% |
0.0092 |
0.8% |
97% |
True |
False |
168,148 |
| 80 |
1.1973 |
1.0797 |
0.1176 |
9.8% |
0.0088 |
0.7% |
98% |
True |
False |
126,298 |
| 100 |
1.1973 |
1.0763 |
0.1210 |
10.1% |
0.0091 |
0.8% |
98% |
True |
False |
101,119 |
| 120 |
1.1973 |
1.0701 |
0.1273 |
10.7% |
0.0102 |
0.9% |
98% |
True |
False |
84,377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2390 |
|
2.618 |
1.2230 |
|
1.618 |
1.2132 |
|
1.000 |
1.2071 |
|
0.618 |
1.2034 |
|
HIGH |
1.1973 |
|
0.618 |
1.1936 |
|
0.500 |
1.1924 |
|
0.382 |
1.1912 |
|
LOW |
1.1875 |
|
0.618 |
1.1814 |
|
1.000 |
1.1777 |
|
1.618 |
1.1716 |
|
2.618 |
1.1618 |
|
4.250 |
1.1459 |
|
|
| Fisher Pivots for day following 18-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1938 |
1.1924 |
| PP |
1.1931 |
1.1902 |
| S1 |
1.1924 |
1.1881 |
|