CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 02-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2020 |
02-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1941 |
1.1918 |
-0.0023 |
-0.2% |
1.1800 |
| High |
1.2015 |
1.1932 |
-0.0084 |
-0.7% |
1.1924 |
| Low |
1.1905 |
1.1825 |
-0.0080 |
-0.7% |
1.1766 |
| Close |
1.1913 |
1.1828 |
-0.0085 |
-0.7% |
1.1895 |
| Range |
0.0111 |
0.0107 |
-0.0004 |
-3.2% |
0.0158 |
| ATR |
0.0094 |
0.0095 |
0.0001 |
1.0% |
0.0000 |
| Volume |
263,767 |
241,988 |
-21,779 |
-8.3% |
1,032,292 |
|
| Daily Pivots for day following 02-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2182 |
1.2112 |
1.1887 |
|
| R3 |
1.2075 |
1.2005 |
1.1857 |
|
| R2 |
1.1968 |
1.1968 |
1.1848 |
|
| R1 |
1.1898 |
1.1898 |
1.1838 |
1.1880 |
| PP |
1.1861 |
1.1861 |
1.1861 |
1.1852 |
| S1 |
1.1791 |
1.1791 |
1.1818 |
1.1773 |
| S2 |
1.1754 |
1.1754 |
1.1808 |
|
| S3 |
1.1647 |
1.1684 |
1.1799 |
|
| S4 |
1.1540 |
1.1577 |
1.1769 |
|
|
| 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% |
0.0110 |
0.9% |
25% |
False |
False |
255,648 |
| 10 |
1.2015 |
1.1759 |
0.0257 |
2.2% |
0.0094 |
0.8% |
27% |
False |
False |
213,741 |
| 20 |
1.2015 |
1.1719 |
0.0296 |
2.5% |
0.0093 |
0.8% |
37% |
False |
False |
204,922 |
| 40 |
1.2015 |
1.1270 |
0.0745 |
6.3% |
0.0092 |
0.8% |
75% |
False |
False |
210,717 |
| 60 |
1.2015 |
1.1190 |
0.0826 |
7.0% |
0.0092 |
0.8% |
77% |
False |
False |
202,232 |
| 80 |
1.2015 |
1.0803 |
0.1213 |
10.3% |
0.0091 |
0.8% |
85% |
False |
False |
155,674 |
| 100 |
1.2015 |
1.0763 |
0.1252 |
10.6% |
0.0089 |
0.8% |
85% |
False |
False |
124,642 |
| 120 |
1.2015 |
1.0701 |
0.1315 |
11.1% |
0.0099 |
0.8% |
86% |
False |
False |
103,974 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2386 |
|
2.618 |
1.2212 |
|
1.618 |
1.2105 |
|
1.000 |
1.2039 |
|
0.618 |
1.1998 |
|
HIGH |
1.1932 |
|
0.618 |
1.1891 |
|
0.500 |
1.1878 |
|
0.382 |
1.1865 |
|
LOW |
1.1825 |
|
0.618 |
1.1758 |
|
1.000 |
1.1718 |
|
1.618 |
1.1651 |
|
2.618 |
1.1544 |
|
4.250 |
1.1370 |
|
|
| Fisher Pivots for day following 02-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1878 |
1.1920 |
| PP |
1.1861 |
1.1889 |
| S1 |
1.1845 |
1.1859 |
|