CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 20-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2020 |
20-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1941 |
1.1847 |
-0.0094 |
-0.8% |
1.1795 |
| High |
1.1960 |
1.1875 |
-0.0085 |
-0.7% |
1.1872 |
| Low |
1.1836 |
1.1808 |
-0.0029 |
-0.2% |
1.1719 |
| Close |
1.1862 |
1.1858 |
-0.0004 |
0.0% |
1.1845 |
| Range |
0.0124 |
0.0067 |
-0.0057 |
-45.7% |
0.0153 |
| ATR |
0.0094 |
0.0092 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
219,334 |
203,582 |
-15,752 |
-7.2% |
935,261 |
|
| Daily Pivots for day following 20-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2048 |
1.2020 |
1.1895 |
|
| R3 |
1.1981 |
1.1953 |
1.1876 |
|
| R2 |
1.1914 |
1.1914 |
1.1870 |
|
| R1 |
1.1886 |
1.1886 |
1.1864 |
1.1900 |
| PP |
1.1847 |
1.1847 |
1.1847 |
1.1854 |
| S1 |
1.1819 |
1.1819 |
1.1852 |
1.1833 |
| S2 |
1.1780 |
1.1780 |
1.1846 |
|
| S3 |
1.1713 |
1.1752 |
1.1840 |
|
| S4 |
1.1646 |
1.1685 |
1.1821 |
|
|
| 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 |
1.1789 |
0.0185 |
1.6% |
0.0082 |
0.7% |
38% |
False |
False |
182,400 |
| 10 |
1.1973 |
1.1719 |
0.0254 |
2.1% |
0.0088 |
0.7% |
55% |
False |
False |
193,077 |
| 20 |
1.1973 |
1.1595 |
0.0379 |
3.2% |
0.0096 |
0.8% |
70% |
False |
False |
212,664 |
| 40 |
1.1973 |
1.1202 |
0.0771 |
6.5% |
0.0088 |
0.7% |
85% |
False |
False |
201,873 |
| 60 |
1.1973 |
1.1018 |
0.0956 |
8.1% |
0.0092 |
0.8% |
88% |
False |
False |
175,082 |
| 80 |
1.1973 |
1.0797 |
0.1176 |
9.9% |
0.0089 |
0.8% |
90% |
False |
False |
131,573 |
| 100 |
1.1973 |
1.0763 |
0.1210 |
10.2% |
0.0089 |
0.8% |
90% |
False |
False |
105,332 |
| 120 |
1.1973 |
1.0701 |
0.1273 |
10.7% |
0.0102 |
0.9% |
91% |
False |
False |
87,889 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2159 |
|
2.618 |
1.2050 |
|
1.618 |
1.1983 |
|
1.000 |
1.1942 |
|
0.618 |
1.1916 |
|
HIGH |
1.1875 |
|
0.618 |
1.1849 |
|
0.500 |
1.1841 |
|
0.382 |
1.1833 |
|
LOW |
1.1808 |
|
0.618 |
1.1766 |
|
1.000 |
1.1741 |
|
1.618 |
1.1699 |
|
2.618 |
1.1632 |
|
4.250 |
1.1523 |
|
|
| Fisher Pivots for day following 20-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1852 |
1.1890 |
| PP |
1.1847 |
1.1880 |
| S1 |
1.1841 |
1.1869 |
|