CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 01-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2020 |
01-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1914 |
1.1941 |
0.0027 |
0.2% |
1.1800 |
| High |
1.1970 |
1.2015 |
0.0046 |
0.4% |
1.1924 |
| Low |
1.1888 |
1.1905 |
0.0017 |
0.1% |
1.1766 |
| Close |
1.1940 |
1.1913 |
-0.0027 |
-0.2% |
1.1895 |
| Range |
0.0082 |
0.0111 |
0.0029 |
34.8% |
0.0158 |
| ATR |
0.0093 |
0.0094 |
0.0001 |
1.4% |
0.0000 |
| Volume |
200,188 |
263,767 |
63,579 |
31.8% |
1,032,292 |
|
| Daily Pivots for day following 01-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2276 |
1.2205 |
1.1974 |
|
| R3 |
1.2165 |
1.2094 |
1.1943 |
|
| R2 |
1.2055 |
1.2055 |
1.1933 |
|
| R1 |
1.1984 |
1.1984 |
1.1923 |
1.1964 |
| PP |
1.1944 |
1.1944 |
1.1944 |
1.1934 |
| S1 |
1.1873 |
1.1873 |
1.1903 |
1.1854 |
| S2 |
1.1834 |
1.1834 |
1.1893 |
|
| S3 |
1.1723 |
1.1763 |
1.1883 |
|
| S4 |
1.1613 |
1.1652 |
1.1852 |
|
|
| 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 |
1.2015 |
1.1766 |
0.0250 |
2.1% |
0.0102 |
0.9% |
59% |
True |
False |
240,240 |
| 10 |
1.2015 |
1.1759 |
0.0257 |
2.2% |
0.0096 |
0.8% |
60% |
True |
False |
211,476 |
| 20 |
1.2015 |
1.1719 |
0.0296 |
2.5% |
0.0093 |
0.8% |
66% |
True |
False |
203,353 |
| 40 |
1.2015 |
1.1270 |
0.0745 |
6.3% |
0.0092 |
0.8% |
86% |
True |
False |
209,189 |
| 60 |
1.2015 |
1.1190 |
0.0826 |
6.9% |
0.0092 |
0.8% |
88% |
True |
False |
200,596 |
| 80 |
1.2015 |
1.0803 |
0.1213 |
10.2% |
0.0091 |
0.8% |
92% |
True |
False |
152,653 |
| 100 |
1.2015 |
1.0763 |
0.1252 |
10.5% |
0.0088 |
0.7% |
92% |
True |
False |
122,223 |
| 120 |
1.2015 |
1.0701 |
0.1315 |
11.0% |
0.0100 |
0.8% |
92% |
True |
False |
101,962 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2485 |
|
2.618 |
1.2304 |
|
1.618 |
1.2194 |
|
1.000 |
1.2126 |
|
0.618 |
1.2083 |
|
HIGH |
1.2015 |
|
0.618 |
1.1973 |
|
0.500 |
1.1960 |
|
0.382 |
1.1947 |
|
LOW |
1.1905 |
|
0.618 |
1.1836 |
|
1.000 |
1.1794 |
|
1.618 |
1.1726 |
|
2.618 |
1.1615 |
|
4.250 |
1.1435 |
|
|
| Fisher Pivots for day following 01-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1960 |
1.1915 |
| PP |
1.1944 |
1.1914 |
| S1 |
1.1929 |
1.1914 |
|