CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 10-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2020 |
10-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1914 |
1.1818 |
-0.0096 |
-0.8% |
1.1811 |
| High |
1.1914 |
1.1831 |
-0.0084 |
-0.7% |
1.1949 |
| Low |
1.1786 |
1.1767 |
-0.0019 |
-0.2% |
1.1729 |
| Close |
1.1813 |
1.1775 |
-0.0038 |
-0.3% |
1.1813 |
| Range |
0.0128 |
0.0064 |
-0.0065 |
-50.4% |
0.0220 |
| ATR |
0.0098 |
0.0095 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
1,781 |
806 |
-975 |
-54.7% |
6,231 |
|
| Daily Pivots for day following 10-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1981 |
1.1941 |
1.1809 |
|
| R3 |
1.1918 |
1.1878 |
1.1792 |
|
| R2 |
1.1854 |
1.1854 |
1.1786 |
|
| R1 |
1.1814 |
1.1814 |
1.1780 |
1.1803 |
| PP |
1.1791 |
1.1791 |
1.1791 |
1.1785 |
| S1 |
1.1751 |
1.1751 |
1.1769 |
1.1739 |
| S2 |
1.1727 |
1.1727 |
1.1763 |
|
| S3 |
1.1664 |
1.1687 |
1.1757 |
|
| S4 |
1.1600 |
1.1624 |
1.1740 |
|
|
| Weekly Pivots for week ending 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2489 |
1.2370 |
1.1933 |
|
| R3 |
1.2269 |
1.2151 |
1.1873 |
|
| R2 |
1.2050 |
1.2050 |
1.1853 |
|
| R1 |
1.1931 |
1.1931 |
1.1833 |
1.1990 |
| PP |
1.1830 |
1.1830 |
1.1830 |
1.1860 |
| S1 |
1.1712 |
1.1712 |
1.1792 |
1.1771 |
| S2 |
1.1611 |
1.1611 |
1.1772 |
|
| S3 |
1.1391 |
1.1492 |
1.1752 |
|
| S4 |
1.1172 |
1.1273 |
1.1692 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1949 |
1.1753 |
0.0196 |
1.7% |
0.0098 |
0.8% |
11% |
False |
False |
1,226 |
| 10 |
1.1949 |
1.1729 |
0.0220 |
1.9% |
0.0102 |
0.9% |
21% |
False |
False |
1,243 |
| 20 |
1.1949 |
1.1364 |
0.0585 |
5.0% |
0.0093 |
0.8% |
70% |
False |
False |
1,016 |
| 40 |
1.1949 |
1.1214 |
0.0735 |
6.2% |
0.0089 |
0.8% |
76% |
False |
False |
770 |
| 60 |
1.1949 |
1.0850 |
0.1099 |
9.3% |
0.0089 |
0.8% |
84% |
False |
False |
574 |
| 80 |
1.1949 |
1.0789 |
0.1160 |
9.9% |
0.0084 |
0.7% |
85% |
False |
False |
469 |
| 100 |
1.1949 |
1.0730 |
0.1219 |
10.3% |
0.0090 |
0.8% |
86% |
False |
False |
392 |
| 120 |
1.1949 |
1.0730 |
0.1219 |
10.3% |
0.0093 |
0.8% |
86% |
False |
False |
349 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2100 |
|
2.618 |
1.1997 |
|
1.618 |
1.1933 |
|
1.000 |
1.1894 |
|
0.618 |
1.1870 |
|
HIGH |
1.1831 |
|
0.618 |
1.1806 |
|
0.500 |
1.1799 |
|
0.382 |
1.1791 |
|
LOW |
1.1767 |
|
0.618 |
1.1728 |
|
1.000 |
1.1704 |
|
1.618 |
1.1664 |
|
2.618 |
1.1601 |
|
4.250 |
1.1497 |
|
|
| Fisher Pivots for day following 10-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1799 |
1.1858 |
| PP |
1.1791 |
1.1830 |
| S1 |
1.1783 |
1.1802 |
|