CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 28-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2020 |
28-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1837 |
1.1825 |
-0.0012 |
-0.1% |
1.1800 |
| High |
1.1907 |
1.1924 |
0.0017 |
0.1% |
1.1924 |
| Low |
1.1766 |
1.1815 |
0.0049 |
0.4% |
1.1766 |
| Close |
1.1828 |
1.1895 |
0.0067 |
0.6% |
1.1895 |
| Range |
0.0141 |
0.0109 |
-0.0032 |
-22.7% |
0.0158 |
| ATR |
0.0092 |
0.0093 |
0.0001 |
1.3% |
0.0000 |
| Volume |
336,033 |
236,265 |
-99,768 |
-29.7% |
1,032,292 |
|
| Daily Pivots for day following 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2205 |
1.2159 |
1.1954 |
|
| R3 |
1.2096 |
1.2050 |
1.1924 |
|
| R2 |
1.1987 |
1.1987 |
1.1914 |
|
| R1 |
1.1941 |
1.1941 |
1.1904 |
1.1964 |
| PP |
1.1878 |
1.1878 |
1.1878 |
1.1889 |
| S1 |
1.1832 |
1.1832 |
1.1885 |
1.1855 |
| S2 |
1.1769 |
1.1769 |
1.1875 |
|
| S3 |
1.1660 |
1.1723 |
1.1865 |
|
| S4 |
1.1551 |
1.1614 |
1.1835 |
|
|
| Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2335 |
1.2273 |
1.1981 |
|
| R3 |
1.2177 |
1.2115 |
1.1938 |
|
| R2 |
1.2019 |
1.2019 |
1.1923 |
|
| R1 |
1.1957 |
1.1957 |
1.1909 |
1.1988 |
| PP |
1.1861 |
1.1861 |
1.1861 |
1.1877 |
| S1 |
1.1799 |
1.1799 |
1.1880 |
1.1830 |
| S2 |
1.1703 |
1.1703 |
1.1866 |
|
| S3 |
1.1545 |
1.1641 |
1.1851 |
|
| S4 |
1.1387 |
1.1483 |
1.1808 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1924 |
1.1766 |
0.0158 |
1.3% |
0.0089 |
0.7% |
82% |
True |
False |
206,458 |
| 10 |
1.1973 |
1.1759 |
0.0215 |
1.8% |
0.0091 |
0.8% |
63% |
False |
False |
198,636 |
| 20 |
1.1973 |
1.1707 |
0.0267 |
2.2% |
0.0092 |
0.8% |
71% |
False |
False |
200,492 |
| 40 |
1.1973 |
1.1237 |
0.0737 |
6.2% |
0.0092 |
0.8% |
89% |
False |
False |
208,044 |
| 60 |
1.1973 |
1.1190 |
0.0784 |
6.6% |
0.0092 |
0.8% |
90% |
False |
False |
194,258 |
| 80 |
1.1973 |
1.0797 |
0.1176 |
9.9% |
0.0090 |
0.8% |
93% |
False |
False |
146,867 |
| 100 |
1.1973 |
1.0763 |
0.1210 |
10.2% |
0.0088 |
0.7% |
94% |
False |
False |
117,587 |
| 120 |
1.1973 |
1.0701 |
0.1273 |
10.7% |
0.0101 |
0.9% |
94% |
False |
False |
98,101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2387 |
|
2.618 |
1.2209 |
|
1.618 |
1.2100 |
|
1.000 |
1.2033 |
|
0.618 |
1.1991 |
|
HIGH |
1.1924 |
|
0.618 |
1.1882 |
|
0.500 |
1.1869 |
|
0.382 |
1.1856 |
|
LOW |
1.1815 |
|
0.618 |
1.1747 |
|
1.000 |
1.1706 |
|
1.618 |
1.1638 |
|
2.618 |
1.1529 |
|
4.250 |
1.1351 |
|
|
| Fisher Pivots for day following 28-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1886 |
1.1878 |
| PP |
1.1878 |
1.1861 |
| S1 |
1.1869 |
1.1845 |
|