CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 06-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2020 |
06-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1831 |
1.1899 |
0.0068 |
0.6% |
1.1681 |
| High |
1.1936 |
1.1949 |
0.0013 |
0.1% |
1.1942 |
| Low |
1.1825 |
1.1848 |
0.0023 |
0.2% |
1.1678 |
| Close |
1.1892 |
1.1906 |
0.0015 |
0.1% |
1.1821 |
| Range |
0.0111 |
0.0101 |
-0.0010 |
-9.0% |
0.0265 |
| ATR |
0.0095 |
0.0095 |
0.0000 |
0.5% |
0.0000 |
| Volume |
1,428 |
1,319 |
-109 |
-7.6% |
6,629 |
|
| Daily Pivots for day following 06-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2204 |
1.2156 |
1.1962 |
|
| R3 |
1.2103 |
1.2055 |
1.1934 |
|
| R2 |
1.2002 |
1.2002 |
1.1925 |
|
| R1 |
1.1954 |
1.1954 |
1.1915 |
1.1978 |
| PP |
1.1901 |
1.1901 |
1.1901 |
1.1913 |
| S1 |
1.1853 |
1.1853 |
1.1897 |
1.1877 |
| S2 |
1.1800 |
1.1800 |
1.1887 |
|
| S3 |
1.1699 |
1.1752 |
1.1878 |
|
| S4 |
1.1598 |
1.1651 |
1.1850 |
|
|
| 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 |
1.1949 |
1.1729 |
0.0220 |
1.8% |
0.0109 |
0.9% |
81% |
True |
False |
1,321 |
| 10 |
1.1949 |
1.1617 |
0.0332 |
2.8% |
0.0104 |
0.9% |
87% |
True |
False |
1,208 |
| 20 |
1.1949 |
1.1293 |
0.0656 |
5.5% |
0.0091 |
0.8% |
94% |
True |
False |
917 |
| 40 |
1.1949 |
1.1214 |
0.0735 |
6.2% |
0.0090 |
0.8% |
94% |
True |
False |
738 |
| 60 |
1.1949 |
1.0826 |
0.1123 |
9.4% |
0.0088 |
0.7% |
96% |
True |
False |
532 |
| 80 |
1.1949 |
1.0789 |
0.1160 |
9.7% |
0.0083 |
0.7% |
96% |
True |
False |
439 |
| 100 |
1.1949 |
1.0730 |
0.1219 |
10.2% |
0.0093 |
0.8% |
97% |
True |
False |
372 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2378 |
|
2.618 |
1.2213 |
|
1.618 |
1.2112 |
|
1.000 |
1.2050 |
|
0.618 |
1.2011 |
|
HIGH |
1.1949 |
|
0.618 |
1.1910 |
|
0.500 |
1.1898 |
|
0.382 |
1.1886 |
|
LOW |
1.1848 |
|
0.618 |
1.1785 |
|
1.000 |
1.1747 |
|
1.618 |
1.1684 |
|
2.618 |
1.1583 |
|
4.250 |
1.1418 |
|
|
| Fisher Pivots for day following 06-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1903 |
1.1888 |
| PP |
1.1901 |
1.1869 |
| S1 |
1.1898 |
1.1851 |
|