CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 18-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2020 |
18-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1874 |
1.1899 |
0.0025 |
0.2% |
1.1818 |
| High |
1.1910 |
1.1995 |
0.0085 |
0.7% |
1.1894 |
| Low |
1.1859 |
1.1899 |
0.0041 |
0.3% |
1.1742 |
| Close |
1.1895 |
1.1968 |
0.0073 |
0.6% |
1.1868 |
| Range |
0.0052 |
0.0096 |
0.0044 |
85.4% |
0.0153 |
| ATR |
0.0089 |
0.0090 |
0.0001 |
0.8% |
0.0000 |
| Volume |
899 |
2,366 |
1,467 |
163.2% |
6,917 |
|
| Daily Pivots for day following 18-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2240 |
1.2199 |
1.2020 |
|
| R3 |
1.2145 |
1.2104 |
1.1994 |
|
| R2 |
1.2049 |
1.2049 |
1.1985 |
|
| R1 |
1.2008 |
1.2008 |
1.1976 |
1.2029 |
| PP |
1.1954 |
1.1954 |
1.1954 |
1.1964 |
| S1 |
1.1913 |
1.1913 |
1.1959 |
1.1933 |
| S2 |
1.1858 |
1.1858 |
1.1950 |
|
| S3 |
1.1763 |
1.1817 |
1.1941 |
|
| S4 |
1.1667 |
1.1722 |
1.1915 |
|
|
| Weekly Pivots for week ending 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2292 |
1.2232 |
1.1951 |
|
| R3 |
1.2139 |
1.2080 |
1.1909 |
|
| R2 |
1.1987 |
1.1987 |
1.1895 |
|
| R1 |
1.1927 |
1.1927 |
1.1881 |
1.1957 |
| PP |
1.1834 |
1.1834 |
1.1834 |
1.1849 |
| S1 |
1.1775 |
1.1775 |
1.1854 |
1.1805 |
| S2 |
1.1682 |
1.1682 |
1.1840 |
|
| S3 |
1.1529 |
1.1622 |
1.1826 |
|
| S4 |
1.1377 |
1.1470 |
1.1784 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1995 |
1.1742 |
0.0253 |
2.1% |
0.0080 |
0.7% |
89% |
True |
False |
1,447 |
| 10 |
1.1995 |
1.1742 |
0.0253 |
2.1% |
0.0089 |
0.7% |
89% |
True |
False |
1,471 |
| 20 |
1.1995 |
1.1543 |
0.0452 |
3.8% |
0.0095 |
0.8% |
94% |
True |
False |
1,298 |
| 40 |
1.1995 |
1.1226 |
0.0769 |
6.4% |
0.0087 |
0.7% |
96% |
True |
False |
950 |
| 60 |
1.1995 |
1.0920 |
0.1075 |
9.0% |
0.0090 |
0.8% |
97% |
True |
False |
721 |
| 80 |
1.1995 |
1.0824 |
0.1171 |
9.8% |
0.0084 |
0.7% |
98% |
True |
False |
581 |
| 100 |
1.1995 |
1.0789 |
0.1206 |
10.1% |
0.0085 |
0.7% |
98% |
True |
False |
480 |
| 120 |
1.1995 |
1.0730 |
0.1265 |
10.6% |
0.0094 |
0.8% |
98% |
True |
False |
422 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2400 |
|
2.618 |
1.2245 |
|
1.618 |
1.2149 |
|
1.000 |
1.2090 |
|
0.618 |
1.2054 |
|
HIGH |
1.1995 |
|
0.618 |
1.1958 |
|
0.500 |
1.1947 |
|
0.382 |
1.1935 |
|
LOW |
1.1899 |
|
0.618 |
1.1840 |
|
1.000 |
1.1804 |
|
1.618 |
1.1744 |
|
2.618 |
1.1649 |
|
4.250 |
1.1493 |
|
|
| Fisher Pivots for day following 18-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1961 |
1.1946 |
| PP |
1.1954 |
1.1925 |
| S1 |
1.1947 |
1.1903 |
|