CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 31-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2020 |
31-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1825 |
1.1914 |
0.0090 |
0.8% |
1.1800 |
| High |
1.1924 |
1.1970 |
0.0046 |
0.4% |
1.1924 |
| Low |
1.1815 |
1.1888 |
0.0073 |
0.6% |
1.1766 |
| Close |
1.1895 |
1.1940 |
0.0045 |
0.4% |
1.1895 |
| Range |
0.0109 |
0.0082 |
-0.0027 |
-24.8% |
0.0158 |
| ATR |
0.0093 |
0.0093 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
236,265 |
200,188 |
-36,077 |
-15.3% |
1,032,292 |
|
| Daily Pivots for day following 31-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2178 |
1.2141 |
1.1985 |
|
| R3 |
1.2096 |
1.2059 |
1.1962 |
|
| R2 |
1.2014 |
1.2014 |
1.1955 |
|
| R1 |
1.1977 |
1.1977 |
1.1947 |
1.1996 |
| PP |
1.1932 |
1.1932 |
1.1932 |
1.1942 |
| S1 |
1.1895 |
1.1895 |
1.1932 |
1.1914 |
| S2 |
1.1850 |
1.1850 |
1.1924 |
|
| S3 |
1.1768 |
1.1813 |
1.1917 |
|
| S4 |
1.1686 |
1.1731 |
1.1894 |
|
|
| 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 |
1.1970 |
1.1766 |
0.0204 |
1.7% |
0.0092 |
0.8% |
85% |
True |
False |
218,472 |
| 10 |
1.1973 |
1.1759 |
0.0215 |
1.8% |
0.0094 |
0.8% |
84% |
False |
False |
205,755 |
| 20 |
1.1973 |
1.1719 |
0.0254 |
2.1% |
0.0092 |
0.8% |
87% |
False |
False |
199,882 |
| 40 |
1.1973 |
1.1270 |
0.0703 |
5.9% |
0.0091 |
0.8% |
95% |
False |
False |
206,911 |
| 60 |
1.1973 |
1.1190 |
0.0784 |
6.6% |
0.0091 |
0.8% |
96% |
False |
False |
197,037 |
| 80 |
1.1973 |
1.0803 |
0.1171 |
9.8% |
0.0090 |
0.8% |
97% |
False |
False |
149,361 |
| 100 |
1.1973 |
1.0763 |
0.1210 |
10.1% |
0.0088 |
0.7% |
97% |
False |
False |
119,588 |
| 120 |
1.1973 |
1.0701 |
0.1273 |
10.7% |
0.0101 |
0.8% |
97% |
False |
False |
99,767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2318 |
|
2.618 |
1.2184 |
|
1.618 |
1.2102 |
|
1.000 |
1.2052 |
|
0.618 |
1.2020 |
|
HIGH |
1.1970 |
|
0.618 |
1.1938 |
|
0.500 |
1.1929 |
|
0.382 |
1.1919 |
|
LOW |
1.1888 |
|
0.618 |
1.1837 |
|
1.000 |
1.1806 |
|
1.618 |
1.1755 |
|
2.618 |
1.1673 |
|
4.250 |
1.1539 |
|
|
| Fisher Pivots for day following 31-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1936 |
1.1916 |
| PP |
1.1932 |
1.1892 |
| S1 |
1.1929 |
1.1868 |
|