CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 27-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2020 |
27-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1839 |
1.1837 |
-0.0003 |
0.0% |
1.1850 |
| High |
1.1845 |
1.1907 |
0.0062 |
0.5% |
1.1973 |
| Low |
1.1777 |
1.1766 |
-0.0011 |
-0.1% |
1.1759 |
| Close |
1.1820 |
1.1828 |
0.0009 |
0.1% |
1.1794 |
| Range |
0.0069 |
0.0141 |
0.0073 |
105.8% |
0.0215 |
| ATR |
0.0088 |
0.0092 |
0.0004 |
4.2% |
0.0000 |
| Volume |
164,948 |
336,033 |
171,085 |
103.7% |
954,074 |
|
| Daily Pivots for day following 27-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2256 |
1.2183 |
1.1906 |
|
| R3 |
1.2115 |
1.2042 |
1.1867 |
|
| R2 |
1.1974 |
1.1974 |
1.1854 |
|
| R1 |
1.1901 |
1.1901 |
1.1841 |
1.1867 |
| PP |
1.1833 |
1.1833 |
1.1833 |
1.1816 |
| S1 |
1.1760 |
1.1760 |
1.1815 |
1.1726 |
| S2 |
1.1692 |
1.1692 |
1.1802 |
|
| S3 |
1.1551 |
1.1619 |
1.1789 |
|
| S4 |
1.1410 |
1.1478 |
1.1750 |
|
|
| 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 |
1.1907 |
1.1759 |
0.0148 |
1.3% |
0.0093 |
0.8% |
47% |
True |
False |
198,325 |
| 10 |
1.1973 |
1.1759 |
0.0215 |
1.8% |
0.0087 |
0.7% |
32% |
False |
False |
190,363 |
| 20 |
1.1973 |
1.1707 |
0.0267 |
2.3% |
0.0094 |
0.8% |
46% |
False |
False |
204,723 |
| 40 |
1.1973 |
1.1237 |
0.0737 |
6.2% |
0.0091 |
0.8% |
80% |
False |
False |
206,343 |
| 60 |
1.1973 |
1.1190 |
0.0784 |
6.6% |
0.0093 |
0.8% |
81% |
False |
False |
190,928 |
| 80 |
1.1973 |
1.0797 |
0.1176 |
9.9% |
0.0089 |
0.8% |
88% |
False |
False |
143,922 |
| 100 |
1.1973 |
1.0763 |
0.1210 |
10.2% |
0.0089 |
0.7% |
88% |
False |
False |
115,229 |
| 120 |
1.1973 |
1.0701 |
0.1273 |
10.8% |
0.0101 |
0.9% |
89% |
False |
False |
96,134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2506 |
|
2.618 |
1.2276 |
|
1.618 |
1.2135 |
|
1.000 |
1.2048 |
|
0.618 |
1.1994 |
|
HIGH |
1.1907 |
|
0.618 |
1.1853 |
|
0.500 |
1.1836 |
|
0.382 |
1.1819 |
|
LOW |
1.1766 |
|
0.618 |
1.1678 |
|
1.000 |
1.1625 |
|
1.618 |
1.1537 |
|
2.618 |
1.1396 |
|
4.250 |
1.1166 |
|
|
| Fisher Pivots for day following 27-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1836 |
1.1836 |
| PP |
1.1833 |
1.1833 |
| S1 |
1.1831 |
1.1831 |
|