CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 11-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2020 |
11-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1818 |
1.1769 |
-0.0049 |
-0.4% |
1.1811 |
| High |
1.1831 |
1.1838 |
0.0008 |
0.1% |
1.1949 |
| Low |
1.1767 |
1.1753 |
-0.0014 |
-0.1% |
1.1729 |
| Close |
1.1775 |
1.1776 |
0.0002 |
0.0% |
1.1813 |
| Range |
0.0064 |
0.0085 |
0.0022 |
33.9% |
0.0220 |
| ATR |
0.0095 |
0.0095 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
806 |
2,141 |
1,335 |
165.6% |
6,231 |
|
| Daily Pivots for day following 11-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2044 |
1.1995 |
1.1823 |
|
| R3 |
1.1959 |
1.1910 |
1.1799 |
|
| R2 |
1.1874 |
1.1874 |
1.1792 |
|
| R1 |
1.1825 |
1.1825 |
1.1784 |
1.1850 |
| PP |
1.1789 |
1.1789 |
1.1789 |
1.1801 |
| S1 |
1.1740 |
1.1740 |
1.1768 |
1.1765 |
| S2 |
1.1704 |
1.1704 |
1.1760 |
|
| S3 |
1.1619 |
1.1655 |
1.1753 |
|
| S4 |
1.1534 |
1.1570 |
1.1729 |
|
|
| 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% |
12% |
False |
True |
1,495 |
| 10 |
1.1949 |
1.1729 |
0.0220 |
1.9% |
0.0103 |
0.9% |
21% |
False |
False |
1,391 |
| 20 |
1.1949 |
1.1408 |
0.0541 |
4.6% |
0.0093 |
0.8% |
68% |
False |
False |
1,105 |
| 40 |
1.1949 |
1.1214 |
0.0735 |
6.2% |
0.0089 |
0.8% |
77% |
False |
False |
811 |
| 60 |
1.1949 |
1.0850 |
0.1099 |
9.3% |
0.0090 |
0.8% |
84% |
False |
False |
609 |
| 80 |
1.1949 |
1.0789 |
0.1160 |
9.9% |
0.0084 |
0.7% |
85% |
False |
False |
495 |
| 100 |
1.1949 |
1.0730 |
0.1219 |
10.3% |
0.0088 |
0.7% |
86% |
False |
False |
411 |
| 120 |
1.1949 |
1.0730 |
0.1219 |
10.3% |
0.0093 |
0.8% |
86% |
False |
False |
366 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2199 |
|
2.618 |
1.2061 |
|
1.618 |
1.1976 |
|
1.000 |
1.1923 |
|
0.618 |
1.1891 |
|
HIGH |
1.1838 |
|
0.618 |
1.1806 |
|
0.500 |
1.1796 |
|
0.382 |
1.1785 |
|
LOW |
1.1753 |
|
0.618 |
1.1700 |
|
1.000 |
1.1668 |
|
1.618 |
1.1615 |
|
2.618 |
1.1530 |
|
4.250 |
1.1392 |
|
|
| Fisher Pivots for day following 11-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1796 |
1.1834 |
| PP |
1.1789 |
1.1814 |
| S1 |
1.1783 |
1.1795 |
|