CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 05-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2020 |
05-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1796 |
1.1831 |
0.0036 |
0.3% |
1.1681 |
| High |
1.1838 |
1.1936 |
0.0098 |
0.8% |
1.1942 |
| Low |
1.1753 |
1.1825 |
0.0072 |
0.6% |
1.1678 |
| Close |
1.1813 |
1.1892 |
0.0079 |
0.7% |
1.1821 |
| Range |
0.0085 |
0.0111 |
0.0026 |
30.6% |
0.0265 |
| ATR |
0.0093 |
0.0095 |
0.0002 |
2.3% |
0.0000 |
| Volume |
796 |
1,428 |
632 |
79.4% |
6,629 |
|
| Daily Pivots for day following 05-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2217 |
1.2165 |
1.1953 |
|
| R3 |
1.2106 |
1.2054 |
1.1922 |
|
| R2 |
1.1995 |
1.1995 |
1.1912 |
|
| R1 |
1.1943 |
1.1943 |
1.1902 |
1.1969 |
| PP |
1.1884 |
1.1884 |
1.1884 |
1.1897 |
| S1 |
1.1832 |
1.1832 |
1.1881 |
1.1858 |
| S2 |
1.1773 |
1.1773 |
1.1871 |
|
| S3 |
1.1662 |
1.1721 |
1.1861 |
|
| S4 |
1.1551 |
1.1610 |
1.1830 |
|
|
| Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2607 |
1.2479 |
1.1966 |
|
| R3 |
1.2343 |
1.2214 |
1.1894 |
|
| R2 |
1.2078 |
1.2078 |
1.1869 |
|
| R1 |
1.1950 |
1.1950 |
1.1845 |
1.2014 |
| PP |
1.1814 |
1.1814 |
1.1814 |
1.1846 |
| S1 |
1.1685 |
1.1685 |
1.1797 |
1.1749 |
| S2 |
1.1549 |
1.1549 |
1.1773 |
|
| S3 |
1.1285 |
1.1421 |
1.1748 |
|
| S4 |
1.1020 |
1.1156 |
1.1676 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1942 |
1.1729 |
0.0213 |
1.8% |
0.0112 |
0.9% |
76% |
False |
False |
1,431 |
| 10 |
1.1942 |
1.1577 |
0.0366 |
3.1% |
0.0102 |
0.9% |
86% |
False |
False |
1,152 |
| 20 |
1.1942 |
1.1293 |
0.0649 |
5.5% |
0.0090 |
0.8% |
92% |
False |
False |
991 |
| 40 |
1.1942 |
1.1214 |
0.0728 |
6.1% |
0.0090 |
0.8% |
93% |
False |
False |
713 |
| 60 |
1.1942 |
1.0826 |
0.1116 |
9.4% |
0.0088 |
0.7% |
95% |
False |
False |
512 |
| 80 |
1.1942 |
1.0789 |
0.1154 |
9.7% |
0.0082 |
0.7% |
96% |
False |
False |
422 |
| 100 |
1.1942 |
1.0730 |
0.1212 |
10.2% |
0.0093 |
0.8% |
96% |
False |
False |
361 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2407 |
|
2.618 |
1.2226 |
|
1.618 |
1.2115 |
|
1.000 |
1.2047 |
|
0.618 |
1.2004 |
|
HIGH |
1.1936 |
|
0.618 |
1.1893 |
|
0.500 |
1.1880 |
|
0.382 |
1.1867 |
|
LOW |
1.1825 |
|
0.618 |
1.1756 |
|
1.000 |
1.1714 |
|
1.618 |
1.1645 |
|
2.618 |
1.1534 |
|
4.250 |
1.1353 |
|
|
| Fisher Pivots for day following 05-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1888 |
1.1872 |
| PP |
1.1884 |
1.1852 |
| S1 |
1.1880 |
1.1832 |
|