CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 26-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2020 |
26-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1794 |
1.1839 |
0.0046 |
0.4% |
1.1850 |
| High |
1.1849 |
1.1845 |
-0.0004 |
0.0% |
1.1973 |
| Low |
1.1789 |
1.1777 |
-0.0013 |
-0.1% |
1.1759 |
| Close |
1.1838 |
1.1820 |
-0.0019 |
-0.2% |
1.1794 |
| Range |
0.0060 |
0.0069 |
0.0009 |
15.1% |
0.0215 |
| ATR |
0.0090 |
0.0088 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
154,929 |
164,948 |
10,019 |
6.5% |
954,074 |
|
| Daily Pivots for day following 26-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2019 |
1.1988 |
1.1857 |
|
| R3 |
1.1951 |
1.1919 |
1.1838 |
|
| R2 |
1.1882 |
1.1882 |
1.1832 |
|
| R1 |
1.1851 |
1.1851 |
1.1826 |
1.1832 |
| PP |
1.1814 |
1.1814 |
1.1814 |
1.1804 |
| S1 |
1.1782 |
1.1782 |
1.1813 |
1.1764 |
| S2 |
1.1745 |
1.1745 |
1.1807 |
|
| S3 |
1.1677 |
1.1714 |
1.1801 |
|
| S4 |
1.1608 |
1.1645 |
1.1782 |
|
|
| Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2485 |
1.2354 |
1.1911 |
|
| R3 |
1.2271 |
1.2139 |
1.1852 |
|
| R2 |
1.2056 |
1.2056 |
1.1833 |
|
| R1 |
1.1925 |
1.1925 |
1.1813 |
1.1883 |
| PP |
1.1842 |
1.1842 |
1.1842 |
1.1821 |
| S1 |
1.1710 |
1.1710 |
1.1774 |
1.1669 |
| S2 |
1.1627 |
1.1627 |
1.1754 |
|
| S3 |
1.1413 |
1.1496 |
1.1735 |
|
| S4 |
1.1198 |
1.1281 |
1.1676 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1888 |
1.1759 |
0.0130 |
1.1% |
0.0078 |
0.7% |
47% |
False |
False |
171,835 |
| 10 |
1.1973 |
1.1759 |
0.0215 |
1.8% |
0.0081 |
0.7% |
28% |
False |
False |
176,251 |
| 20 |
1.1973 |
1.1707 |
0.0267 |
2.3% |
0.0093 |
0.8% |
42% |
False |
False |
199,892 |
| 40 |
1.1973 |
1.1202 |
0.0771 |
6.5% |
0.0090 |
0.8% |
80% |
False |
False |
202,353 |
| 60 |
1.1973 |
1.1190 |
0.0784 |
6.6% |
0.0092 |
0.8% |
80% |
False |
False |
185,582 |
| 80 |
1.1973 |
1.0797 |
0.1176 |
9.9% |
0.0089 |
0.7% |
87% |
False |
False |
139,726 |
| 100 |
1.1973 |
1.0763 |
0.1210 |
10.2% |
0.0088 |
0.7% |
87% |
False |
False |
111,873 |
| 120 |
1.1973 |
1.0701 |
0.1273 |
10.8% |
0.0101 |
0.9% |
88% |
False |
False |
93,338 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2136 |
|
2.618 |
1.2024 |
|
1.618 |
1.1956 |
|
1.000 |
1.1914 |
|
0.618 |
1.1887 |
|
HIGH |
1.1845 |
|
0.618 |
1.1819 |
|
0.500 |
1.1811 |
|
0.382 |
1.1803 |
|
LOW |
1.1777 |
|
0.618 |
1.1734 |
|
1.000 |
1.1708 |
|
1.618 |
1.1666 |
|
2.618 |
1.1597 |
|
4.250 |
1.1485 |
|
|
| Fisher Pivots for day following 26-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1817 |
1.1818 |
| PP |
1.1814 |
1.1817 |
| S1 |
1.1811 |
1.1816 |
|