CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 13-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2020 |
13-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1774 |
1.1818 |
0.0044 |
0.4% |
1.1811 |
| High |
1.1848 |
1.1894 |
0.0047 |
0.4% |
1.1949 |
| Low |
1.1742 |
1.1814 |
0.0073 |
0.6% |
1.1729 |
| Close |
1.1815 |
1.1829 |
0.0015 |
0.1% |
1.1813 |
| Range |
0.0106 |
0.0080 |
-0.0026 |
-24.5% |
0.0220 |
| ATR |
0.0095 |
0.0094 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
1,353 |
1,255 |
-98 |
-7.2% |
6,231 |
|
| Daily Pivots for day following 13-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2086 |
1.2037 |
1.1873 |
|
| R3 |
1.2006 |
1.1957 |
1.1851 |
|
| R2 |
1.1926 |
1.1926 |
1.1844 |
|
| R1 |
1.1877 |
1.1877 |
1.1836 |
1.1902 |
| PP |
1.1846 |
1.1846 |
1.1846 |
1.1858 |
| S1 |
1.1797 |
1.1797 |
1.1822 |
1.1822 |
| S2 |
1.1766 |
1.1766 |
1.1814 |
|
| S3 |
1.1686 |
1.1717 |
1.1807 |
|
| S4 |
1.1606 |
1.1637 |
1.1785 |
|
|
| 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 |
1.1914 |
1.1742 |
0.0173 |
1.5% |
0.0093 |
0.8% |
51% |
False |
False |
1,467 |
| 10 |
1.1949 |
1.1729 |
0.0220 |
1.9% |
0.0101 |
0.9% |
46% |
False |
False |
1,394 |
| 20 |
1.1949 |
1.1415 |
0.0534 |
4.5% |
0.0096 |
0.8% |
78% |
False |
False |
1,140 |
| 40 |
1.1949 |
1.1214 |
0.0735 |
6.2% |
0.0088 |
0.7% |
84% |
False |
False |
854 |
| 60 |
1.1949 |
1.0920 |
0.1029 |
8.7% |
0.0089 |
0.8% |
88% |
False |
False |
651 |
| 80 |
1.1949 |
1.0789 |
0.1160 |
9.8% |
0.0085 |
0.7% |
90% |
False |
False |
527 |
| 100 |
1.1949 |
1.0789 |
0.1160 |
9.8% |
0.0086 |
0.7% |
90% |
False |
False |
435 |
| 120 |
1.1949 |
1.0730 |
0.1219 |
10.3% |
0.0094 |
0.8% |
90% |
False |
False |
387 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2234 |
|
2.618 |
1.2103 |
|
1.618 |
1.2023 |
|
1.000 |
1.1974 |
|
0.618 |
1.1943 |
|
HIGH |
1.1894 |
|
0.618 |
1.1863 |
|
0.500 |
1.1854 |
|
0.382 |
1.1845 |
|
LOW |
1.1814 |
|
0.618 |
1.1765 |
|
1.000 |
1.1734 |
|
1.618 |
1.1685 |
|
2.618 |
1.1605 |
|
4.250 |
1.1474 |
|
|
| Fisher Pivots for day following 13-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1854 |
1.1825 |
| PP |
1.1846 |
1.1822 |
| S1 |
1.1837 |
1.1818 |
|